Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 85,036 : : Positions : : 15,393 22,751 2,015 3,332 2,403 4,646 12,517 4,662 47,751 30,651 6,835 : : : : Changes from: June 3, 2014 : : 1,201 -434 90 1,800 -317 1,830 1,439 205 1,240 1,529 -495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 26.8 2.4 3.9 2.8 5.5 14.7 5.5 56.2 36.0 8.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 13 13 . . 4 . 4 . 20 9 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 29,603 : : Positions : : 7,915 5,355 1,915 450 981 5,330 765 565 10,582 19,053 1,810 : : : : Changes from: June 3, 2014 : : -210 185 730 -5 5 -585 225 -105 55 -590 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 18.1 6.5 1.5 3.3 18.0 2.6 1.9 35.7 64.4 6.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 10 10 . . 4 . . . 8 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 166,575 : : Positions : : 103,117 107,654 5,376 13,374 19,738 9,775 3,455 10,132 9,801 4,058 7,628 : : : : Changes from: June 3, 2014 : : -1,195 -3,199 -2,303 600 417 706 533 -90 150 -472 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 64.6 3.2 8.0 11.8 5.9 2.1 6.1 5.9 2.4 4.6 : : : : Number of Traders in Each Category Total Traders: 79 : : 45 49 . 6 7 5 4 7 6 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 52,214 : : Positions : : 20,169 46,101 20,954 3,358 1,477 8,237 0 972 253 154 152 : : : : Changes from: June 3, 2014 : : -230 847 410 104 -104 797 0 0 -26 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 88.3 40.1 6.4 2.8 15.8 0.0 1.9 0.5 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 411,711 : : Positions : : 211,854 334,244 113,846 24,870 25,662 30,550 1,976 24,959 4,840 0 0 : : : : Changes from: June 3, 2014 : : -8,840 -311 4,600 0 -1,968 3,273 -656 -328 -328 -328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 81.2 27.7 6.0 6.2 7.4 0.5 6.1 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 1,569,074 : : Positions : :1,120,698 1,327,756 216,624 32,587 104,772 19,629 14,811 62,009 40,784 3,925 4,558 : : : : Changes from: June 3, 2014 : : -49,900 -55,491 -15,438 1,277 1,044 408 -1,160 -816 8,553 -1,003 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 84.6 13.8 2.1 6.7 1.3 0.9 4.0 2.6 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 35 6 . 6 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 49,810 : : Positions : : 41,496 23,807 0 11,407 2,887 642 5,976 4,102 406 1,355 277 : : : : Changes from: June 3, 2014 : : -3,220 -2,049 0 -386 -360 -25 -634 -94 47 -130 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 47.8 0.0 22.9 5.8 1.3 12.0 8.2 0.8 2.7 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 306,682 : : Positions : : 191,782 218,549 93,286 23,810 3,848 0 43,573 15,550 1,304 440 912 : : : : Changes from: June 3, 2014 : : -17,384 -14,432 328 -656 0 0 -984 -656 328 -656 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 71.3 30.4 7.8 1.3 0.0 14.2 5.1 0.4 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 637,167 : : Positions : : 502,889 436,041 20,340 123,205 65,848 32,513 0 12,073 3,504 0 0 : : : : Changes from: June 3, 2014 : : -27,049 -17,649 -1,632 -15,440 0 -4,408 0 784 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 68.4 3.2 19.3 10.3 5.1 0.0 1.9 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 23 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 53,417 : : Positions : : 36,958 43,066 2,463 2,663 2,852 4,106 1,102 2,072 3,095 87 1,151 : : : : Changes from: June 3, 2014 : : 643 1,787 1,147 -63 -1,278 0 84 -20 19 22 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 80.6 4.6 5.0 5.3 7.7 2.1 3.9 5.8 0.2 2.