Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 87,539 : : Positions : : 14,103 22,705 2,266 1,784 2,385 6,318 6,212 3,480 50,633 42,195 6,773 : : : : Changes from: June 24, 2014 : : -1,400 -1,811 71 -716 52 607 -6,980 -442 -1,064 7,457 -168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 25.9 2.6 2.0 2.7 7.2 7.1 4.0 57.8 48.2 7.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 11 12 4 . 4 . . . 16 14 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 30,176 : : Positions : : 8,360 5,335 2,454 390 732 4,510 0 570 10,326 19,608 2,564 : : : : Changes from: June 24, 2014 : : -550 -335 719 -60 -369 -280 -900 -35 -426 500 -351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 17.7 8.1 1.3 2.4 14.9 0.0 1.9 34.2 65.0 8.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 8 . . . . 0 . 6 13 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 170,053 : : Positions : : 106,046 106,651 541 13,456 22,555 5,468 3,798 5,475 16,028 4,289 12,652 : : : : Changes from: June 24, 2014 : : -3,651 -2,584 -552 -147 -506 -5,227 39 -5,105 6,634 -91 4,331 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 62.7 0.3 7.9 13.3 3.2 2.2 3.2 9.4 2.5 7.4 : : : : Number of Traders in Each Category Total Traders: 81 : : 47 49 . 6 7 5 5 6 8 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 50,189 : : Positions : : 18,817 44,116 20,391 3,868 1,023 8,703 0 1,001 227 154 27 : : : : Changes from: June 24, 2014 : : -1,381 -1,996 -565 252 -327 202 0 -125 0 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 87.9 40.6 7.7 2.0 17.3 0.0 2.0 0.5 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 378,990 : : Positions : : 190,826 315,955 121,721 23,270 13,462 26,350 328 25,647 984 328 0 : : : : Changes from: June 24, 2014 : : -21,834 -20,921 6,049 -1,600 -11,216 -2,880 328 -632 -3,528 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 83.4 32.1 6.1 3.6 7.0 0.1 6.8 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,568,000 : : Positions : :1,122,427 1,327,447 192,508 30,091 127,580 768 10,491 14,185 54,170 1,844 56,362 : : : : Changes from: June 24, 2014 : : 1,244 -8,307 -8,397 -674 8,262 -18,861 784 -47,824 17,981 163 45,357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 84.7 12.3 1.9 8.1 0.0 0.7 0.9 3.5 0.1 3.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 37 6 . 6 . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 48,162 : : Positions : : 39,029 23,310 0 11,261 2,581 616 5,434 4,784 1,102 741 50 : : : : Changes from: June 24, 2014 : : -354 581 0 -11 -216 51 -176 7 237 -307 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 48.4 0.0 23.4 5.4 1.3 11.3 9.9 2.3 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 314,825 : : Positions : : 204,487 222,443 90,364 23,810 3,848 0 48,806 13,910 1,304 1,096 912 : : : : Changes from: June 24, 2014 : : 1,032 -1,633 -1,353 0 0 0 1,632 0 976 656 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 70.7 28.7 7.6 1.2 0.0 15.5 4.4 0.4 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 646,021 : : Positions : : 517,959 454,996 20,340 113,104 65,848 25,840 0 12,073 3,961 0 0 : : : : Changes from: June 24, 2014 : : -309 5,496 0 -6,933 0 -1,585 0 0 457 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 70.4 3.1 17.5 10.2 4.0 0.0 1.9 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 24 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 56,433 : : Positions : : 38,436 46,699 5,779 2,640 1,274 4,618 0 757 3,011 2,504 1,826 : : : : Changes from: June 24, 2014 : : 59 -513 274 0 0 174 -1,610 -698 22 2,354 568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 82.8 10.2 4.7 2.3 8.2 0.0 1.3 5.3 4.4 3.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 . . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 40,510 : : Positions : : 29,630 40,195 10,225 0 275 0 0 0 200 0 0 : : : : Changes from: June 24, 2014 : : 1,060 1,110 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 99.2 25.2 0.0 0.7 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 55,850 : : Positions : : 42,960 55,060 12,280 0 250 50 400 100 150 0 0 : : : : Changes from: June 24, 2014 : : 1,450 1,550 100 0 0 50 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 98.6 22.0 0.0 0.4 0.1 0.7 0.2 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 26 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 11,580 : : Positions : : 9,180 9,330 2,050 700 350 0 0 0 0 1,200 0 : : : : Changes from: June 24, 2014 : : 400 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 80.6 17.7 6.0 3.0 0.0 0.0 0.0 0.0 10.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 266,032 : : Positions : : 180,128 222,512 39,688 6,640 32,216 11,656 1,152 1,576 384 1,552 384 : : : : Changes from: June 24, 2014 : : -720 11,024 13,680 0 408 0 768 0 -384 784 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 83.6 14.9 2.5 12.1 4.4 0.4 0.6 0.1 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 12,867 : : Positions : : 9,291 6,575 0 3,605 657 42 115 107 2,191 1,233 192 : : : : Changes from: June 24, 2014 : : 260 64 0 0 0 -407 3 0 407 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 51.1 0.0 28.0 5.1 0.3 0.9 0.8 17.0 9.6 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 0 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 19,850 : : Positions : : 14,550 13,200 250 4,600 1,100 200 0 450 3,050 250 250 : : : : Changes from: June 24, 2014 : : 50 -100 0 -100 0 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 66.5 1.3 23.2 5.5 1.0 0.0 2.3 15.4 1.3 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 19,865 : : Positions : : 16,505 16,130 1,325 1,400 675 760 0 0 600 1,650 0 : : : : Changes from: June 24, 2014 : : 870 980 0 0 0 10 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 81.2 6.7 7.0 3.4 3.8 0.0 0.0 3.0 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 21 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 10,859 : : Positions : : 8,534 6,939 600 2,565 680 0 160 375 0 0 0 : : : : Changes from: June 24, 2014 : : 210 210 0 -25 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 63.9 5.5 23.6 6.3 0.0 1.5 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 21,556 : : Positions : : 15,258 15,423 426 1,409 2,825 1,237 0 575 574 66 44 : : : : Changes from: June 24, 2014 : : 3 151 66 0 0 170 0 23 -44 22 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 71.5 2.0 6.5 13.1 5.7 0.0 2.7 2.7 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 35,798 : : Positions : : 29,818 22,336 1,257 2,988 2,809 0 3,931 1,299 0 1,855 450 : : : : Changes from: June 24, 2014 : : 330 15 -190 0 60 0 -170 -45 0 325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 62.4 3.5 8.3 7.8 0.0 11.0 3.6 0.0 5.2 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 24 4 . 4 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 43,149 : : Positions : : 34,743 27,692 898 5,397 2,633 150 2,553 2,585 600 869 1,400 : : : : Changes from: June 24, 2014 : : 282 800 0 -96 50 -250 60 -75 300 -452 380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 64.2 2.1 12.5 6.1 0.3 5.9 6.0 1.4 2.0 3.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 29 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 36,160 : : Positions : : 31,860 35,710 3,000 0 450 0 0 0 850 0 0 : : : : Changes from: June 24, 2014 : : 1,105 655 -600 0 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 98.8 8.3 0.0 1.2 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 9 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 42,765 : : Positions : : 37,940 42,005 3,490 0 760 0 0 0 500 0 0 : : : : Changes from: June 24, 2014 : : 1,470 1,050 -480 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 98.2 8.2 0.0 1.8 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 469,270 : : Positions : : 266,332 401,019 103,586 17,116 10,976 34,324 384 33,247 16,780 2,503 4,025 : : : : Changes from: June 24, 2014 : : -8 2,696 760 784 0 -1,217 0 0 4,713 768 -1,168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 85.5 22.1 3.6 2.3 7.3 0.1 7.1 3.6 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 26 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 33,835 : : Positions : : 19,256 26,565 4,310 2,177 1,966 3,979 445 1,130 1,565 1,109 422 : : : : Changes from: June 24, 2014 : : 17 296 28 88 -0 265 -961 -48 34 961 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 78.5 12.7 6.4 5.8 11.8 1.3 3.3 4.6 3.3 1.