Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 77,132 : : Positions : : 16,821 24,586 2,234 983 2,989 1,425 10,563 3,522 40,480 24,671 8,084 : : : : Changes from: March 25, 2014 : : -1,615 -4,456 -544 -177 -72 -282 500 -609 1,830 3,300 -1,673 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 31.9 2.9 1.3 3.9 1.8 13.7 4.6 52.5 32.0 10.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 10 12 . . . . 4 . 15 15 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 28,990 : : Positions : : 9,245 4,450 1,617 445 1,409 2,004 3,370 0 12,395 16,733 2,070 : : : : Changes from: March 25, 2014 : : -3,460 -1,455 -763 -500 315 -96 -1,195 -15 -971 -2,390 -603 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 15.4 5.6 1.5 4.9 6.9 11.6 0.0 42.8 57.7 7.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 9 . . . . . 0 13 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 154,005 : : Positions : : 101,119 103,745 8,026 13,302 14,606 9,552 2,960 8,904 5,667 4,761 4,591 : : : : Changes from: March 25, 2014 : : -1,311 -1,783 1,522 89 -379 -1,166 179 460 147 1,072 -441 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 67.4 5.2 8.6 9.5 6.2 1.9 5.8 3.7 3.1 3.0 : : : : Number of Traders in Each Category Total Traders: 75 : : 45 47 . 5 7 4 . 5 5 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 55,323 : : Positions : : 28,049 47,522 18,911 4,216 1,668 5,103 52 1,362 0 273 230 : : : : Changes from: March 25, 2014 : : -3,355 -2,996 -23 286 -364 516 52 -598 0 -204 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 85.9 34.2 7.6 3.0 9.2 0.1 2.5 0.0 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 427,279 : : Positions : : 277,389 350,970 100,277 28,030 22,208 446 0 25,743 888 0 328 : : : : Changes from: March 25, 2014 : : -26,105 -22,479 -5,404 -981 -656 94 -6,763 796 280 -912 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 82.1 23.5 6.6 5.2 0.1 0.0 6.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 1,524,067 : : Positions : :1,171,749 1,299,098 157,540 54,072 100,444 18,052 13,564 47,479 21,814 792 5,854 : : : : Changes from: March 25, 2014 : : -16,103 -7,425 -1,900 -4,267 -5,926 368 -3,905 368 3,667 0 745 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 85.2 10.3 3.5 6.6 1.2 0.9 3.1 1.4 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 35 5 4 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 50,723 : : Positions : : 39,446 26,373 2,018 6,119 4,004 180 7,742 4,404 231 1,642 440 : : : : Changes from: March 25, 2014 : : -462 156 162 122 45 0 -776 442 153 614 -179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 52.0 4.0 12.1 7.9 0.4 15.3 8.7 0.5 3.2 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 314,991 : : Positions : : 203,297 230,197 77,216 25,720 4,464 0 25,028 27,238 624 192 2,152 : : : : Changes from: March 25, 2014 : : -1,591 -2,248 -977 0 0 0 0 0 320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 73.1 24.5 8.2 1.4 0.0 7.9 8.6 0.2 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 686,704 : : Positions : : 505,671 474,561 30,503 100,933 98,801 32,649 0 12,409 6,671 0 0 : : : : Changes from: March 25, 2014 : : 60,449 31,342 -23,244 1,600 23,244 -4,263 0 1,943 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 69.1 4.4 14.7 14.4 4.8 0.0 1.8 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 24 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 62,410 : : Positions : : 36,889 52,461 11,437 3,152 2,122 3,489 0 2,570 4,626 0 642 : : : : Changes from: March 25, 2014 : : 4,110 3,884 -2,422 -193 658 1,045 0 -156 150 -86 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 84.1 18.3 5.1 3.4 5.6 0.0 4.1 7.4 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 23 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 3,329,258 : : Positions : :2,568,768 3,329,258 760,490 0 0 0 0 0 0 0 0 : : : : Changes from: March 25, 2014 : : -182,880 -182,880 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 100.0 22.