Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 8,357 : : Positions : : 3,558 4,829 586 0 461 75 1,025 150 2,070 566 1,071 : : : : Changes from: April 15, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 57.8 7.0 0.0 5.5 0.9 12.3 1.8 24.8 6.8 12.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 77,856 : : Positions : : 16,403 23,119 2,014 1,480 2,884 1,425 9,663 3,130 43,321 29,069 6,986 : : : : Changes from: April 15, 2014 : : 697 -947 -220 -160 124 0 -105 -197 617 2,421 -359 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 29.7 2.6 1.9 3.7 1.8 12.4 4.0 55.6 37.3 9.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 9 12 . . . . 4 . 18 16 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 28,259 : : Positions : : 7,880 5,160 1,397 970 1,129 2,004 1,245 330 11,990 15,843 3,012 : : : : Changes from: April 15, 2014 : : -500 260 -630 -105 15 0 -1,370 270 10 170 422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 18.3 4.9 3.4 4.0 7.1 4.4 1.2 42.4 56.1 10.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 7 . . . . . . 13 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 152,109 : : Positions : : 97,006 99,221 8,641 13,795 14,033 10,093 3,400 10,278 4,646 4,418 6,300 : : : : Changes from: April 15, 2014 : : 510 -143 1,105 17 -447 -154 -141 150 -1,706 195 1,365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 65.2 5.7 9.1 9.2 6.6 2.2 6.8 3.1 2.9 4.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 46 47 . 6 7 4 . 5 7 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 52,656 : : Positions : : 24,423 44,889 18,945 4,216 1,642 6,133 0 1,232 76 472 205 : : : : Changes from: April 15, 2014 : : -126 38 30 0 -26 77 -52 0 25 20 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 85.2 36.0 8.0 3.1 11.6 0.0 2.3 0.1 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 446,948 : : Positions : : 273,852 367,391 94,957 28,030 25,440 26,020 1,288 24,479 1,880 0 320 : : : : Changes from: April 15, 2014 : : -2,512 448 -7,570 0 1,256 9,890 16 344 656 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 82.2 21.2 6.3 5.7 5.8 0.3 5.5 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1,508,811 : : Positions : :1,094,425 1,284,113 210,091 33,833 90,190 20,709 10,774 61,577 23,310 1,160 7,372 : : : : Changes from: April 15, 2014 : : 19,913 20,188 19,423 -424 -3,983 -120 816 13,704 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 85.1 13.9 2.2 6.0 1.4 0.7 4.1 1.5 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 34 6 . 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 51,960 : : Positions : : 42,471 24,684 0 9,976 3,872 360 6,831 4,778 122 1,462 357 : : : : Changes from: April 15, 2014 : : 2,597 242 0 1,670 -348 -25 816 -453 78 -78 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 47.5 0.0 19.2 7.5 0.7 13.1 9.2 0.2 2.8 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 308,287 : : Positions : : 187,963 228,146 82,242 25,682 3,848 0 17,793 31,458 1,416 0 1,360 : : : : Changes from: April 15, 2014 : : 2,534 1,953 0 0 0 0 581 977 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 74.0 26.7 8.3 1.2 0.0 5.8 10.2 0.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 645,881 : : Positions : : 505,311 435,559 23,444 126,985 71,336 31,781 0 12,001 2,008 0 0 : : : : Changes from: April 15, 2014 : : 13,349 12,125 0 2,040 0 816 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 67.4 3.6 19.7 11.0 4.9 0.0 1.9 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 59,049 : : Positions : : 35,667 48,120 7,474 2,837 4,107 4,190 0 2,003 4,754 0 495 : : : : Changes from: April 15, 2014 : : 850 272 -494 22 -63 -62 0 -105 -63 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 81.5 12.7 4.8 7.0 7.1 0.0 3.4 8.1 0.0 0.8 : : : : 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 22, 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 1 MW : CFTC Code #06439C Open Interest is 2,759,712 : : Positions : :2,007,592 2,759,712 744,200 0 0 0 0 0 7,920 0 0 : : : : Changes from: April 15, 2014 : : -62,670 -62,670 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 100.0 27.