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 24 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 35,855 : : Positions : : 25,025 35,790 10,475 0 25 0 0 0 150 0 0 : : : : Changes from: June 3, 2014 : : -2,225 -2,275 -50 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 99.8 29.2 0.0 0.1 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 52,445 : : Positions : : 39,535 51,655 12,300 0 250 0 400 100 200 0 0 : : : : Changes from: June 3, 2014 : : -3,450 -4,590 -1,100 0 250 0 100 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 98.5 23.5 0.0 0.5 0.0 0.8 0.2 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 11 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 10,630 : : Positions : : 8,230 8,580 2,050 700 350 0 0 0 0 1,000 0 : : : : Changes from: June 3, 2014 : : -905 -805 100 -100 -100 0 0 0 -50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 80.7 19.3 6.6 3.3 0.0 0.0 0.0 0.0 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 252,632 : : Positions : : 174,520 210,712 30,688 6,640 31,024 10,128 384 3,104 3,168 768 0 : : : : Changes from: June 3, 2014 : : -11,376 -8,768 1,464 0 -3,504 408 0 -408 736 0 -1,600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 83.4 12.1 2.6 12.3 4.0 0.2 1.2 1.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 11,487 : : Positions : : 8,190 5,521 0 3,733 529 449 170 21 1,718 829 258 : : : : Changes from: June 3, 2014 : : 27 -139 0 -232 21 -189 -109 0 -297 0 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 48.1 0.0 32.5 4.6 3.9 1.5 0.2 15.0 7.2 2.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 0 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 17,550 : : Positions : : 12,950 11,150 250 5,000 800 250 0 300 2,700 0 300 : : : : Changes from: June 3, 2014 : : 200 1,650 100 -850 50 250 -200 50 -300 -350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 63.5 1.4 28.5 4.6 1.4 0.0 1.7 15.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 17,435 : : Positions : : 14,185 14,000 1,325 1,400 675 750 0 0 500 1,350 0 : : : : Changes from: June 3, 2014 : : -385 -50 235 -225 -235 -50 0 0 -150 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 80.3 7.6 8.0 3.9 4.3 0.0 0.0 2.9 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 19 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 10,404 : : Positions : : 8,199 6,509 600 2,590 560 0 50 375 0 0 0 : : : : Changes from: June 3, 2014 : : 123 -342 -25 -15 0 -275 50 275 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 62.6 5.8 24.9 5.4 0.0 0.5 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 21,443 : : Positions : : 15,130 15,529 1,280 1,495 2,589 807 0 554 489 0 0 : : : : Changes from: June 3, 2014 : : -352 -537 -487 -84 403 -43 0 1 -14 0 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 72.4 6.0 7.0 12.1 3.8 0.0 2.6 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 36,270 : : Positions : : 29,670 23,178 1,561 2,988 2,934 0 3,325 1,595 0 1,755 385 : : : : Changes from: June 3, 2014 : : -660 65 305 25 -335 0 -640 0 -35 175 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 63.9 4.3 8.2 8.1 0.0 9.2 4.4 0.0 4.8 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 21 4 . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 42,973 : : Positions : : 34,504 27,416 898 4,748 3,063 400 2,130 2,813 300 1,963 835 : : : : Changes from: June 3, 2014 : : -1,119 -605 -5 -327 -325 -100 -642 -75 0 347 -67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 63.8 2.1 11.0 7.1 0.9 5.0 6.5 0.7 4.6 1.9 : : : : 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 10, 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 35,125 : : Positions : : 30,025 34,365 3,950 0 450 0 0 0 700 0 0 : : : : Changes from: June 3, 2014 : : -1,595 -1,895 -200 0 0 0 -50 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 97.8 11.2 0.0 1.3 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 8 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 40,965 : : Positions : : 35,900 40,205 3,840 0 760 0 0 0 450 0 0 : : : : Changes from: June 3, 2014 : : -1,105 -1,705 -600 0 0 0 -35 -15 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 98.1 9.4 0.0 1.9 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 13 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 461,846 : : Positions : : 258,876 391,603 107,114 16,676 9,832 38,317 384 33,639 8,115 3,759 5,953 : : : : Changes from: June 3, 2014 : : -15,532 -24,642 -8,600 816 -816 -863 0 -3,201 -1,584 -2,753 2,001 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 84.8 23.2 3.6 2.1 8.3 0.1 7.3 1.8 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 25 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 32,894 : : Positions : : 18,395 25,517 4,384 2,068 1,954 3,898 1,406 1,143 1,590 190 362 : : : : Changes from: June 3, 2014 : : -1,614 -1,068 -524 379 -478 320 -82 -423 666 -105 -212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 77.6 13.3 6.3 5.9 11.9 4.3 3.5 4.8 0.6 1.