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 12 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 1,269,150 : : Positions : : 999,500 1,266,950 266,500 0 0 0 100 2,100 0 0 0 : : : : Changes from: March 25, 2014 : : -47,900 -46,850 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 99.8 21.0 0.0 0.0 0.0 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 14 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 870,680 : : Positions : : 757,320 729,904 105,200 81,576 8,160 0 0 0 0 51,040 0 : : : : Changes from: March 25, 2014 : : 49,280 9,520 -27,520 0 0 0 0 0 0 12,240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 83.8 12.1 9.4 0.9 0.0 0.0 0.0 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 290,816 : : Positions : : 181,928 249,712 62,248 6,640 30,544 7,888 384 3,128 5,080 0 0 : : : : Changes from: March 25, 2014 : : -1,568 2,016 2,768 0 -3,136 0 384 0 1,608 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 85.9 21.4 2.3 10.5 2.7 0.1 1.1 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 12,620 : : Positions : : 8,211 6,805 0 3,840 892 787 236 42 2,196 128 130 : : : : Changes from: March 25, 2014 : : -469 -609 0 0 0 0 44 0 386 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 53.9 0.0 30.4 7.1 6.2 1.9 0.3 17.4 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 12 0 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 1,261,690 : : Positions : : 935,490 624,240 0 518,900 70,660 0 8,140 0 215,790 0 39,750 : : : : Changes from: March 25, 2014 : : 3,680 58,080 0 0 0 0 0 0 54,400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 49.5 0.0 41.1 5.6 0.0 0.6 0.0 17.1 0.0 3.2 : : : : 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 April 1, 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 336,245 : : Positions : : 295,745 271,275 28,615 43,335 4,435 7,450 0 0 0 17,200 0 : : : : Changes from: March 25, 2014 : : 14,000 11,950 0 0 0 0 0 0 0 2,050 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 80.7 8.5 12.9 1.3 2.2 0.0 0.0 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 207,362 : : Positions : : 157,702 142,717 17,985 33,800 29,050 830 0 1,795 0 0 0 : : : : Changes from: March 25, 2014 : : 110 110 0 -220 440 -220 0 220 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 68.8 8.7 16.3 14.0 0.4 0.0 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 22,128 : : Positions : : 15,980 15,507 1,851 1,876 2,549 485 0 555 389 149 21 : : : : Changes from: March 25, 2014 : : -280 94 -152 -109 66 -85 -308 0 107 22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 70.1 8.4 8.5 11.5 2.2 0.0 2.5 1.8 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 3,004,472 : : Positions : :2,465,149 1,920,804 79,909 312,826 172,547 0 198,442 284,533 2,334 115,320 0 : : : : Changes from: March 25, 2014 : : 58,956 34,248 0 12,928 -1,960 0 6,384 -1,960 0 5,396 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 63.9 2.7 10.4 5.7 0.0 6.6 9.5 0.1 3.8 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 April 1, 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 929,869 : : Positions : : 747,682 622,244 44,469 117,219 33,418 15,375 54,770 70,668 10,720 24,013 7,537 : : : : Changes from: March 25, 2014 : : 29,327 14,483 -311 4,849 -1,074 0 6,114 -1,575 3,080 6,650 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 66.9 4.8 12.6 3.6 1.7 5.9 7.6 1.2 2.6 0.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 26 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 2,353,137 : : Positions : :2,176,667 2,309,707 176,470 43,430 0 0 0 0 0 0 0 : : : : Changes from: March 25, 2014 : : 3,680 97,360 93,680 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 98.2 7.5 1.8 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 April 1, 2014 : 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 682,160 : : Positions : : 610,760 666,980 65,000 7,680 6,400 0 1,100 0 0 0 0 : : : : Changes from: March 25, 2014 : : 3,300 27,750 25,550 0 0 0 1,100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 97.8 9.5 1.1 0.9 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 522,107 : : Positions : : 281,535 462,394 116,782 15,047 6,982 72,576 1,104 32,261 10,380 2,728 1,591 : : : : Changes from: March 25, 2014 : : -474 -1,896 16 0 0 -2,992 0 2,208 2,370 816 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 88.6 22.4 2.9 1.3 13.9 0.2 6.2 2.