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 15 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 7,250 : : Positions : : 6,900 5,900 0 650 50 100 300 0 50 0 0 : : : : Changes from: April 15, 2014 : : -350 -950 -100 100 50 -100 250 -50 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 81.4 0.0 9.0 0.7 1.4 4.1 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #06439F Open Interest is 1,147,080 : : Positions : : 882,630 1,144,880 262,350 0 0 0 100 2,100 0 0 0 : : : : Changes from: April 15, 2014 : : 31,700 33,850 2,150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 99.8 22.9 0.0 0.0 0.0 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 14 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #06439K Open Interest is 791,480 : : Positions : : 675,080 665,800 112,320 70,560 4,080 0 0 0 0 51,040 0 : : : : Changes from: April 15, 2014 : : 28,320 28,320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 84.1 14.2 8.9 0.5 0.0 0.0 0.0 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 272,416 : : Positions : : 172,576 231,808 53,752 6,640 29,712 8,192 384 3,104 4,696 384 384 : : : : Changes from: April 15, 2014 : : -6,272 -7,456 0 0 0 -1,184 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 85.1 19.7 2.4 10.9 3.0 0.1 1.1 1.7 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 11,427 : : Positions : : 7,415 5,855 0 3,946 682 703 261 0 2,049 128 172 : : : : Changes from: April 15, 2014 : : -0 -1 0 43 0 42 -0 0 42 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 51.2 0.0 34.5 6.0 6.2 2.3 0.0 17.9 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 9 0 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #0643A8 Open Interest is 1,216,990 : : Positions : : 915,210 603,890 0 482,270 70,660 0 0 0 184,790 13,840 46,330 : : : : Changes from: April 15, 2014 : : 28,560 0 0 0 0 0 0 0 -14,720 13,840 14,720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 49.6 0.0 39.6 5.8 0.0 0.0 0.0 15.2 1.1 3.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 0 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AU Open Interest is 126,415 : : Positions : : 116,815 110,095 9,600 11,520 0 0 4,800 0 0 0 0 : : : : Changes from: April 15, 2014 : : 8,250 8,250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 87.1 7.6 9.1 0.0 0.0 3.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #0643AZ Open Interest is 307,210 : : Positions : : 267,135 226,075 16,440 38,400 10,835 12,800 0 0 0 31,900 0 : : : : Changes from: April 15, 2014 : : 8,400 2,100 0 0 0 1,050 0 0 0 7,350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 73.6 5.4 12.5 3.5 4.2 0.0 0.0 0.0 10.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #0643B1 Open Interest is 203,280 : : Positions : : 153,190 135,850 18,405 37,100 29,060 1,355 0 1,270 0 0 0 : : : : Changes from: April 15, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 66.8 9.1 18.3 14.3 0.7 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 22,697 : : Positions : : 15,630 16,304 2,410 1,750 2,527 593 0 577 662 193 0 : : : : Changes from: April 15, 2014 : : -128 85 88 0 0 -42 0 21 147 -21 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 71.8 10.6 7.7 11.1 2.6 0.0 2.5 2.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 20 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #0643B9 Open Interest is 2,872,869 : : Positions : :2,288,987 1,880,183 83,572 256,146 211,672 0 138,450 281,814 5,600 103,380 1,224 : : : : Changes from: April 15, 2014 : : 34,227 29,488 0 5,571 -5,885 0 2,040 0 4,080 1,208 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 65.4 2.9 8.9 7.4 0.0 4.8 9.8 0.2 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 23 . 4 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #0643BA Open Interest is 895,601 : : Positions : : 716,785 609,485 44,129 111,560 30,732 10,650 47,811 70,878 7,110 9,818 15,275 : : : : Changes from: April 15, 2014 : : 1,231 36 -710 12,385 -5,665 0 0 0 -690 -12,590 2,530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 68.1 4.9 12.5 3.4 1.2 5.3 7.9 0.8 1.1 1.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 25 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #0643BC Open Interest is 2,432,849 : : Positions : :1,976,099 2,429,169 453,070 0 3,680 0 0 0 0 0 0 : : : : Changes from: April 15, 2014 : : 18,914 335,014 288,810 -27,290 3,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 99.8 18.6 0.