Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 81,022 : : Positions : : 14,192 23,185 1,925 1,532 2,720 2,816 11,078 4,457 46,511 29,122 7,330 : : : : Changes from: May 27, 2014 : : -2,457 -3,454 -779 441 -172 1,177 2,535 -517 982 -1,183 -214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 28.6 2.4 1.9 3.4 3.5 13.7 5.5 57.4 35.9 9.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 11 13 . . 4 . 4 . 16 15 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 29,463 : : Positions : : 8,125 5,170 1,185 455 976 5,915 540 670 10,527 19,643 1,650 : : : : Changes from: May 27, 2014 : : -1,610 -590 165 -494 19 950 180 -434 -1,121 -615 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 17.5 4.0 1.5 3.3 20.1 1.8 2.3 35.7 66.7 5.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 10 10 . . 4 . . . 7 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 168,694 : : Positions : : 104,311 110,853 7,679 12,774 19,320 9,069 2,922 10,222 9,652 4,530 7,453 : : : : Changes from: May 27, 2014 : : -280 2,467 996 -57 -557 1,151 -336 287 249 -2 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 65.7 4.6 7.6 11.5 5.4 1.7 6.1 5.7 2.7 4.4 : : : : Number of Traders in Each Category Total Traders: 78 : : 44 47 . 6 7 4 5 7 7 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 51,367 : : Positions : : 20,399 45,254 20,544 3,254 1,581 7,440 0 972 279 154 152 : : : : Changes from: May 27, 2014 : : -2,520 -457 1,710 26 -53 333 0 -181 46 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 88.1 40.0 6.3 3.1 14.5 0.0 1.9 0.5 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 415,302 : : Positions : : 220,694 334,555 109,246 24,870 27,630 27,277 2,632 25,287 5,168 328 0 : : : : Changes from: May 27, 2014 : : -24,246 -22,647 2,935 -1,640 -2,616 -2,616 656 -984 624 328 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 80.6 26.3 6.0 6.7 6.6 0.6 6.1 1.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 1,625,412 : : Positions : :1,170,598 1,383,247 232,062 31,310 103,728 19,221 15,971 62,825 32,231 4,928 4,747 : : : : Changes from: May 27, 2014 : : 15,383 19,551 307 -487 -6,472 0 -252 0 1,952 -1,170 -1,550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 85.1 14.3 1.9 6.4 1.2 1.0 3.9 2.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 37 6 . 7 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 53,416 : : Positions : : 44,716 25,856 0 11,792 3,247 667 6,610 4,195 360 1,485 231 : : : : Changes from: May 27, 2014 : : 1,117 316 0 261 208 -180 497 -139 137 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 48.4 0.0 22.1 6.1 1.2 12.4 7.9 0.7 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 June 3, 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 324,394 : : Positions : : 209,166 232,981 92,958 24,466 3,848 0 44,557 16,206 976 1,096 1,240 : : : : Changes from: May 27, 2014 : : 0 16 16 0 0 0 0 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 June 3, 2014 : 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 669,472 : : Positions : : 529,938 453,690 21,972 138,645 65,848 36,921 0 11,289 3,504 0 0 : : : : Changes from: May 27, 2014 : : 22,018 20,101 0 5,154 3,920 2,853 0 -384 384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 67.8 3.3 20.7 9.8 5.5 0.0 1.7 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 June 3, 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 52,967 : : Positions : : 36,315 41,279 1,316 2,726 4,130 4,106 1,018 2,092 3,076 65 1,170 : : : : Changes from: May 27, 2014 : : 1,966 479 513 130 191 -703 1,018 723 -149 0 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 77.9 2.5 5.1 7.8 7.8 1.9 3.9 5.8 0.1 2.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 25 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 38,180 : : Positions : : 27,250 38,065 10,525 0 75 0 0 0 150 0 0 : : : : Changes from: May 27, 2014 : : 40 1,250 1,275 0 25 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 99.7 27.6 0.0 0.2 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 4,150 : : Positions : : 4,000 2,350 0 550 50 0 1,000 0 0 0 0 : : : : Changes from: May 27, 2014 : : 650 -1,850 0 300 50 -600 1,000 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 56.6 0.0 13.3 1.2 0.0 24.