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 29 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 17,456 : : Positions : : 9,643 14,444 2,677 857 716 2,678 0 1,304 303 0 135 : : : : Changes from: June 3, 2014 : : -1,356 -1,664 78 -130 -26 -782 0 0 47 -219 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 82.7 15.3 4.9 4.1 15.3 0.0 7.5 1.7 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 253,118 : : Positions : : 103,896 230,558 43,385 0 14,848 79,051 0 7,712 4,226 0 0 : : : : Changes from: June 3, 2014 : : 12,592 11,854 6,533 0 -2,296 -8,569 0 0 1,298 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 91.1 17.1 0.0 5.9 31.2 0.0 3.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 538,314 : : Positions : : 350,893 504,102 161,217 0 9,475 2,753 10,761 13,976 0 0 0 : : : : Changes from: June 3, 2014 : : -8,303 -9,119 -3,624 0 1,176 -408 -3,216 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 93.6 29.9 0.0 1.8 0.5 2.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 40,076 : : Positions : : 27,219 37,268 4,727 1,406 635 2,812 88 190 4,088 0 0 : : : : Changes from: June 3, 2014 : : 2,513 3,399 87 -207 -87 403 88 -64 256 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 93.0 11.8 3.5 1.6 7.0 0.2 0.5 10.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 80,002 : : Positions : : 56,917 70,322 22,701 4,248 384 0 5,048 0 0 0 0 : : : : Changes from: June 3, 2014 : : -3,672 -5,272 -1,984 -384 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 87.9 28.4 5.3 0.5 0.0 6.3 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 10, 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 16,809 : : Positions : : 10,610 14,949 2,930 0 217 273 0 43 1,681 760 308 : : : : Changes from: June 3, 2014 : : -948 -563 -400 0 46 -41 0 -43 -19 -376 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 88.9 17.4 0.0 1.3 1.6 0.0 0.3 10.0 4.5 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 230,152 : : Positions : : 99,529 221,575 90,344 3,137 2,688 5,856 0 0 31,735 2,752 0 : : : : Changes from: June 3, 2014 : : -11,321 -10,624 1,144 -24 0 408 0 -408 -1,295 -416 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 96.3 39.3 1.4 1.2 2.5 0.0 0.0 13.8 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 18 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 12,221 : : Positions : : 6,084 6,746 3,224 3,919 767 1,291 0 0 298 257 298 : : : : Changes from: June 3, 2014 : : 328 -585 -442 -249 192 -275 0 0 -295 257 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 55.2 26.4 32.1 6.3 10.6 0.0 0.0 2.4 2.1 2.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 138,969 : : Positions : : 56,341 52,706 63,766 78,111 3,880 11,184 0 0 0 474 3,798 : : : : Changes from: June 3, 2014 : : -2,424 -6,896 -8,184 -6,064 -424 0 0 0 -1,878 474 1,878 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 37.9 45.9 56.2 2.8 8.0 0.0 0.0 0.0 0.3 2.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 4 . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 20,260 : : Positions : : 12,599 14,620 4,976 794 487 0 2,161 2,198 0 0 0 : : : : Changes from: June 3, 2014 : : 0 -26 -26 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 72.2 24.6 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 10, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 147,419 : : Positions : : 120,925 77,745 0 42,852 22,638 0 328 3,856 0 0 0 : : : : Changes from: June 3, 2014 : : 0 6,113 0 -6,113 5,457 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 52.7 0.0 29.1 15.4 0.0 0.2 2.6 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 10, 2014 : 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 24,705 : : Positions : : 15,815 16,640 8,650 7,065 50 0 900 0 0 50 0 : : : : Changes from: June 3, 2014 : : -305 -450 -475 -310 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 67.4 35.0 28.6 0.2 0.0 3.6 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 5 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 21,300 : : Positions : : 15,130 13,335 5,860 7,065 0 0 900 0 0 0 0 : : : : Changes from: June 3, 2014 : : -405 140 275 -310 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 62.6 27.5 33.2 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 10,280 : : Positions : : 9,080 8,565 635 1,365 280 0 0 0 0 0 0 : : : : Changes from: June 3, 2014 : : 195 85 45 135 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 83.3 6.2 13.