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643BE Open Interest is 710,730 : : Positions : : 565,930 705,050 140,220 0 4,580 0 1,100 0 0 0 0 : : : : Changes from: April 15, 2014 : : 4,065 89,065 80,470 -4,530 -1,820 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 99.2 19.7 0.0 0.6 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 486,484 : : Positions : : 271,701 425,997 102,534 15,454 6,575 61,407 1,104 33,882 9,233 2,320 1,152 : : : : Changes from: April 15, 2014 : : 6,368 -2,786 816 0 0 -8,762 0 4,098 -800 408 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 87.6 21.1 3.2 1.4 12.6 0.2 7.0 1.9 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 25 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 34,127 : : Positions : : 19,935 26,450 4,669 1,568 2,176 3,501 1,453 1,831 822 328 258 : : : : Changes from: April 15, 2014 : : 362 -70 -156 0 131 -18 0 38 -139 119 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 77.5 13.7 4.6 6.4 10.3 4.3 5.4 2.4 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 25 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 19,746 : : Positions : : 9,762 15,846 2,883 1,468 1,204 4,465 0 1,228 204 0 0 : : : : Changes from: April 15, 2014 : : -49 -384 25 334 -385 0 0 0 -26 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 80.2 14.6 7.4 6.1 22.6 0.0 6.2 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 207,608 : : Positions : : 85,087 181,880 20,335 9,315 13,677 82,173 0 2,432 3,600 0 304 : : : : Changes from: April 15, 2014 : : -992 -1,312 0 0 0 0 0 0 -320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 87.6 9.8 4.5 6.6 39.6 0.0 1.2 1.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 466,282 : : Positions : : 276,893 426,461 158,143 0 10,668 3,529 12,104 17,049 0 0 0 : : : : Changes from: April 15, 2014 : : 22,840 -3,264 -26,104 0 8,715 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 91.5 33.9 0.0 2.3 0.8 2.6 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 26,392 : : Positions : : 17,168 20,220 0 2,372 2,797 1,869 0 428 3,576 0 0 : : : : Changes from: April 15, 2014 : : 726 -463 -843 559 -350 256 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 76.6 0.0 9.0 10.6 7.1 0.0 1.6 13.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 0 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 17,561 : : Positions : : 11,780 15,656 2,857 0 454 466 0 86 1,469 791 0 : : : : Changes from: April 15, 2014 : : -20 85 0 0 -21 0 0 0 127 63 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 89.2 16.3 0.0 2.6 2.7 0.0 0.5 8.4 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 240,656 : : Positions : : 103,090 236,351 97,152 3,529 0 4,704 392 384 35,326 0 0 : : : : Changes from: April 15, 2014 : : 392 3,216 2,008 0 0 0 0 0 408 -408 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 98.2 40.4 1.5 0.0 2.0 0.2 0.2 14.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 18 4 . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 12,999 : : Positions : : 5,911 7,310 3,584 3,942 958 1,474 0 63 384 39 388 : : : : Changes from: April 15, 2014 : : 230 251 -43 -22 0 42 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 56.2 27.6 30.3 7.4 11.3 0.0 0.5 3.0 0.3 3.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 19 5 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 155,426 : : Positions : : 56,905 65,315 80,595 85,463 4,648 9,480 0 0 3,798 0 0 : : : : Changes from: April 15, 2014 : : 2,416 -1,208 -3,216 0 0 0 0 0 -408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 42.0 51.9 55.0 3.0 6.1 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 21,488 : : Positions : : 13,595 15,332 5,275 896 385 0 2,642 2,233 0 0 0 : : : : Changes from: April 15, 2014 : : -257 283 410 -104 78 0 -26 26 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 71.4 24.5 4.2 1.8 0.0 12.3 10.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 147,328 : : Positions : : 119,373 72,435 0 55,258 19,635 8,320 0 0 0 0 0 : : : : Changes from: April 15, 2014 : : -328 -8 0 -320 320 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 49.2 0.0 37.5 13.3 5.6 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 22, 2014 : 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 1 MW : CFTC Code #0643CJ Open Interest is 693,302 : : Positions : : 637,611 570,825 42,211 93,477 13,480 0 15,520 0 0 0 0 : : : : Changes from: April 15, 2014 : : 24,405 38,200 200 -13,595 1,840 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 82.3 6.1 13.5 1.9 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643CK Open Interest is 208,935 : : Positions : : 192,985 176,405 10,360 27,440 3,440 0 1,650 0 2,150 0 0 : : : : Changes from: April 15, 2014 : : 4,880 6,455 0 -1,575 