Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 83,513 : : Positions : : 16,649 26,639 2,704 1,091 2,892 1,639 8,543 4,974 45,529 30,305 7,544 : : : : Changes from: May 20, 2014 : : 425 1,070 290 369 116 0 -60 -45 1,130 640 -347 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 31.9 3.2 1.3 3.5 2.0 10.2 6.0 54.5 36.3 9.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 12 13 . . 4 . 4 . 15 15 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 31,819 : : Positions : : 9,735 5,760 1,020 949 957 4,965 360 1,104 11,648 20,258 1,910 : : : : Changes from: May 20, 2014 : : 170 205 -101 4 -49 -45 -15 184 35 -45 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 18.1 3.2 3.0 3.0 15.6 1.1 3.5 36.6 63.7 6.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 8 . . 4 . . . 10 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 166,920 : : Positions : : 104,591 108,386 6,683 12,831 19,878 7,918 3,258 9,935 9,403 4,532 7,595 : : : : Changes from: May 20, 2014 : : -1,465 239 2,606 86 -1,652 -483 -458 -93 -877 -155 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 64.9 4.0 7.7 11.9 4.7 2.0 6.0 5.6 2.7 4.6 : : : : Number of Traders in Each Category Total Traders: 80 : : 45 49 . 5 7 4 5 7 7 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 52,158 : : Positions : : 22,920 45,712 18,834 3,228 1,634 7,107 0 1,153 233 154 277 : : : : Changes from: May 20, 2014 : : -599 23 76 -129 129 268 0 125 82 -67 -83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 87.6 36.1 6.2 3.1 13.6 0.0 2.2 0.4 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 442,533 : : Positions : : 244,940 357,202 106,311 26,510 30,246 29,893 1,976 26,271 4,544 0 328 : : : : Changes from: May 20, 2014 : : 8,151 10,358 4,223 0 1,305 -3,616 336 2,288 1,936 0 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 80.7 24.0 6.0 6.8 6.8 0.4 5.9 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,615,792 : : Positions : :1,155,215 1,363,696 231,755 31,796 110,201 19,221 16,223 62,825 30,279 6,098 6,297 : : : : Changes from: May 20, 2014 : : -7,926 21,365 36,422 -495 5,296 0 1,561 0 -5,472 594 174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 84.4 14.3 2.0 6.8 1.2 1.0 3.9 1.9 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 37 6 . 7 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 52,275 : : Positions : : 43,599 25,540 0 11,532 3,040 847 6,113 4,334 223 1,485 232 : : : : Changes from: May 20, 2014 : : 825 -574 0 1,658 -623 154 -377 85 36 307 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 48.9 0.0 22.1 5.8 1.6 11.7 8.3 0.4 2.8 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 324,378 : : Positions : : 209,166 232,965 92,942 24,466 3,848 0 44,557 16,206 976 1,096 1,240 : : : : Changes from: May 20, 2014 : : 3,166 -303 -640 0 0 0 2,829 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 71.8 28.7 7.5 1.2 0.0 13.7 5.0 0.3 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 640,681 : : Positions : : 507,920 433,589 21,972 133,491 61,928 34,068 0 11,673 3,120 0 0 : : : : Changes from: May 20, 2014 : : 466 -1,528 0 2,370 0 376 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 67.7 3.4 20.8 9.7 5.3 0.0 1.8 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 24 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 50,340 : : Positions : : 34,349 40,800 803 2,596 3,939 4,809 0 1,369 3,225 65 1,084 : : : : Changes from: May 20, 2014 : : 117 113 -377 -41 82 -114 0 -66 -318 0 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 81.0 1.6 5.2 7.8 9.6 0.0 2.7 6.4 0.1 2.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 25 . . 4 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 36,905 : : Positions : : 27,210 36,815 9,250 0 50 0 0 0 200 0 0 : : : : Changes from: May 20, 2014 : : 10 -15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 99.8 25.1 0.0 0.1 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 4,850 : : Positions : : 3,350 4,200 0 250 0 600 0 0 0 150 0 : : : : Changes from: May 20, 2014 : : 300 1,250 0 200 0 600 -50 -300 -100 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 86.6 0.0 5.2 0.0 12.4 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 55,535 : : Positions : : 42,935 54,995 12,200 0 0 0 300 200 200 0 0 : : : : Changes from: May 20, 2014 : : 350 310 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 99.0 22.0 0.0 0.0 0.0 0.5 0.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 14 . 