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 26 6 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 36,934 : : Positions : : 21,626 29,300 5,629 1,568 2,106 3,505 1,663 1,783 1,024 167 283 : : : : Changes from: March 25, 2014 : : 244 120 220 75 36 -330 0 298 82 21 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 79.3 15.2 4.2 5.7 9.5 4.5 4.8 2.8 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 26 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 22,454 : : Positions : : 11,161 18,808 3,092 829 1,589 5,178 0 1,228 206 0 0 : : : : Changes from: March 25, 2014 : : -180 -1,183 0 310 0 -770 0 0 77 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 83.8 13.8 3.7 7.1 23.1 0.0 5.5 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 215,561 : : Positions : : 87,449 186,888 22,624 14,536 10,745 91,663 0 2,432 344 656 304 : : : : Changes from: March 25, 2014 : : 2,856 2,856 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 86.7 10.5 6.7 5.0 42.5 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 April 1, 2014 : 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 439,913 : : Positions : : 256,274 402,515 160,293 0 1,953 3,936 12,510 17,457 0 5,478 0 : : : : Changes from: March 25, 2014 : : 15,675 4,312 -12,163 0 -800 0 -800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 91.5 36.4 0.0 0.4 0.9 2.8 4.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 24,598 : : Positions : : 14,654 17,704 0 2,160 3,882 1,400 0 428 3,513 0 63 : : : : Changes from: March 25, 2014 : : -614 -265 -404 -1,761 -46 -1,029 0 216 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 72.0 0.0 8.8 15.8 5.7 0.0 1.7 14.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 17,764 : : Positions : : 11,788 16,026 3,219 0 475 298 0 86 1,256 582 21 : : : : Changes from: March 25, 2014 : : -384 -62 -269 0 2 -22 0 0 64 -314 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 90.2 18.1 0.0 2.7 1.7 0.0 0.5 7.1 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 248,547 : : Positions : : 112,774 244,243 94,139 3,936 0 4,743 0 368 36,523 0 0 : : : : Changes from: March 25, 2014 : : 856 840 736 0 0 -368 0 368 -384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 98.3 37.9 1.6 0.0 1.9 0.0 0.1 14.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 17 4 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 13,498 : : Positions : : 6,181 7,766 3,643 3,921 1,043 1,474 0 63 494 0 364 : : : : Changes from: March 25, 2014 : : 61 -233 -429 -232 -231 518 0 0 -552 0 342 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 57.5 27.0 29.0 7.7 10.9 0.0 0.5 3.7 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 18 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 168,019 : : Positions : : 62,762 80,049 86,814 82,508 5,055 10,701 0 407 2,280 0 0 : : : : Changes from: March 25, 2014 : : 9,351 -33 -14,416 368 -368 4,993 -407 407 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 47.6 51.7 49.1 3.0 6.4 0.0 0.2 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 4 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 19,934 : : Positions : : 13,858 14,055 4,431 1,000 77 0 3,234 1,568 0 0 0 : : : : Changes from: March 25, 2014 : : -1,152 -147 640 -78 -258 0 -287 182 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 70.5 22.2 5.0 0.4 0.0 16.2 7.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 142,502 : : Positions : : 120,998 66,969 0 62,349 13,184 8,320 0 0 0 0 0 : : : : Changes from: March 25, 2014 : : -2,981 -7,857 0 5,530 -6,184 654 0 -654 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 47.0 0.0 43.8 9.3 5.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 718,546 : : Positions : : 660,825 559,884 46,081 117,257 11,640 0 23,660 0 0 0 0 : : : : Changes from: March 25, 2014 : : -37,568 -37,568 6,105 0 -6,105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 77.9 6.4 16.3 1.6 0.0 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 218,730 : : Positions : : 201,730 178,745 11,410 31,640 3,440 0 3,225 0 2,150 0 0 : : : : Changes from: March 25, 2014 : : -9,515 -9,515 1,680 0 -1,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 81.7 5.2 14.5 1.6 0.0 1.5 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 393,955 : : Positions : : 298,350 202,965 92,925 166,465 1,000 0 23,525 0 1,050 0 0 : : : : Changes from: March 25, 2014 : : 31,320 36,725 5,875 1,100 1,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 51.5 23.6 42.3 0.3 0.0 6.