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 84.4 5.0 13.1 1.6 0.0 0.8 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 456,175 : : Positions : : 319,600 267,395 135,575 165,330 1,000 0 21,425 0 0 1,025 0 : : : : Changes from: April 15, 2014 : : 27,020 62,070 35,050 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 58.6 29.7 36.2 0.2 0.0 4.7 0.0 0.0 0.2 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 22, 2014 : 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 1 MW : CFTC Code #0643CV Open Interest is 1,527,054 : : Positions : :1,157,318 854,667 366,920 599,491 2,816 0 70,080 0 0 0 0 : : : : Changes from: April 15, 2014 : : 130,354 177,314 46,960 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 56.0 24.0 39.3 0.2 0.0 4.6 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 22, 2014 : 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 - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 200,710 : : Positions : : 175,500 163,690 11,510 23,320 13,700 0 0 0 0 0 0 : : : : Changes from: April 15, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 81.6 5.7 11.6 6.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643D1 Open Interest is 623,255 : : Positions : : 529,014 486,072 58,249 101,191 35,992 0 0 0 0 0 0 : : : : Changes from: April 15, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 78.0 9.3 16.2 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643D4 Open Interest is 522,780 : : Positions : : 493,780 461,050 7,910 36,340 21,090 0 0 0 0 4,300 0 : : : : Changes from: April 15, 2014 : : 26,845 27,895 1,050 0 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 88.2 1.5 7.0 4.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . 4 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643D5 Open Interest is 1,697,119 : : Positions : :1,597,051 1,507,028 25,001 115,024 75,067 0 0 0 0 0 0 : : : : Changes from: April 15, 2014 : : 48,372 48,372 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 88.8 1.5 6.8 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 8 . . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643D7 Open Interest is 1,768,805 : : Positions : :1,633,367 1,749,989 116,622 0 18,816 0 0 0 0 0 0 : : : : Changes from: April 15, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 98.9 6.6 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 8 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643D8 Open Interest is 490,610 : : Positions : : 455,940 482,930 26,990 0 7,680 0 0 0 0 0 0 : : : : Changes from: April 15, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 98.4 5.5 0.0 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643DB Open Interest is 9,812,234 : : Positions : :7,957,489 8,877,442 861,237 121,107 813,685 172,463 0 0 7,360 0 0 : : : : Changes from: April 15, 2014 : : 210,703 216,308 -21,955 -27,560 21,955 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 90.5 8.8 1.2 8.3 1.8 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 33 27 5 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643DC Open Interest is 3,478,224 : : Positions : :2,868,607 3,280,119 375,202 14,610 168,745 41,970 0 11,450 8,950 0 1,100 : : : : Changes from: April 15, 2014 : : 90,440 71,655 -14,555 8,505 2,400 3,200 0 0 1,075 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 94.3 10.8 0.4 4.9 1.2 0.0 0.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 28 5 . 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643DF Open Interest is 3,201,847 : : Positions : :2,104,642 2,428,302 273,273 305,079 160,734 26,901 91,431 103,919 468,779 48,783 63,494 : : : : Changes from: April 15, 2014 : : 29,721 35,798 -4,208 853 2,527 0 -4,485 6,375 325 -6,328 6,433 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 75.8 8.5 9.5 5.0 0.8 2.9 3.2 14.6 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 34 35 6 5 7 . 4 . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643DK Open Interest is 7,529,869 : : Positions : :6,023,590 6,145,831 500,391 437,830 619,675 64,351 161,618 84,559 192,237 35,290 45,066 : : : : Changes from: April 15, 2014 : : 114,451 78,598 -21,688 9,765 4,000 -4,000 400 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 81.6 6.6 5.8 8.2 0.9 2.1 1.1 2.6 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 25 . 