0 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 11,335 : : Positions : : 8,885 9,335 1,950 800 450 0 0 0 50 750 0 : : : : Changes from: May 20, 2014 : : 425 275 0 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 82.4 17.2 7.1 4.0 0.0 0.0 0.0 0.4 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 257,432 : : Positions : : 178,376 214,360 29,640 6,640 32,928 10,104 384 2,352 4,032 768 0 : : : : Changes from: May 20, 2014 : : 3,584 352 -4,768 0 4,768 384 0 0 1,152 0 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 83.3 11.5 2.6 12.8 3.9 0.1 0.9 1.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 11,392 : : Positions : : 7,656 5,234 0 4,008 508 659 259 42 1,994 787 171 : : : : Changes from: May 20, 2014 : : 84 21 0 -63 0 0 -1 0 -64 84 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 45.9 0.0 35.2 4.5 5.8 2.3 0.4 17.5 6.9 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 0 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 16,150 : : Positions : : 11,800 8,450 150 5,850 750 0 300 150 3,000 350 300 : : : : Changes from: May 20, 2014 : : 750 800 0 0 0 0 -50 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 52.3 0.9 36.2 4.6 0.0 1.9 0.9 18.6 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 17,500 : : Positions : : 14,450 13,555 1,090 1,625 910 850 0 0 200 1,400 0 : : : : Changes from: May 20, 2014 : : 145 325 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 77.5 6.2 9.3 5.2 4.9 0.0 0.0 1.1 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 17 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 10,296 : : Positions : : 7,976 6,851 625 2,605 560 375 0 50 0 0 0 : : : : Changes from: May 20, 2014 : : 130 10 0 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 66.5 6.1 25.3 5.4 3.6 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 21,170 : : Positions : : 14,842 15,405 1,767 1,579 2,186 871 0 596 503 42 43 : : : : Changes from: May 20, 2014 : : -85 -86 0 0 0 -43 -42 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 72.8 8.3 7.5 10.3 4.1 0.0 2.8 2.4 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 36,107 : : Positions : : 29,978 22,745 811 3,023 3,229 0 3,871 1,519 75 1,225 370 : : : : Changes from: May 20, 2014 : : -35 -63 0 135 -160 0 -17 57 75 -45 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 63.0 2.2 8.4 8.9 0.0 10.7 4.2 0.2 3.4 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 19 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 43,613 : : Positions : : 35,069 28,033 903 5,533 2,628 500 2,672 2,853 420 792 1,097 : : : : Changes from: May 20, 2014 : : 362 -29 0 0 0 0 75 0 -140 55 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 64.3 2.1 12.7 6.0 1.1 6.1 6.5 1.0 1.8 2.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 25 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 36,870 : : Positions : : 31,620 36,060 4,150 0 450 0 50 0 650 0 0 : : : : Changes from: May 20, 2014 : : 950 300 -700 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 97.8 11.3 0.0 1.2 0.0 0.1 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 9 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 42,385 : : Positions : : 36,670 41,575 4,440 0 760 0 35 15 500 0 0 : : : : Changes from: May 20, 2014 : : 2,870 2,185 -700 0 0 0 -15 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 98.1 10.5 0.0 1.8 0.0 0.1 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 13 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 490,424 : : Positions : : 273,575 415,804 117,706 15,860 10,648 40,332 384 35,688 6,147 5,712 6,328 : : : : Changes from: May 20, 2014 : : -1,672 -912 1,512 384 -384 -1,536 384 1,536 -768 -2,320 1,152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 84.8 24.0 3.2 2.2 8.2 0.1 7.3 1.3 1.2 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 25 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 35,057 : : Positions : : 20,226 26,517 4,624 1,689 2,437 3,493 1,509 1,545 1,030 295 811 : : : : Changes from: May 20, 2014 : : 572 87 88 43 -45 -83 21 126 -469 0 427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 75.6 13.2 4.8 7.0 10.0 4.3 4.4 2.9 0.8 2.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 19,054 : : Positions : : 10,435 15,981 2,599 679 896 3,536 0 1,228 256 166 104 : : : : Changes from: May 20, 2014 : : 577 531 -25 77 -77 -100 0 0 52 -104 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 83.9 13.6 3.6 4.7 18.6 0.0 6.4 1.3 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 190,304 : : Positions : : 80,376 164,832 18,207 12,771 12,701 76,092 0 0 2,928 0 0 : : : : Changes from: May 20, 2014 : : 336 0 0 1,312 0 0 0 0 976 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 86.6 9.6 6.7 6.7 40.