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 6 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 56,785 : : Positions : : 42,985 56,245 13,400 0 0 0 300 200 200 0 0 : : : : Changes from: May 27, 2014 : : 50 1,250 1,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 99.0 23.6 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 June 3, 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 11,585 : : Positions : : 9,135 9,385 1,950 800 450 0 0 0 50 950 0 : : : : Changes from: May 27, 2014 : : 250 50 0 0 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 81.0 16.8 6.9 3.9 0.0 0.0 0.0 0.4 8.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 266,912 : : Positions : : 185,896 219,480 29,224 6,640 34,528 9,720 384 3,512 2,432 768 1,600 : : : : Changes from: May 27, 2014 : : 7,520 5,120 -416 0 1,600 -384 0 1,160 -1,600 0 1,600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 82.2 10.9 2.5 12.9 3.6 0.1 1.3 0.9 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 11,816 : : Positions : : 8,163 5,660 0 3,965 508 638 279 21 2,015 829 171 : : : : Changes from: May 27, 2014 : : 507 426 0 -43 0 -21 20 -21 21 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 47.9 0.0 33.6 4.3 5.4 2.4 0.2 17.1 7.0 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 0 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 17,200 : : Positions : : 12,750 9,500 150 5,850 750 0 200 250 3,000 350 300 : : : : Changes from: May 27, 2014 : : 950 1,050 0 0 0 0 -100 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 55.2 0.9 34.0 4.4 0.0 1.2 1.5 17.4 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 18,050 : : Positions : : 14,570 14,050 1,090 1,625 910 800 0 0 650 1,400 0 : : : : Changes from: May 27, 2014 : : 120 495 0 0 0 -50 0 0 450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 77.8 6.0 9.0 5.0 4.4 0.0 0.0 3.6 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 18 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 10,346 : : Positions : : 8,076 6,851 625 2,605 560 275 0 100 0 0 0 : : : : Changes from: May 27, 2014 : : 100 0 0 0 0 -100 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 66.2 6.0 25.2 5.4 2.7 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 21,682 : : Positions : : 15,482 16,066 1,767 1,579 2,186 850 0 553 503 0 43 : : : : Changes from: May 27, 2014 : : 640 661 0 0 0 -21 0 -43 0 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 74.1 8.1 7.3 10.1 3.9 0.0 2.6 2.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 20 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 36,980 : : Positions : : 30,330 23,113 1,256 2,963 3,269 0 3,965 1,595 35 1,580 370 : : : : Changes from: May 27, 2014 : : 352 368 445 -60 40 0 94 76 -40 355 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 62.5 3.4 8.0 8.8 0.0 10.7 4.3 0.1 4.3 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 21 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 44,667 : : Positions : : 35,623 28,021 903 5,075 3,388 500 2,772 2,888 300 1,616 902 : : : : Changes from: May 27, 2014 : : 554 -12 0 -458 760 0 100 35 -120 824 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 62.7 2.0 11.4 7.6 1.1 6.2 6.5 0.7 3.6 2.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 27 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 37,070 : : Positions : : 31,620 36,260 4,150 0 450 0 50 0 850 0 0 : : : : Changes from: May 27, 2014 : : 0 200 0 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 97.8 11.2 0.0 1.2 0.0 0.1 0.0 2.3 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 June 3, 2014 : 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 42,720 : : Positions : : 37,005 41,910 4,440 0 760 0 35 15 500 0 0 : : : : Changes from: May 27, 2014 : : 335 335 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 98.1 10.4 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 14 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 490,441 : : Positions : : 274,408 416,245 115,714 15,860 10,648 39,180 384 36,840 9,699 6,512 3,952 : : : : Changes from: May 27, 2014 : : 833 441 -1,992 0 0 -1,152 0 1,152 3,552 800 -2,376 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 84.9 23.6 3.2 2.2 8.0 0.1 7.5 2.0 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 25 