5 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643DL Open Interest is 586,445 : : Positions : : 520,605 437,975 51,455 115,435 14,385 0 11,775 0 0 6,875 0 : : : : Changes from: April 15, 2014 : : 4,450 -18,850 -3,180 15,845 -1,720 0 3,200 0 0 1,075 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 74.7 8.8 19.7 2.5 0.0 2.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1 MW : CFTC Code #0643DM Open Interest is 1,986,364 : : Positions : :1,720,872 1,640,330 151,231 200,653 114,261 0 31,120 0 0 0 0 : : : : Changes from: April 15, 2014 : : 44,456 -30,064 -56,869 17,651 -3,856 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 82.6 7.6 10.1 5.8 0.0 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 10 . 4 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 36,676 : : Positions : : 22,693 25,096 2,688 459 6,784 0 1,391 90 220 0 0 : : : : Changes from: April 15, 2014 : : 93 111 42 21 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 68.4 7.3 1.3 18.5 0.0 3.8 0.2 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 19 4 . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 10,943 : : Positions : : 5,064 6,228 426 34 1,638 0 532 1,068 0 0 0 : : : : Changes from: April 15, 2014 : : 0 80 158 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 56.9 3.9 0.3 15.0 0.0 4.9 9.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 22,166 : : Positions : : 14,744 17,684 6,142 1,859 192 0 1,920 0 640 0 0 : : : : Changes from: April 15, 2014 : : 1,280 0 0 0 0 0 1,280 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 79.8 27.7 8.4 0.9 0.0 8.7 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 463,883 : : Positions : : 329,458 431,724 125,586 0 5,310 0 26,849 0 3,529 0 0 : : : : Changes from: April 15, 2014 : : 23,320 0 0 0 0 0 23,320 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 93.1 27.1 0.0 1.1 0.0 5.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A39 Open Interest is 347,288 : : Positions : : 96,324 341,072 211,205 4,664 1,552 0 0 0 38,207 0 0 : : : : Changes from: April 15, 2014 : : 0 8,259 0 0 0 0 0 0 8,259 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 98.2 60.8 1.3 0.4 0.0 0.0 0.0 11.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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: April 15, 2014 : : 0 0 0 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 22, 2014 : 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: April 15, 2014 : : 0 0 0 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 22, 2014 : 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 148,096 : : Positions : : 93,265 101,725 10,637 9,538 33,638 8,190 0 1,920 0 1,083 192 : : : : Changes from: April 15, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 68.7 7.2 6.4 22.7 5.5 0.0 1.3 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 22 4 4 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 1,758,613 : : Positions : :1,567,271 1,169,958 56,416 242,187 129,420 0 214,720 0 3,178 0 2,328 : : : : Changes from: April 15, 2014 : : 31,120 7,641 0 -41 41 0 23,520 -23,520 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 66.5 3.2 13.8 7.4 0.0 12.2 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 . 5 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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: April 15, 2014 : : 0 0 0 0 0 0 0 0 0 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 22, 2014 : 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 55,832 : : Positions : : 40,904 44,924 7,428 530 6,220 0 2,878 1,280 0 0 0 : : : : Changes from: April 15, 2014 : : 255 0 -255 0 255 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 80.5 13.3 0.9 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 22, 2014 : 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 67,825 : : Positions : : 54,660 36,787 0 17,750 8,135 0 2,015 3,095 1,637 0 0 : : : : Changes from: April 15, 2014 : : 425 891 0 617 0 0 0 0 1,381 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 54.2 0.0 26.2 12.0 0.0 3.0 4.6 2.4 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 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 46,606 : : Positions : : 28,664 38,289 11,887 4,589 1,488 0 0 0 2,327 0 2,048 : : : : Changes from: April 15, 2014 : : 680 340 -340 0 340 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 82.2 25.5 9.8 3.2 0.0 0.0 0.0 5.0 0.0 4.4 : : : : 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 22, 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: April 15, 2014 : : 