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 547,892 : : Positions : : 354,894 511,640 164,841 0 8,299 3,161 11,256 16,697 0 0 0 : : : : Changes from: May 20, 2014 : : -1,184 3,938 5,122 0 -5,122 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 93.4 30.1 0.0 1.5 0.6 2.1 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 33,823 : : Positions : : 21,773 30,065 4,641 1,613 722 1,452 0 871 3,832 0 0 : : : : Changes from: May 20, 2014 : : 830 1,149 298 0 -233 405 0 487 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 88.9 13.7 4.8 2.1 4.3 0.0 2.6 11.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 17,926 : : Positions : : 12,135 15,687 3,108 0 171 358 0 0 1,663 1,537 0 : : : : Changes from: May 20, 2014 : : 85 407 62 0 -42 -86 0 0 23 -344 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 87.5 17.3 0.0 1.0 2.0 0.0 0.0 9.3 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 239,224 : : Positions : : 107,650 229,415 89,200 3,161 2,688 5,448 0 408 33,446 3,168 384 : : : : Changes from: May 20, 2014 : : 1,248 3,584 -384 0 384 744 -24 24 0 -1,952 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 95.9 37.3 1.3 1.1 2.3 0.0 0.2 14.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 18 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 12,992 : : Positions : : 5,994 7,461 3,710 4,172 509 1,523 0 43 488 0 552 : : : : Changes from: May 20, 2014 : : 84 59 -149 -44 88 149 0 -128 -69 0 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 57.4 28.6 32.1 3.9 11.7 0.0 0.3 3.8 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 4 . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 146,905 : : Positions : : 57,581 56,130 71,950 85,695 3,544 10,032 0 0 2,262 0 1,536 : : : : Changes from: May 20, 2014 : : 1,536 0 -2,688 376 0 2,296 0 0 -768 0 768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 38.2 49.0 58.3 2.4 6.8 0.0 0.0 1.5 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 21,098 : : Positions : : 12,759 15,354 5,520 768 539 0 2,157 2,280 0 0 0 : : : : Changes from: May 20, 2014 : : 459 330 -231 0 0 0 -102 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 72.8 26.2 3.6 2.6 0.0 10.2 10.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 143,618 : : Positions : : 119,661 74,354 0 45,307 20,101 0 0 3,856 0 0 0 : : : : Changes from: May 20, 2014 : : 2,000 -8,984 0 3,272 -1,304 -7,712 0 3,856 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 51.8 0.0 31.5 14.0 0.0 0.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 0 . . 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 11,450 : : Positions : : 9,975 10,420 600 845 75 0 100 0 200 0 0 : : : : Changes from: May 20, 2014 : : 2,100 2,400 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 91.0 5.2 7.4 0.7 0.0 0.9 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 12,570 : : Positions : : 11,135 11,565 645 895 110 0 0 0 100 0 0 : : : : Changes from: May 20, 2014 : : 2,100 2,400 0 -300 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 92.0 5.1 7.1 0.9 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 25,215 : : Positions : : 16,020 16,790 8,925 7,375 50 0 950 0 0 50 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 66.6 35.4 29.2 0.2 0.0 3.8 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 5 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 21,500 : : Positions : : 15,535 13,195 5,585 7,375 30 0 900 0 0 0 0 : : : : Changes from: May 20, 2014 : : 0 165 165 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 61.4 26.0 34.3 0.1 0.0 4.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 5 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 10,230 : : Positions : : 8,865 8,460 590 1,230 460 0 0 0 0 0 0 : : : : Changes from: May 20, 2014 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 82.7 5.8 12.0 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 24,715 : : Positions : : 23,070 21,860 505 1,715 840 0 0 0 0 300 0 : : : : Changes from: May 20, 2014 : : 0 0 0 -80 -20 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 88.4 2.0 6.9 3.4 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 7 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 21,480 : : Positions : : 19,655 19,060 255 1,545 860 0 0 0 0 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 88.7 1.2 7.2 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 22,590 : : Positions : : 20,710 22,345 1,050 0 240 0 