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 34,884 : : Positions : : 20,010 26,585 4,908 1,689 2,433 3,578 1,488 1,566 924 295 574 : : : : Changes from: May 27, 2014 : : -216 68 284 0 -4 85 -21 21 -106 0 -237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 76.2 14.1 4.8 7.0 10.3 4.3 4.5 2.6 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 28 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 19,438 : : Positions : : 10,999 16,108 2,599 987 742 3,460 0 1,304 256 219 78 : : : : Changes from: May 27, 2014 : : 564 127 0 308 -154 -76 0 76 0 53 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 82.9 13.4 5.1 3.8 17.8 0.0 6.7 1.3 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 243,560 : : Positions : : 91,304 218,704 36,852 0 17,144 87,620 0 7,712 2,928 0 0 : : : : Changes from: May 27, 2014 : : 10,928 53,872 18,645 -12,771 4,443 11,528 0 7,712 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 89.8 15.1 0.0 7.0 36.0 0.0 3.2 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 549,473 : : Positions : : 359,196 513,221 164,841 0 8,299 3,161 13,977 13,976 0 0 0 : : : : Changes from: May 27, 2014 : : 4,302 1,581 0 0 0 0 2,721 -2,721 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 93.4 30.0 0.0 1.5 0.6 2.5 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 37,010 : : Positions : : 24,706 33,869 4,640 1,613 722 2,409 0 254 3,832 0 0 : : : : Changes from: May 27, 2014 : : 2,933 3,804 -1 0 0 957 0 -617 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 91.5 12.5 4.4 2.0 6.5 0.0 0.7 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 85,658 : : Positions : : 60,589 75,594 24,685 4,632 384 0 5,048 0 0 0 0 : : : : Changes from: May 27, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 88.3 28.8 5.4 0.4 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 17,708 : : Positions : : 11,558 15,512 3,330 0 171 314 0 86 1,700 1,136 231 : : : : Changes from: May 27, 2014 : : -577 -175 222 0 0 -44 0 86 37 -401 231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 87.6 18.8 0.0 1.0 1.8 0.0 0.5 9.6 6.4 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 241,624 : : Positions : : 110,850 232,199 89,200 3,161 2,688 5,448 0 408 33,030 3,168 0 : : : : Changes from: May 27, 2014 : : 3,200 2,784 0 0 0 0 0 0 -416 0 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 96.1 36.9 1.3 1.1 2.3 0.0 0.2 13.7 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 17 4 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 12,647 : : Positions : : 5,756 7,331 3,666 4,168 575 1,566 0 0 593 0 297 : : : : Changes from: May 27, 2014 : : -238 -130 -44 -4 66 43 0 -43 105 0 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 58.0 29.0 33.0 4.5 12.4 0.0 0.0 4.7 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 5 . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 150,001 : : Positions : : 58,765 59,602 71,950 84,175 4,304 11,184 0 0 1,878 0 1,920 : : : : Changes from: May 27, 2014 : : 1,184 3,472 0 -1,520 760 1,152 0 0 -384 0 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 39.7 48.0 56.1 2.9 7.5 0.0 0.0 1.3 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,286 : : Positions : : 12,599 14,646 5,002 794 487 0 2,161 2,198 0 0 0 : : : : Changes from: May 27, 2014 : : -160 -708 -518 26 -52 0 4 -82 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 72.2 24.7 3.9 2.4 0.0 10.7 10.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 141,962 : : Positions : : 120,925 71,632 0 48,965 17,181 0 328 3,856 0 0 0 : : : : Changes from: May 27, 2014 : : 1,264 -2,722 0 3,658 -2,920 0 328 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 50.5 0.0 34.5 12.1 0.0 0.2 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 10,420 675 845 0 0 100 0 200 0 0 : : : : Changes from: May 27, 2014 : : 0 0 75 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 91.0 5.9 7.4 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 : : 11,185 11,565 615 895 30 0 0 0 100 0 0 : : : : Changes from: May 27, 2014 : : 50 0 -30 0 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 92.0 4.9 7.1 0.2 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 25,515 : : Positions : : 16,120 17,090 9,125 7,375 50 0 950 0 0 50 0 : : : : Changes from: May 27, 