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 23,585 : : Positions : : 22,235 20,780 460 1,890 615 0 0 0 0 300 0 : : : : Changes from: June 3, 2014 : : -835 -1,080 -45 175 -225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 88.1 2.0 8.0 2.6 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 24,950 : : Positions : : 22,940 24,705 1,135 0 245 0 0 0 0 0 0 : : : : Changes from: June 3, 2014 : : -1,050 -895 165 0 -115 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 99.0 4.5 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 : : 18 7 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 124,240 : : Positions : : 102,610 112,395 10,680 2,600 8,865 1,595 0 0 300 200 0 : : : : Changes from: June 3, 2014 : : -6,060 -6,285 245 50 -710 -285 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 90.5 8.6 2.1 7.1 1.3 0.0 0.0 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 23 4 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 163,324 : : Positions : : 136,660 154,669 16,974 2,010 6,545 2,315 0 100 425 0 0 : : : : Changes from: June 3, 2014 : : -6,852 -6,517 1,130 455 -845 -235 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 94.7 10.4 1.2 4.0 1.4 0.0 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 25 5 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 152,974 : : Positions : : 103,176 117,032 10,451 14,051 7,993 819 2,923 5,625 20,375 670 4,404 : : : : Changes from: June 3, 2014 : : -3,389 -3,087 -768 -1,188 -151 247 -252 -170 -707 -90 -362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 76.5 6.8 9.2 5.2 0.5 1.9 3.7 13.3 0.4 2.9 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 33 5 4 6 . 4 4 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 98,650 : : Positions : : 79,185 82,545 8,825 5,620 6,220 1,165 1,970 1,035 1,490 450 610 : : : : Changes from: June 3, 2014 : : -3,605 -2,860 605 -250 -710 -115 -50 -35 25 -50 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 83.7 8.9 5.7 6.3 1.2 2.0 1.0 1.5 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 22 . 4 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 25,590 : : Positions : : 22,570 19,830 1,525 4,065 920 0 450 0 0 325 0 : : : : Changes from: June 3, 2014 : : -1,125 -740 -200 -550 -30 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 77.5 6.0 15.9 3.6 0.0 1.8 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 9 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 22,090 : : Positions : : 18,980 18,340 1,530 1,835 1,320 0 300 0 0 0 0 : : : : Changes from: June 3, 2014 : : -1,740 -1,600 -115 -225 -150 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 83.0 6.9 8.3 6.0 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 36,310 : : Positions : : 22,345 24,479 2,530 174 6,348 0 549 534 220 0 0 : : : : Changes from: June 3, 2014 : : 1,947 1,938 -8 39 -69 0 -7 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 67.4 7.0 0.5 17.5 0.0 1.5 1.5 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 10, 2014 : 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: June 3, 2014 : : 0 0 0 0 0 0 0 0 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 10, 2014 : 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: June 3, 2014 : : 0 0 0 0 0 0 0 0 0 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 10, 2014 : 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: June 3, 2014 : : 0 0 0 0 0 0 0 0 0 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 10, 2014 : 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: June 3, 2014 : : 0 0 0 0 0 0 0 0 0 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 10, 2014 : 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: June 3, 2014 : : 0 0 0 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 10, 2014 : 