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 9 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 1,358,775 : : Positions : :1,076,207 684,107 279,345 601,365 3,223 0 70,080 0 0 0 0 : : : : Changes from: March 25, 2014 : : 140,360 140,360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 50.3 20.6 44.3 0.2 0.0 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 7 5 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 199,250 : : Positions : : 172,675 158,840 10,565 24,400 16,010 0 0 0 0 0 0 : : : : Changes from: March 25, 2014 : : 2,560 2,560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 79.7 5.3 12.2 8.0 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 April 1, 2014 : 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 661,447 : : Positions : : 559,880 507,458 54,586 107,008 46,981 0 0 0 0 0 0 : : : : Changes from: March 25, 2014 : : 9,328 9,328 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 76.7 8.3 16.2 7.1 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 April 1, 2014 : 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 487,620 : : Positions : : 455,410 426,145 7,145 36,835 19,815 0 0 0 0 3,250 1,050 : : : : Changes from: March 25, 2014 : : 36,350 35,250 -2,590 35 -980 0 0 0 0 2,150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 87.4 1.5 7.6 4.1 0.0 0.0 0.0 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . 4 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 1,727,112 : : Positions : :1,626,805 1,524,351 20,766 125,255 75,471 0 0 0 0 0 0 : : : : Changes from: March 25, 2014 : : 133,440 139,405 -4,070 -8,000 3,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 88.3 1.2 7.3 4.4 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 April 1, 2014 : 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 : :1,775,040 1,902,762 117,140 0 18,816 0 0 0 0 0 0 : : : : Changes from: March 25, 2014 : : -6,919 0 -3,663 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 99.0 6.1 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 April 1, 2014 : 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 : : 489,480 513,675 22,200 0 9,400 0 0 0 0 0 0 : : : : Changes from: March 25, 2014 : : -1,785 0 -210 0 -210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 98.2 4.2 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 April 1, 2014 : 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 is10,054,499 : : Positions : :8,012,055 9,182,180 1,035,065 98,487 773,832 205,837 0 0 7,360 0 0 : : : : Changes from: March 25, 2014 : : 225,262 183,805 -60,240 4,857 8,663 0 0 0 3,290 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 91.3 10.3 1.0 7.7 2.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 28 5 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 3,485,769 : : Positions : :2,832,914 3,279,354 405,792 10,075 173,505 51,475 0 11,870 2,125 0 5,825 : : : : Changes from: March 25, 2014 : : 82,807 56,595 -13,935 1,100 5,305 -9,350 0 9,350 1,050 0 1,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 94.1 11.6 0.3 5.0 1.5 0.0 0.3 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 30 6 . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 3,232,159 : : Positions : :2,140,846 2,433,577 285,308 332,175 167,710 17,106 117,957 94,014 483,168 42,719 44,006 : : : : Changes from: March 25, 2014 : : 38,514 27,346 -6,322 9,088 4,119 0 -2,574 2,024 -75 -1,742 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 75.3 8.8 10.3 5.2 0.5 3.6 2.9 14.9 1.3 1.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 35 35 6 5 7 . 5 4 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 7,377,761 : : Positions : :6,046,607 6,010,356 320,218 382,090 649,358 121,790 165,288 85,373 108,479 39,360 45,936 : : : : Changes from: March 25, 2014 : : 72,145 85,730 46,453 32,868 -19,550 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 81.5 4.3 5.2 8.8 1.7 2.2 1.2 1.5 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 24 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 606,367 : : Positions : : 521,342 470,487 59,395 96,190 19,960 5,670 10,675 0 0 6,850 0 : : : : Changes from: March 25, 2014 : : 6,790 4,640 3,820 3,765 -3,820 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 77.6 9.8 15.9 3.3 0.9 1.8 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 12 4 . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 2,199,453 : : Positions : :1,826,327 1,847,008 223,899 172,912 132,133 16,280 35,190 0 0 0 0 : : : : Changes from: March 25, 2014 : : 23,480 11,650 8,140 8,574 -8,954 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 84.0 10.2 7.9 6.0 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 April 1, 2014 : 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 36,006 : : Positions : : 22,033 24,040 2,444 484 6,784 0 1,391 90 220 0 0 : : : : Changes from: March 25, 2014 : : -1,714 -1,075 404 -164 -476 0 -139 0 0 -192 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 66.8 6.8 1.3 18.8 0.0 3.9 0.2 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 4 . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 10,835 : : Positions : : 5,064 6,148 268 34 1,488 0 532 1,068 0 0 0 : : : : Changes from: March 25, 2014 : : -282 -260 8 -6 -30 0 -50 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 56.7 2.5 0.3 13.7 0.0 4.9 9.9 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 April 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 20,693 : : Positions : : 13,271 17,491 6,142 1,859 192 0 640 0 640 0 0 : : : : Changes from: March 25, 2014 : : -1,046 -1,174 -275 -168 0 0 -105 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 84.5 29.7 9.0 0.9 0.0 3.1 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 7 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 439,027 : : Positions : : 304,602 430,188 125,586 0 5,310 0 3,529 0 3,529 0 0 : : : : Changes from: March 25, 2014 : : -30,287 -37,498 -7,211 0 0 0 -407 0 -407 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 98.0 28.6 0.0 1.2 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 339,029 : : Positions : : 96,324 332,813 211,205 4,664 1,552 0 0 0 29,948 0 0 : : : : Changes from: March 25, 2014 : : -4,594 -9,071 -814 0 -814 0 0 0 -3,663 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 98.2 62.3 1.4 0.5 0.0 0.0 0.0 8.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 52,034 : : Positions : : 36,151 49,505 13,161 0 2,275 0 0 0 0 0 0 : : : : Changes from: March 25, 2014 : : -1,449 -3,213 -1,743 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 95.1 25.3 0.0 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 828,385 : : Positions : : 617,462 786,720 169,258 0 41,665 0 0 0 0 0 0 : : : : Changes from: March 25, 2014 : : -26,455 -49,654 -23,199 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 95.0 20.4 0.0 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 18 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 147,906 : : Positions : : 93,075 102,815 11,404 9,025 32,871 8,190 0 1,920 0 1,083 192 : : : : Changes from: March 25, 2014 : : -2,718 -2,541 -273 -576 -126 -105 0 -210 0 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 69.5 7.7 6.1 22.2 5.5 0.0 1.3 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 22 5 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 1,749,630 : : Positions : :1,530,226 1,162,160 60,419 240,463 129,959 0 191,200 23,520 3,178 0 2,328 : : : : Changes from: March 25, 2014 : : -51,689 -50,394 -2,442 -2,516 -4,403 0 0 0 1,221 0 -1,221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 66.4 3.5 13.7 7.4 0.0 10.9 1.3 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 18 . 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 23,415 : : Positions : : 14,025 14,667 8,110 960 0 0 6,253 1,280 0 0 0 : : : : Changes from: March 25, 2014 : : -110 331 -840 -105 0 0 -1,281 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 62.6 34.6 4.1 0.0 0.0 26.7 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 55,536 : : Positions : : 40,649 44,412 7,427 530 6,180 0 2,878 1,280 0 0 0 : : : : Changes from: March 25, 2014 : : -1,987 -1,837 -207 105 -147 0 -462 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 80.0 13.4 1.0 11.1 0.0 5.2 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 67,033 : : Positions : : 53,566 39,426 0 16,879 8,135 1,930 0 2,550 256 0 0 : : : : Changes from: March 25, 2014 : : 3,862 5,006 0 -567 -105 -210 0 0 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 58.8 0.0 25.2 12.1 2.9 0.0 3.8 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 0 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 45,926 : : Positions : : 27,984 37,949 12,227 4,589 1,148 0 0 0 2,327 0 2,048 : : : : Changes from: March 25, 2014 : : -1,092 -1,008 -63 -252 -21 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 82.6 26.6 10.0 2.5 0.0 0.0 0.0 5.1 0.0 4.5 : : : : 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 April 1, 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 44,204 : : Positions : : 39,524 25,981 1,659 15,115 2,916 0 0 0 105 0 0 : : : : Changes from: March 25, 2014 : : -2,142 -1,722 -42 -441 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 58.8 3.8 34.2 6.6 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 381,990 : : Positions : : 273,083 342,980 54,959 0 0 30,468 15,530 23,480 0 0 0 : : : : Changes from: March 25, 2014 : : 15,208 7,475 -6,919 0 0 -2,849 -4,070 0 -2,035 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 89.8 14.4 0.0 0.0 8.0 4.1 6.