0 0 0 0 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 22, 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: April 15, 2014 : : 0 0 0 0 0 0 0 0 0 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 22, 2014 : 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 803,741 : : Positions : : 584,378 590,690 43,523 96,777 80,984 59,566 0 35,290 0 0 0 : : : : Changes from: April 15, 2014 : : -18,816 28,024 0 0 0 46,840 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 73.5 5.4 12.0 10.1 7.4 0.0 4.4 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 22, 2014 : 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 1,468,772 : : Positions : : 910,338 901,710 21,673 232,885 287,137 180,735 0 47,040 21,849 0 0 : : : : Changes from: April 15, 2014 : : 7,875 16,026 0 0 0 0 0 0 8,151 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 61.4 1.5 15.9 19.5 12.3 0.0 3.2 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 710,125 : : Positions : : 357,114 536,659 3,529 79,546 93,920 0 0 0 255,562 0 0 : : : : Changes from: April 15, 2014 : : 7,907 7,907 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 75.6 0.5 11.2 13.2 0.0 0.0 0.0 36.0 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 22, 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: April 15, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 53.3 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 22, 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 19,242 : : Positions : : 9,740 17,789 2,280 893 120 0 0 0 6,737 0 0 : : : : Changes from: April 15, 2014 : : 540 540 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 92.4 11.8 4.6 0.6 0.0 0.0 0.0 35.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 18,616 : : Positions : : 9,625 17,001 1,235 480 645 0 0 0 6,702 0 0 : : : : Changes from: April 15, 2014 : : 540 540 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 91.3 6.6 2.6 3.5 0.0 0.0 0.0 36.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #064C74 Open Interest is 220,208 : : Positions : : 171,698 150,423 8,300 48,840 9,210 1,075 9,600 0 27,265 0 2,135 : : : : Changes from: April 15, 2014 : : -3,215 -4,365 0 3,880 -430 0 0 0 2,205 0 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 68.3 3.8 22.2 4.2 0.5 4.4 0.0 12.4 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 17 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #064C75 Open Interest is 481,079 : : Positions : : 284,500 321,502 24,689 143,079 12,818 0 0 0 155,392 0 3,680 : : : : Changes from: April 15, 2014 : : 14,427 14,347 -4,080 -4,000 8,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 66.8 5.1 29.7 2.7 0.0 0.0 0.0 32.3 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #064C76 Open Interest is 225,709 : : Positions : : 194,155 92,244 4,026 75,265 22,625 4,903 6,400 0 0 29,175 0 : : : : Changes from: April 15, 2014 : : 4,450 2,440 0 2,010 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 40.9 1.8 33.3 10.0 2.2 2.8 0.0 0.0 12.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 14 . 4 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #064C77 Open Interest is 682,251 : : Positions : : 625,379 368,893 0 257,222 56,136 736 0 0 0 0 0 : : : : Changes from: April 15, 2014 : : 17,632 2,784 0 14,848 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 54.1 0.0 37.7 8.2 0.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 0 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #064C78 Open Interest is 126,372 : : Positions : : 75,632 109,812 46,475 6,575 1,385 0 2,200 0 2,880 6,400 0 : : : : Changes from: April 15, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 86.9 36.8 5.2 1.1 0.0 1.7 0.0 2.3 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 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 1 MW : CFTC Code #064C79 Open Interest is 433,128 : : Positions : : 277,192 417,853 125,056 7,715 7,560 0 0 0 23,320 0 0 : : : : Changes from: April 15, 2014 : : 9,152 18,080 8,928 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 96.5 28.9 1.8 1.7 0.0 0.0 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 54,229 : : Positions : : 51,566 50,329 220 755 1,440 0 50 0 348 650 0 : : : : Changes from: April 15, 2014 : : 2,850 2,490 0 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 92.8 0.4 1.4 2.7 0.0 0.1 0.0 0.6 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 46,917 : : Positions : : 44,447 43,160 220 575 