2014 : : 100 300 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 67.0 35.8 28.9 0.2 0.0 3.7 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 June 3, 2014 : 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 27, 2014 : : 0 0 0 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 June 3, 2014 : 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 10,250 : : Positions : : 8,885 8,480 590 1,230 460 0 0 0 0 0 0 : : : : Changes from: May 27, 2014 : : 20 20 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 June 3, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 8,100 : : Positions : : 6,740 6,315 690 1,335 370 0 0 0 0 0 0 : : : : Changes from: May 27, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 78.0 8.5 16.5 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 27, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 June 3, 2014 : 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 21,505 : : Positions : : 19,680 19,085 255 1,545 860 0 0 0 0 0 0 : : : : Changes from: May 27, 2014 : : 25 25 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 June 3, 2014 : 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 24,390 : : Positions : : 22,510 24,145 1,050 0 240 0 0 0 0 0 0 : : : : Changes from: May 27, 2014 : : 1,800 1,800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 99.0 4.3 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 8 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 25,960 : : Positions : : 23,990 25,600 970 0 360 0 0 0 0 0 0 : : : : Changes from: May 27, 2014 : : 2,370 2,255 -20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 98.6 3.7 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 10 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 131,005 : : Positions : : 108,670 118,680 10,435 2,550 9,575 1,880 0 0 250 200 0 : : : : Changes from: May 27, 2014 : : 220 770 375 -125 -105 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 90.6 8.0 1.9 7.3 1.4 0.0 0.0 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 28 4 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 170,231 : : Positions : : 143,512 161,186 15,844 1,555 7,390 2,550 0 100 525 0 0 : : : : Changes from: May 27, 2014 : : 992 782 -275 -115 180 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 94.7 9.3 0.9 4.3 1.5 0.0 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 30 5 . 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 158,326 : : Positions : : 106,564 120,119 11,219 15,239 8,144 572 3,175 5,795 21,082 760 4,766 : : : : Changes from: May 27, 2014 : : 4,292 6,039 554 -541 -701 90 -625 25 -140 -72 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 75.9 7.1 9.6 5.1 0.4 2.0 3.7 13.3 0.5 3.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 34 6 . 6 . . 4 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 102,525 : : Positions : : 82,790 85,405 8,220 5,870 6,930 1,280 2,020 1,070 1,465 500 670 : : : : Changes from: May 27, 2014 : : 1,200 2,765 1,975 -185 -155 0 0 0 -300 300 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 83.3 8.0 5.7 6.8 1.2 2.0 1.0 1.4 0.5 0.7 : : : : 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 June 3, 2014 : 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 26,960 : : Positions : : 23,695 20,570 1,725 4,615 950 0 500 0 0 325 0 : : : : Changes from: May 27, 2014 : : -505 -515 0 70 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 76.3 6.4 17.1 3.5 0.0 1.9 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 24,115 : : Positions : : 20,720 19,940 1,645 2,060 1,470 0 350 0 0 0 0 : : : : Changes from: May 27, 2014 : : -20 -205 -75 170 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 82.7 6.8 8.5 6.1 0.0 1.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 34,283 : : Positions : : 20,399 22,541 2,539 136 6,416 0 557 414 220 0 0 : : : : Changes from: May 27, 2014 : : -1,574 -1,407 34 -112 -582 0 -255 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 65.7 7.4 0.4 18.7 0.0 1.6 1.2 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 5 . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 10,485 : : Positions : : 4,420 6,236 1,052 0 1,460 0 432 1,028 0 0 0 : : : : Changes from: May 27, 2014 : : -252 284 530 0 -54 0 -50 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 59.5 10.0 0.0 13.9 0.0 4.1 9.8 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 June 3, 2014 : 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 19,828 : : Positions : : 12,290 16,118 6,729 1,494 0 0 1,705 0 681 0 0 : : : : Changes from: May 27, 2014 : : -1,848 -1,680 -21 -189 -126 0 -105 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 81.3 33.9 7.5 0.0 0.0 8.6 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 410,564 : : Positions : : 269,360 375,563 129,523 0 4,206 0 30,795 0 7,475 0 0 : : : : Changes from: May 27, 2014 : : -35,928 -40,824 -4,896 0 0 0 -408 0 -408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 91.5 31.5 0.0 1.0 0.0 7.5 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 346,497 : : Positions : : 85,660 343,776 224,469 0 2,721 0 0 0 33,647 0 0 : : : : Changes from: May 27, 2014 : : -9,792 -14,280 -816 0 -816 0 0 0 -3,672 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 99.2 64.8 0.0 0.8 0.0 0.0 0.0 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 10 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 45,971 : : Positions : : 33,700 43,442 9,592 0 2,275 0 0 0 0 0 0 : : : : Changes from: May 27, 2014 : : -1,197 -2,961 -1,743 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 94.5 20.9 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 13 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 745,065 : : Positions : : 578,374 703,400 125,026 0 41,665 0 0 0 0 0 0 : : : : Changes from: May 27, 2014 : : -19,584 -42,840 -23,256 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 94.4 16.8 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 146,379 : : Positions : : 94,750 99,170 11,995 9,268 32,101 2,565 0 4,565 0 1,126 149 : : : : Changes from: May 27, 2014 : : -280 -5,060 567 21 -1,134 -5,305 0 2,545 0 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 67.7 8.2 6.3 21.9 1.8 0.0 3.1 0.0 0.8 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 June 3, 2014 : 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 2,775,393 : : Positions : :2,115,929 1,521,330 50,208 341,593 603,750 0 308,720 0 5,506 0 0 : : : : Changes from: May 27, 2014 : : 494,768 343,051 -3,264 55,677 500,915 0 94,000 0 1,224 0 -1,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 54.8 1.8 12.3 21.8 0.0 11.1 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 . 5 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 21,261 : : Positions : : 13,463 12,796 5,220 745 1,275 0 4,910 1,280 0 0 0 : : : : Changes from: May 27, 2014 : : -120 -309 -735 -105 0 0 -441 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 60.2 24.6 3.5 6.0 0.0 23.1 6.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 53,058 : : Positions : : 39,582 45,250 8,345 745 3,851 0 1,932 1,280 0 0 0 : : : : Changes from: May 27, 2014 : : -2,552 -1,519 676 105 -1,705 0 -462 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 85.3 15.7 1.4 7.3 0.0 3.6 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 72,977 : : Positions : : 59,230 43,615 0 21,212 5,590 3,925 0 2,560 1,374 0 0 : : : : Changes from: May 27, 2014 : : 2,088 6,072 0 791 0 3,925 -850 -1,700 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 59.8 0.0 29.1 7.7 5.4 0.0 3.5 1.9 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 June 3, 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 43,111 : : Positions : : 26,518 35,223 10,566 3,858 1,613 0 0 0 1,997 0 2,268 : : : : Changes from: May 27, 2014 : : -1,176 -1,050 -21 -357 -63 0 0 0 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 81.7 24.5 8.9 3.7 0.0 0.0 0.0 4.6 0.0 5.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 40,763 : : Positions : : 35,320 23,175 2,198 14,299 3,140 0 0 0 105 0 0 : : : : Changes from: May 27, 2014 : : -2,268 -1,743 252 -252 -378 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 56.9 5.4 35.1 7.7 0.0 0.0 0.0 0.3 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 June 3, 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 332,798 : : Positions : : 242,515 297,468 41,767 0 0 25,036 11,850 23,480 0 0 0 : : : : Changes from: May 27, 2014 : : -15,120 -24,912 -6,936 0 0 -2,856 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 89.4 12.6 0.0 0.0 7.5 3.6 7.