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 773,677 : : Positions : : 601,154 560,626 43,523 96,777 80,984 12,726 0 35,290 0 0 0 : : : : Changes from: March 25, 2014 : : -18,377 -649 -587 -14,245 0 4,070 0 -4,070 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 72.5 5.6 12.5 10.5 1.6 0.0 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 1,446,865 : : Positions : : 913,475 871,987 9,084 245,005 282,833 180,735 0 47,040 13,698 0 0 : : : : Changes from: March 25, 2014 : : 14,749 -61,723 1,628 73,216 -6,919 -4,070 0 0 -814 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 60.3 0.6 16.9 19.5 12.5 0.0 3.3 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . 4 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 698,218 : : Positions : : 345,207 528,752 3,529 75,546 93,920 0 0 0 255,562 0 0 : : : : Changes from: March 25, 2014 : : -19,943 -19,129 -407 -8,547 0 0 0 0 -7,326 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 75.7 0.5 10.8 13.5 0.0 0.0 0.0 36.6 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 April 1, 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 532,071 : : Positions : : 396,077 283,355 50,294 163,016 85,700 0 0 0 0 0 0 : : : : Changes from: March 25, 2014 : : -24,827 -15,466 -2,442 -9,768 -4,884 0 0 0 0 -2,035 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 53.3 9.5 30.6 16.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 25, 2014 : : 0 0 0 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 April 1, 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 25, 2014 : : 0 0 0 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 April 1, 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 208,933 : : Positions : : 155,060 139,018 10,043 46,660 9,315 1,075 10,650 0 28,050 0 3,290 : : : : Changes from: March 25, 2014 : : 11,250 -7,350 525 12,750 -6,375 0 0 0 -6,375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 66.5 4.8 22.3 4.5 0.5 5.1 0.0 13.4 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 348,653 : : Positions : : 223,148 262,302 29,176 79,008 2,849 0 0 0 88,986 0 4,494 : : : : Changes from: March 25, 2014 : : -24,080 -760 23,320 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 75.2 8.4 22.7 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 April 1, 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 226,464 : : Positions : : 193,690 97,329 1,086 69,450 25,210 5,428 6,400 525 0 27,025 525 : : : : Changes from: March 25, 2014 : : -3,206 1,494 -550 -6,825 -330 1,650 0 -22 0 3,225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 43.0 0.5 30.7 11.1 2.4 2.8 0.2 0.0 11.9 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 15 . 4 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 627,694 : : Positions : : 547,152 323,467 0 218,316 77,771 0 7,404 736 2,035 0 0 : : : : Changes from: March 25, 2014 : : 46,335 9,839 0 37,232 0 0 -736 736 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 51.5 0.0 34.8 12.4 0.0 1.2 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 0 5 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 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 133,278 : : Positions : : 77,238 115,878 48,575 5,790 3,010 525 2,200 0 3,930 6,400 0 : : : : Changes from: March 25, 2014 : : 550 550 -1,100 -1,100 1,100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 86.9 36.4 4.3 2.3 0.4 1.7 0.0 2.9 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 April 1, 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 297,959 : : Positions : : 179,079 272,916 86,372 15,855 9,188 0 0 0 23,320 0 0 : : : : Changes from: March 25, 2014 : : -4,995 41,645 46,640 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 91.6 29.0 5.3 3.1 0.0 0.0 0.0 7.8 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 April 1, 2014 : 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 53,319 : : Positions : : 50,391 49,249 0 655 1,660 0 150 0 498 650 0 : : : : Changes from: March 25, 2014 : : -199 -149 0 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 92.4 0.0 1.2 3.1 0.0 0.3 0.0 0.9 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 47,522 : : Positions : : 44,892 43,687 0 655 1,660 0 150 0 450 650 0 : : : : Changes from: March 25, 2014 : : -13 37 0 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 91.9 0.0 1.4 3.5 0.0 0.3 0.0 0.9 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 : : 14,735 14,815 1,835 0 280 0 0 0 100 1,975 75 : : : : Changes from: March 25, 2014 : : 250 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 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: 23 : : 13 7 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 17,110 : : Positions : : 14,640 13,415 2,020 300 270 0 0 0 0 3,125 0 : : : : Changes from: March 25, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 78.4 11.8 1.8 1.6 0.0 0.0 0.0 0.0 18.