1,440 0 50 0 300 650 0 : : : : Changes from: April 15, 2014 : : 1,240 1,240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 92.0 0.5 1.2 3.1 0.0 0.1 0.0 0.6 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 15,635 : : Positions : : 12,330 15,055 2,155 0 180 0 50 0 500 0 350 : : : : Changes from: April 15, 2014 : : 300 250 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 96.3 13.8 0.0 1.2 0.0 0.3 0.0 3.2 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 14,133 : : Positions : : 11,270 12,980 2,070 265 180 0 50 0 0 225 433 : : : : Changes from: April 15, 2014 : : 10 110 0 0 0 0 50 0 0 -150 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 91.8 14.6 1.9 1.3 0.0 0.4 0.0 0.0 1.6 3.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 10,435 : : Positions : : 9,705 7,905 135 800 205 0 600 0 0 650 0 : : : : Changes from: April 15, 2014 : : 1,270 1,195 135 -190 90 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 75.8 1.3 7.7 2.0 0.0 5.7 0.0 0.0 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,845 : : Positions : : 15,965 11,750 360 650 100 0 1,200 0 0 3,045 100 : : : : Changes from: April 15, 2014 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 69.8 2.1 3.9 0.6 0.0 7.1 0.0 0.0 18.1 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 25,281 : : Positions : : 24,031 22,771 355 255 255 0 850 50 0 900 0 : : : : Changes from: April 15, 2014 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 90.1 1.4 1.0 1.0 0.0 3.4 0.2 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 24,121 : : Positions : : 22,936 22,566 875 0 0 0 900 0 0 500 0 : : : : Changes from: April 15, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 93.6 3.6 0.0 0.0 0.0 3.7 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 9 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 64,412 : : Positions : : 49,069 56,168 1,425 3,170 290 2,700 0 0 6,144 0 742 : : : : Changes from: April 15, 2014 : : 2,959 2,634 0 325 0 50 0 0 -50 0 308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 87.2 2.2 4.9 0.5 4.2 0.0 0.0 9.5 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 24 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 61,561 : : Positions : : 46,532 51,477 0 4,010 125 2,150 0 0 7,105 300 368 : : : : Changes from: April 15, 2014 : : 2,475 2,075 0 0 0 50 0 0 -150 300 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 83.6 0.0 6.5 0.2 3.5 0.0 0.0 11.5 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 22 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 45,120 : : Positions : : 31,185 36,351 3,140 705 1,320 0 1,175 550 4,675 675 1,750 : : : : Changes from: April 15, 2014 : : 815 80 -660 -25 25 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 80.6 7.0 1.6 2.9 0.0 2.6 1.2 10.4 1.5 3.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 39,411 : : Positions : : 25,155 35,570 5,595 965 100 0 775 800 6,725 0 491 : : : : Changes from: April 15, 2014 : : -65 -725 0 60 -60 0 -100 100 -700 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 90.3 14.2 2.4 0.3 0.0 2.0 2.0 17.1 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 27,420 : : Positions : : 11,805 20,700 1,200 800 500 0 3,080 540 12,800 1,400 0 : : : : Changes from: April 15, 2014 : : 1,950 585 0 25 -25 0 0 0 0 1,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 75.5 4.4 2.9 1.8 0.0 11.2 2.0 46.7 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 24,225 : : Positions : : 22,615 17,920 300 5,200 0 250 0 300 0 50 0 : : : : Changes from: April 15, 2014 : : 0 0 0 -50 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 74.0 1.2 21.5 0.0 1.0 0.0 1.2 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 33,270 : : Positions : : 23,390 21,325 0 2,580 935 0 300 950 4,985 4,650 775 : : : : Changes from: April 15, 2014 : : -1,010 385 0 -35 0 0 -25 25 1,335 0 -162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 64.1 0.0 7.8 2.8 0.0 0.9 2.9 15.0 14.0 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 22, 2014 : 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 32,948 : : Positions : : 28,380 24,560 560 200 700 400 0 550 0 4,580 1,583 : : : : Changes from: April 15, 2014 : : 95 620 10 0 0 0 0 0 0 -515 143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 74.5 1.7 0.6 2.1 1.2 0.0 1.7 0.0 13.9 4.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 18 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated April 25, 2014