0 0 0 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 98.9 4.6 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 8 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 23,710 : : Positions : : 21,620 23,345 990 0 360 0 0 0 0 0 0 : : : : Changes from: May 20, 2014 : : 0 -50 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 98.5 4.2 0.0 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 130,465 : : Positions : : 108,450 117,910 10,060 2,675 9,680 1,880 0 0 200 200 0 : : : : Changes from: May 20, 2014 : : 1,320 640 -485 340 135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 90.4 7.7 2.1 7.4 1.4 0.0 0.0 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 27 4 . 7 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 169,384 : : Positions : : 142,520 160,404 16,119 1,670 7,210 2,550 0 100 575 0 0 : : : : Changes from: May 20, 2014 : : 2,321 2,431 -50 100 0 60 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 94.7 9.5 1.0 4.3 1.5 0.0 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 29 5 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 153,964 : : Positions : : 102,273 114,080 10,666 15,781 8,845 482 3,800 5,770 21,222 833 4,531 : : : : Changes from: May 20, 2014 : : 1,195 1,344 79 -727 645 -147 -50 0 -225 342 238 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 74.1 6.9 10.2 5.7 0.3 2.5 3.7 13.8 0.5 2.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 34 5 4 7 . . 4 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 100,100 : : Positions : : 81,590 82,640 6,245 6,055 7,085 1,280 2,020 1,070 1,765 200 970 : : : : Changes from: May 20, 2014 : : 1,595 1,820 715 665 50 0 0 0 285 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 82.6 6.2 6.0 7.1 1.3 2.0 1.1 1.8 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 25 . 4 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 27,405 : : Positions : : 24,200 21,085 1,725 4,545 950 0 500 0 0 325 0 : : : : Changes from: May 20, 2014 : : 25 -25 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 76.9 6.3 16.6 3.5 0.0 1.8 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 24,125 : : Positions : : 20,740 20,145 1,720 1,890 1,445 0 350 0 0 0 0 : : : : Changes from: May 20, 2014 : : 0 -50 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 83.5 7.1 7.8 6.0 0.0 1.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 36,840 : : Positions : : 21,973 23,948 2,505 248 6,999 0 812 394 220 0 0 : : : : Changes from: May 20, 2014 : : 22 -255 -43 -20 35 0 -2 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 65.0 6.8 0.7 19.0 0.0 2.2 1.1 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 4 . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 10,390 : : Positions : : 4,672 5,952 522 0 1,514 0 482 1,048 0 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 57.3 5.0 0.0 14.6 0.0 4.6 10.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 4 0 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 21,928 : : Positions : : 14,138 17,798 6,750 1,683 126 0 1,810 0 786 0 0 : : : : Changes from: May 20, 2014 : : 21 149 0 0 0 0 0 0 128 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 81.2 30.8 7.7 0.6 0.0 8.3 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 451,796 : : Positions : : 305,288 416,387 134,419 0 4,206 0 31,203 0 7,883 0 0 : : : : Changes from: May 20, 2014 : : 376 376 0 0 0 0 4,722 0 4,722 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 92.2 29.8 0.0 0.9 0.0 6.9 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 361,593 : : Positions : : 95,452 358,056 225,285 0 3,537 0 0 0 37,319 0 0 : : : : Changes from: May 20, 2014 : : 0 1,920 1,920 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 99.0 62.3 0.0 1.0 0.0 0.0 0.0 10.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 48,932 : : Positions : : 34,897 46,403 11,335 0 2,275 0 0 0 0 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 94.8 23.2 0.0 4.6 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 May 27, 2014 : 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 787,905 : : Positions : : 597,958 746,240 148,282 0 41,665 0 0 0 0 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 94.7 18.8 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 17 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 150,007 : : Positions : : 95,030 104,230 11,428 9,247 33,235 7,870 0 2,020 0 1,105 170 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 69.5 7.6 6.2 22.2 5.2 0.0 1.3 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 22 5 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,782,974 : : Positions : :1,621,161 1,178,279 53,472 285,916 102,835 0 214,720 0 4,282 0 1,224 : : : : Changes from: May 20, 2014 : : 0 -47 0 47 -47 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 66.1 3.0 16.0 5.8 0.0 12.