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 944,881 : : Positions : : 585,669 647,357 124,913 154,071 115,923 90,846 0 27,530 0 0 0 : : : : Changes from: May 27, 2014 : : -49,776 -5,072 34,504 -6,120 -6,120 4,080 0 -4,080 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 68.5 13.2 16.3 12.3 9.6 0.0 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 1,742,200 : : Positions : :1,034,730 1,093,334 141,644 367,520 281,346 266,975 0 0 17,505 0 0 : : : : Changes from: May 27, 2014 : : 232 115,024 52,973 27,285 -5,045 89,920 0 -47,040 -816 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 62.8 8.1 21.1 16.1 15.3 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 4 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 656,541 : : Positions : : 318,274 499,371 2,753 63,250 93,920 0 0 0 241,594 0 0 : : : : Changes from: May 27, 2014 : : -20,808 -19,992 -408 -8,568 0 0 0 0 -7,344 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 76.1 0.4 9.6 14.3 0.0 0.0 0.0 36.8 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 June 3, 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 481,183 : : Positions : : 363,037 247,195 53,398 169,240 64,748 0 0 0 0 0 0 : : : : Changes from: May 27, 2014 : : -17,952 -14,688 1,632 -1,632 -11,016 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 51.4 11.1 35.2 13.5 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 June 3, 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 21,250 : : Positions : : 9,730 19,489 5,995 856 120 0 0 0 4,570 0 0 : : : : Changes from: May 27, 2014 : : -546 1,979 2,100 0 0 0 0 0 425 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 91.7 28.2 4.0 0.6 0.0 0.0 0.0 21.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 19,584 : : Positions : : 9,600 17,799 4,700 480 470 0 0 0 3,935 0 0 : : : : Changes from: May 27, 2014 : : -546 1,629 2,100 0 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 90.9 24.0 2.5 2.4 0.0 0.0 0.0 20.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 11,982 : : Positions : : 8,918 7,845 137 2,655 540 25 400 0 1,578 0 295 : : : : Changes from: May 27, 2014 : : 1,276 1,226 -220 250 65 25 0 -25 600 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 65.5 1.1 22.2 4.5 0.2 3.3 0.0 13.2 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . 4 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 9,838 : : Positions : : 5,768 6,470 992 3,035 163 0 0 0 2,115 0 50 : : : : Changes from: May 27, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 65.8 10.1 30.8 1.7 0.0 0.0 0.0 21.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 12,981 : : Positions : : 10,562 5,169 185 4,594 1,088 75 325 25 0 1,085 650 : : : : Changes from: May 27, 2014 : : -392 123 -30 49 28 25 0 0 0 -380 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 39.8 1.4 35.4 8.4 0.6 2.5 0.2 0.0 8.4 5.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 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 9,589 : : Positions : : 7,835 4,595 490 4,319 655 0 0 0 270 0 20 : : : : Changes from: May 27, 2014 : : -10 -235 -300 104 -35 0 0 0 -30 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 47.9 5.1 45.0 6.8 0.0 0.0 0.0 2.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 60,577 : : Positions : : 56,911 57,069 985 705 1,025 0 50 0 798 850 0 : : : : Changes from: May 27, 2014 : : 825 1,645 0 0 0 0 0 0 350 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 94.2 1.6 1.2 1.7 0.0 0.1 0.0 1.3 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 56,142 : : Positions : : 53,587 52,490 710 525 1,190 0 50 0 175 900 0 : : : : Changes from: May 27, 2014 : : 1,075 1,280 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 93.5 1.3 0.9 2.1 0.0 0.1 0.0 0.3 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 27, 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 June 3, 2014 : 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 27, 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 June 3, 2014 : 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 : : 10,625 8,810 355 1,075 150 0 550 0 0 650 0 : : : : Changes from: May 27, 2014 : : -55 0 55 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 76.1 3.1 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 