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: June 3, 2014 : : 0 0 0 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 10, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 148,427 : : Positions : : 96,798 99,170 11,995 9,268 32,101 2,565 1,792 4,565 0 1,126 149 : : : : Changes from: June 3, 2014 : : 2,048 0 0 0 0 0 1,792 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 66.8 8.1 6.2 21.6 1.7 1.2 3.1 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 22 5 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 2,775,335 : : Positions : :2,115,931 1,521,272 50,208 341,654 603,689 0 308,720 0 5,506 0 0 : : : : Changes from: June 3, 2014 : : 2 -58 0 60 -60 0 0 0 0 0 0 : : : : 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 10, 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: June 3, 2014 : : 0 0 0 0 0 0 0 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 10, 2014 : 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 53,144 : : Positions : : 39,668 45,336 8,345 745 3,851 0 1,932 1,280 0 0 0 : : : : Changes from: June 3, 2014 : : 86 86 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 85.3 15.7 1.4 7.2 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 10, 2014 : 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: June 3, 2014 : : 0 0 0 0 0 0 0 0 0 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 10, 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: June 3, 2014 : : 0 0 0 0 0 0 0 0 0 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 10, 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: June 3, 2014 : : 0 0 0 0 0 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 10, 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: June 3, 2014 : : 0 0 0 0 0 0 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 10, 2014 : 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 944,081 : : Positions : : 584,869 646,557 124,913 154,071 115,923 90,846 0 27,530 0 0 0 : : : : Changes from: June 3, 2014 : : -800 -800 0 0 0 0 0 0 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 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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: June 3, 2014 : : 0 0 0 0 0 0 0 0 0 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 10, 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: June 3, 2014 : : 0 0 0 0 0 0 0 0 0 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 10, 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: June 3, 2014 : : 0 0 0 0 0 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 10, 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 20,323 : : Positions : : 9,145 18,584 5,935 819 120 0 0 0 4,228 0 0 : : : : Changes from: June 3, 2014 : : -585 -905 -60 -37 0 0 0 0 -342 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 91.4 29.2 4.0 0.6 0.0 0.0 0.0 20.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 18,742 : : Positions : : 9,160 17,062 4,690 480 470 0 0 0 3,643 0 0 : : : : Changes from: June 3, 2014 : : -440 -737 -10 0 0 0 0 0 -292 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 91.0 25.0 2.6 2.5 0.0 0.0 0.0 19.4 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 10, 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 11,940 : : Positions : : 9,198 8,070 55 2,475 470 25 350 0 880 0 320 : : : : Changes from: June 3, 2014 : : 280 225 -82 -180 -70 0 -50 0 -698 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 67.6 0.5 20.7 3.9 0.2 2.9 0.0 7.4 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 13,138 : : Positions : : 10,758 4,975 0 4,774 864 75 325 25 0 1,295 600 : : : : Changes from: June 3, 2014 : : 196 -194 -185 180 -224 0 0 0 0 210 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 37.9 0.0 36.3 6.6 0.6 2.5 0.2 0.0 9.9 4.