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 6 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 25, 2014 : : 0 0 0 0 0 0 0 0 0 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 April 1, 2014 : 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 17,045 : : Positions : : 16,120 10,500 380 700 100 0 1,700 0 0 3,945 100 : : : : Changes from: March 25, 2014 : : 1,725 825 0 0 0 0 900 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 61.6 2.2 4.1 0.6 0.0 10.0 0.0 0.0 23.1 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 25, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 April 1, 2014 : 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 26,346 : : Positions : : 24,511 24,541 895 0 0 0 300 600 0 750 0 : : : : Changes from: March 25, 2014 : : 55 70 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 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 9 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 67,194 : : Positions : : 48,495 58,223 1,425 2,410 340 3,953 0 6 6,760 0 340 : : : : Changes from: March 25, 2014 : : -275 1,825 0 0 0 2,100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 86.6 2.1 3.6 0.5 5.9 0.0 0.0 10.1 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 April 1, 2014 : 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 65,001 : : Positions : : 46,536 54,601 0 3,980 45 4,330 0 0 7,665 0 0 : : : : Changes from: March 25, 2014 : : 711 2,440 0 0 0 1,800 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 84.0 0.0 6.1 0.1 6.7 0.0 0.0 11.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 21 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 47,000 : : Positions : : 31,845 37,645 3,960 675 1,350 0 3,175 550 5,800 0 725 : : : : Changes from: March 25, 2014 : : -410 -110 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 80.1 8.4 1.4 2.9 0.0 6.8 1.2 12.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 42,436 : : Positions : : 25,945 38,490 6,020 930 160 8,375 1,125 850 425 0 16 : : : : Changes from: March 25, 2014 : : -470 -820 0 300 -60 -100 -50 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 90.7 14.2 2.2 0.4 19.7 2.7 2.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 26,035 : : Positions : : 10,280 20,625 1,200 700 600 0 3,055 565 12,800 0 0 : : : : Changes from: March 25, 2014 : : -35 -35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 79.2 4.6 2.7 2.3 0.0 11.7 2.2 49.2 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 April 1, 2014 : 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 25,465 : : Positions : : 23,440 18,675 300 5,700 0 350 0 300 0 0 0 : : : : Changes from: March 25, 2014 : : -10 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 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 April 1, 2014 : 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 34,448 : : Positions : : 25,670 21,860 0 2,750 935 3,295 350 925 300 4,795 958 : : : : Changes from: March 25, 2014 : : 25 0 0 -50 0 0 0 0 300 375 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 63.5 0.0 8.0 2.7 9.6 1.0 2.7 0.9 13.9 2.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 1, 2014 : 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 35,145 : : Positions : : 30,455 24,950 735 200 700 525 7,105 970 540 0 395 : : : : Changes from: March 25, 2014 : : 10 35 0 0 0 -50 -125 175 -50 0 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 71.0 2.1 0.6 2.0 1.5 20.2 2.8 1.5 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 April 1, 2014 : 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 : : 23,789 24,240 0 220 1,615 150 0 0 50 450 0 : : : : Changes from: March 25, 2014 : : 50 0 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 90.7 0.0 0.8 6.0 0.6 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 April 1, 2014 : 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 : : 23,210 23,695 75 220 1,615 150 0 0 50 450 0 : : : : Changes from: March 25, 2014 : : 50 0 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 91.1 0.3 0.8 6.2 0.6 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 April 4, 2014