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 19 . 5 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 22,116 : : Positions : : 13,583 13,105 5,955 850 1,275 0 5,351 1,280 0 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 59.3 26.9 3.8 5.8 0.0 24.2 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 56,639 : : Positions : : 42,134 46,769 7,669 640 5,556 0 2,394 1,280 0 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 82.6 13.5 1.1 9.8 0.0 4.2 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 68,685 : : Positions : : 57,142 37,543 0 20,421 5,590 0 850 4,260 1,395 0 0 : : : : Changes from: May 20, 2014 : : -164 0 0 0 0 0 0 0 164 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 54.7 0.0 29.7 8.1 0.0 1.2 6.2 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 16 0 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 44,602 : : Positions : : 27,694 36,273 10,587 4,215 1,676 0 0 0 2,207 0 2,268 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 81.3 23.7 9.5 3.8 0.0 0.0 0.0 4.9 0.0 5.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 43,157 : : Positions : : 37,588 24,918 1,946 14,551 3,518 0 0 0 105 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 57.7 4.5 33.7 8.2 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 357,710 : : Positions : : 257,635 322,380 48,703 0 0 27,892 11,850 23,480 0 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 90.1 13.6 0.0 0.0 7.8 3.3 6.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 966,273 : : Positions : : 635,445 652,429 90,409 160,191 122,043 86,766 0 31,610 0 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 67.5 9.4 16.6 12.6 9.0 0.0 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 1,651,976 : : Positions : :1,034,498 978,310 88,671 340,235 286,391 177,055 0 47,040 18,321 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 59.2 5.4 20.6 17.3 10.7 0.0 2.8 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 685,101 : : Positions : : 339,082 519,363 3,161 71,818 93,920 0 0 0 248,938 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 75.8 0.5 10.5 13.7 0.0 0.0 0.0 36.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 508,519 : : Positions : : 380,989 261,883 51,766 170,872 75,764 0 0 0 0 0 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 51.5 10.2 33.6 14.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 19,271 : : Positions : : 10,276 17,510 3,895 856 120 0 0 0 4,145 0 0 : : : : Changes from: May 20, 2014 : : 370 370 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 90.9 20.2 4.4 0.6 0.0 0.0 0.0 21.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 17,955 : : Positions : : 10,146 16,170 2,600 480 470 0 0 0 3,860 0 0 : : : : Changes from: May 20, 2014 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 90.1 14.5 2.7 2.6 0.0 0.0 0.0 21.5 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 May 27, 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 10,209 : : Positions : : 7,642 6,619 357 2,405 475 0 400 25 978 0 270 : : : : Changes from: May 20, 2014 : : -108 -239 -50 50 20 0 0 0 -125 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 64.8 3.5 23.6 4.7 0.0 3.9 0.2 9.6 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . 4 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 12,561 : : Positions : : 10,954 5,046 215 4,545 1,060 50 325 25 0 1,465 50 : : : : Changes from: May 20, 2014 : : 682 0 0 655 0 25 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 40.2 1.7 36.2 8.4 0.4 2.6 0.2 0.0 11.7 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 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 9,735 : : Positions : : 7,845 4,830 790 4,215 690 0 0 0 300 0 0 : : : : Changes from: May 20, 2014 : : 330 0 0 615 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 49.6 8.1 43.3 7.1 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 59,402 : : Positions : : 56,086 55,424 985 705 1,025 0 50 0 448 900 0 : : : : Changes from: May 20, 2014 : : 330 -150 240 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 93.3 1.7 1.2 1.7 0.0 0.1 0.0 0.8 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 55,102 : : Positions : : 52,512 51,210 710 525 1,190 0 50 0 150 900 0 : : : : Changes from: May 20, 2014 : : 110 170 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 92.9 1.3 1.0 2.2 0.0 0.1 0.0 0.3 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 16,335 : : Positions : : 12,485 15,470 1,990 0 190 0 400 0 1,275 0 250 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 94.7 12.2 0.0 1.2 0.0 2.4 0.0 7.8 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 14,013 : : Positions : : 11,260 13,260 1,650 305 90 0 50 0 525 0 308 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 94.6 11.8 2.2 0.6 0.0 0.4 0.0 3.7 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 11,570 : : Positions : : 10,680 8,810 300 1,075 150 0 550 0 0 650 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 76.1 2.6 9.3 1.3 0.0 4.8 0.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 18,830 : : Positions : : 17,995 13,285 290 500 200 0 1,800 0 0 2,995 50 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 70.6 1.5 2.7 1.1 0.0 9.6 0.0 0.0 15.9 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 16,083 : : Positions : : 15,180 12,065 190 625 30 0 1,200 0 0 2,145 18 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 75.0 1.2 3.9 0.2 0.0 7.5 0.0 0.0 13.3 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 24,366 : : Positions : : 23,481 22,366 280 90 260 0 1,050 0 0 500 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 91.8 1.1 0.4 1.1 0.0 4.3 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 23,056 : : Positions : : 21,906 21,731 855 0 0 0 900 0 0 250 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 94.3 3.7 0.0 0.0 0.0 3.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 8 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 66,205 : : Positions : : 48,848 56,153 1,580 3,470 345 3,950 0 0 5,245 0 903 : : : : Changes from: May 20, 2014 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 84.8 2.4 5.2 0.5 6.0 0.0 0.0 7.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 61,008 : : Positions : : 47,901 51,511 500 3,675 265 2,750 0 0 4,365 300 454 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 84.4 0.8 6.0 0.4 4.5 0.0 0.0 7.2 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 42,280 : : Positions : : 30,555 33,051 3,105 660 1,215 0 2,300 575 3,875 1,625 820 : : : : Changes from: May 20, 2014 : : 230 155 0 0 0 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 78.2 7.3 1.6 2.9 0.0 5.4 1.4 9.2 3.8 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 37,576 : : Positions : : 27,075 34,410 5,420 840 100 0 100 1,100 3,000 0 446 : : : : Changes from: May 20, 2014 : : 100 -100 0 0 0 0 -400 300 -600 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 91.6 14.4 2.2 0.3 0.0 0.3 2.9 8.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 28,315 : : Positions : : 12,200 22,285 1,200 275 1,025 0 2,505 515 12,800 1,400 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 78.7 4.2 1.0 3.6 0.0 8.8 1.8 45.2 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 23,700 : : Positions : : 21,915 17,555 300 4,300 300 150 0 300 0 525 0 : : : : Changes from: May 20, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 74.1 1.3 18.1 1.3 0.6 0.0 1.3 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 33,619 : : Positions : : 23,970 22,680 0 2,450 935 0 250 925 4,865 3,925 694 : : : : Changes from: May 20, 2014 : : 0 75 0 0 0 0 -75 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 67.5 0.0 7.3 2.8 0.0 0.7 2.8 14.5 11.7 2.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : 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 30,095 : : Positions : : 25,650 23,860 10 525 1,000 0 150 675 0 1,125 1,505 : : : : Changes from: May 20, 2014 : : -100 100 0 0 0 -250 150 150 0 -600 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 79.3 0.0 1.7 3.3 0.0 0.5 2.2 0.0 3.7 5.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 19 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 30,263 : : Positions : : 27,852 27,990 0 910 1,165 50 0 0 300 150 0 : : : : Changes from: May 20, 2014 : : 1,275 950 0 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 92.5 0.0 3.0 3.8 0.2 0.0 0.0 1.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 27, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 29,205 : : Positions : : 26,935 26,980 25 910 1,165 50 0 0 300 150 0 : : : : Changes from: May 20, 2014 : : 1,270 960 0 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 92.4 0.1 3.1 4.0 0.2 0.0 0.0 1.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . . 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 30, 2014