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 0 4 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 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 9,566 : : Positions : : 7,769 4,404 460 4,233 683 0 0 0 170 0 120 : : : : Changes from: June 3, 2014 : : -66 -191 -30 -86 28 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 46.0 4.8 44.3 7.1 0.0 0.0 0.0 1.8 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 61,432 : : Positions : : 57,746 58,165 1,235 655 775 0 0 0 575 850 0 : : : : Changes from: June 3, 2014 : : 835 1,096 250 -50 -250 0 -50 0 -223 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 94.7 2.0 1.1 1.3 0.0 0.0 0.0 0.9 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 57,372 : : Positions : : 54,917 54,045 960 475 940 0 0 0 25 900 0 : : : : Changes from: June 3, 2014 : : 1,330 1,555 250 -50 -250 0 -50 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 94.2 1.7 0.8 1.6 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 15,590 : : Positions : : 11,800 14,775 2,005 0 140 0 400 0 1,250 0 250 : : : : Changes from: June 3, 2014 : : -685 -695 15 0 -50 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 94.8 12.9 0.0 0.9 0.0 2.6 0.0 8.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 7 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 10,940 : : Positions : : 10,030 8,585 410 1,050 95 0 550 0 0 350 0 : : : : Changes from: June 3, 2014 : : -595 -225 55 -25 -55 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 78.5 3.7 9.6 0.9 0.0 5.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 18,465 : : Positions : : 17,775 12,850 0 450 200 0 1,800 0 0 3,045 0 : : : : Changes from: June 3, 2014 : : -595 -810 -290 -50 0 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 69.6 0.0 2.4 1.1 0.0 9.7 0.0 0.0 16.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 23,281 : : Positions : : 22,316 21,881 205 125 225 0 1,050 0 0 0 0 : : : : Changes from: June 3, 2014 : : -1,155 -570 -75 35 -35 0 0 0 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 94.0 0.9 0.5 1.0 0.0 4.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 61,775 : : Positions : : 45,883 52,659 1,255 3,175 345 3,950 0 0 4,746 0 850 : : : : Changes from: June 3, 2014 : : -3,140 -3,514 -325 -400 0 0 0 0 -399 0 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 85.2 2.0 5.1 0.6 6.4 0.0 0.0 7.7 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 56,593 : : Positions : : 44,999 47,774 640 3,620 225 2,750 0 0 3,625 600 154 : : : : Changes from: June 3, 2014 : : -3,217 -3,792 140 -315 -40 0 0 0 -740 300 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 84.4 1.1 6.4 0.4 4.9 0.0 0.0 6.4 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 39,020 : : Positions : : 28,660 30,381 2,420 965 695 0 2,125 575 3,850 1,575 820 : : : : Changes from: June 3, 2014 : : -2,015 -2,790 -685 305 -520 0 -175 0 -25 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 77.9 6.2 2.5 1.8 0.0 5.4 1.5 9.9 4.0 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 36,225 : : Positions : : 27,390 33,195 5,245 715 0 0 350 1,050 1,750 0 430 : : : : Changes from: June 3, 2014 : : -850 -1,280 -175 -125 -100 0 -50 -50 -450 0 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 91.6 14.5 2.0 0.0 0.0 1.0 2.9 4.8 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 27,470 : : Positions : : 11,205 21,465 1,200 325 975 0 2,595 425 13,100 1,400 0 : : : : Changes from: June 3, 2014 : : -850 -975 0 50 -50 0 90 -90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 78.1 4.4 1.2 3.5 0.0 9.4 1.5 47.7 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 22,515 : : Positions : : 20,405 16,870 300 4,050 300 50 0 300 0 300 0 : : : : Changes from: June 3, 2014 : : -1,575 -650 0 -250 0 -100 0 0 0 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 74.9 1.3 18.0 1.3 0.2 0.0 1.3 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 32,574 : : Positions : : 23,485 21,580 0 2,185 935 0 625 850 4,670 4,225 639 : : : : Changes from: June 3, 2014 : : -1,250 -1,265 0 -165 0 0 75 100 -95 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 66.2 0.0 6.7 2.9 0.0 1.9 2.6 14.3 13.0 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 10, 2014 : 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 28,125 : : Positions : : 23,860 23,415 10 550 950 225 0 750 0 130 1,175 : : : : Changes from: June 3, 2014 : : -1,880 -1,635 0 -75 -50 75 0 -75 0 -95 -435 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 83.3 0.0 2.0 3.4 0.8 0.0 2.7 0.0 0.5 4.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 18 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 13, 2014