June 3, 2014 : 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 19,205 : : Positions : : 18,370 13,660 290 500 200 0 1,800 0 0 2,995 50 : : : : Changes from: May 27, 2014 : : 375 375 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 71.1 1.5 2.6 1.0 0.0 9.4 0.0 0.0 15.6 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 16,683 : : Positions : : 15,780 12,665 190 625 30 0 1,200 0 0 2,145 18 : : : : Changes from: May 27, 2014 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 75.9 1.1 3.7 0.2 0.0 7.2 0.0 0.0 12.9 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 24,351 : : Positions : : 23,471 22,451 280 90 260 0 1,050 0 0 400 0 : : : : Changes from: May 27, 2014 : : -10 85 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 92.2 1.1 0.4 1.1 0.0 4.3 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 23,182 : : Positions : : 22,032 21,857 855 0 0 0 900 0 0 250 0 : : : : Changes from: May 27, 2014 : : 126 126 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 9 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 66,280 : : Positions : : 49,023 56,173 1,580 3,575 345 3,950 0 0 5,145 0 903 : : : : Changes from: May 27, 2014 : : 175 20 0 105 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 84.8 2.4 5.4 0.5 6.0 0.0 0.0 7.8 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 June 3, 2014 : 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 61,423 : : Positions : : 48,216 51,566 500 3,935 265 2,750 0 0 4,365 300 454 : : : : Changes from: May 27, 2014 : : 315 55 0 260 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 84.0 0.8 6.4 0.4 4.5 0.0 0.0 7.1 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 June 3, 2014 : 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 42,400 : : Positions : : 30,675 33,171 3,105 660 1,215 0 2,300 575 3,875 1,625 820 : : : : Changes from: May 27, 2014 : : 120 120 0 0 0 0 0 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 9.1 3.8 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 37,941 : : Positions : : 28,240 34,475 5,420 840 100 0 400 1,100 2,200 0 446 : : : : Changes from: May 27, 2014 : : 1,165 65 0 0 0 0 300 0 -800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 90.9 14.3 2.2 0.3 0.0 1.1 2.9 5.8 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 28,470 : : Positions : : 12,055 22,440 1,200 275 1,025 0 2,505 515 13,100 1,400 0 : : : : Changes from: May 27, 2014 : : -145 155 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 78.8 4.2 1.0 3.6 0.0 8.8 1.8 46.0 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 June 3, 2014 : 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 23,765 : : Positions : : 21,980 17,520 300 4,300 300 150 0 300 0 625 0 : : : : Changes from: May 27, 2014 : : 65 -35 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 73.7 1.3 18.1 1.3 0.6 0.0 1.3 0.0 2.6 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 June 3, 2014 : 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 33,954 : : Positions : : 24,735 22,845 0 2,350 935 0 550 750 4,765 4,225 694 : : : : Changes from: May 27, 2014 : : 765 165 0 -100 0 0 300 -175 -100 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 67.3 0.0 6.9 2.8 0.0 1.6 2.2 14.0 12.4 2.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 30,590 : : Positions : : 25,740 25,050 10 625 1,000 150 0 825 0 225 1,610 : : : : Changes from: May 27, 2014 : : 90 1,190 0 100 0 150 -150 150 0 -900 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 81.9 0.0 2.0 3.3 0.5 0.0 2.7 0.0 0.7 5.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 3, 2014 : 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 30,963 : : Positions : : 28,602 28,690 0 910 1,165 50 0 0 250 150 0 : : : : Changes from: May 27, 2014 : : 750 700 0 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 92.7 0.0 2.9 3.8 0.2 0.0 0.0 0.8 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 June 3, 2014 : 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 29,905 : : Positions : : 27,635 27,680 25 910 1,165 50 0 0 300 150 0 : : : : Changes from: May 27, 2014 : : 700 700 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 92.6 0.1 3.0 3.9 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 June 6, 2014