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 32 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 17,660 : : Positions : : 10,465 14,294 2,807 987 586 2,164 0 1,458 25 205 130 : : : : Changes from: June 24, 2014 : : 0 -98 0 -231 0 -308 0 0 0 46 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 80.9 15.9 5.6 3.3 12.3 0.0 8.3 0.1 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 268,272 : : Positions : : 111,607 243,760 50,795 0 16,800 78,108 0 7,712 3,250 0 0 : : : : Changes from: June 24, 2014 : : 943 12,259 11,316 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 90.9 18.9 0.0 6.3 29.1 0.0 2.9 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 536,992 : : Positions : : 357,766 507,126 157,760 0 4,737 384 10,761 13,976 2,369 392 0 : : : : Changes from: June 24, 2014 : : -4,360 -14 4,738 0 -4,738 -2,369 0 0 2,369 392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 94.4 29.4 0.0 0.9 0.1 2.0 2.6 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 43,365 : : Positions : : 29,123 39,663 4,474 1,406 594 1,905 132 1,081 5,527 0 0 : : : : Changes from: June 24, 2014 : : -214 298 2 0 -41 -1,187 0 0 1,697 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 91.5 10.3 3.2 1.4 4.4 0.3 2.5 12.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 81,570 : : Positions : : 58,485 72,650 22,701 4,248 384 0 4,288 0 0 0 0 : : : : Changes from: June 24, 2014 : : 1,568 1,568 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 89.1 27.8 5.2 0.5 0.0 5.3 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 16,983 : : Positions : : 10,697 15,548 3,039 0 217 466 0 0 1,680 398 308 : : : : Changes from: June 24, 2014 : : 42 0 -42 0 0 -63 0 0 63 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 91.6 17.9 0.0 1.3 2.7 0.0 0.0 9.9 2.3 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 232,554 : : Positions : : 99,169 223,241 91,921 3,137 2,688 1,152 0 0 36,439 2,303 1,185 : : : : Changes from: June 24, 2014 : : 1,544 1,936 392 0 0 -4,704 0 0 4,704 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 96.0 39.5 1.3 1.2 0.5 0.0 0.0 15.7 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 20 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 13,148 : : Positions : : 7,058 7,362 3,032 4,112 702 1,587 0 0 298 376 340 : : : : Changes from: June 24, 2014 : : 61 109 0 22 0 41 0 0 0 -29 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 56.0 23.1 31.3 5.3 12.1 0.0 0.0 2.3 2.9 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 18 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 147,178 : : Positions : : 60,698 60,115 63,766 79,263 3,120 10,424 0 0 4,490 0 4,680 : : : : Changes from: June 24, 2014 : : -408 -408 -392 392 0 0 0 0 784 0 -392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 40.8 43.3 53.9 2.1 7.1 0.0 0.0 3.1 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,082 : : Positions : : 13,221 14,901 4,378 769 385 0 1,929 2,098 0 0 0 : : : : Changes from: June 24, 2014 : : 110 -490 -754 -25 -25 0 -129 -177 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 74.2 21.8 3.8 1.9 0.0 9.6 10.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 146,702 : : Positions : : 116,445 78,644 0 37,473 26,401 0 328 3,856 0 0 0 : : : : Changes from: June 24, 2014 : : -4,480 -5,777 0 1,297 -2,257 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 53.6 0.0 25.5 18.0 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 24,880 : : Positions : : 15,865 16,765 8,475 7,065 100 0 825 75 0 50 0 : : : : Changes from: June 24, 2014 : : 0 50 -25 0 0 0 -75 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 67.4 34.1 28.4 0.4 0.0 3.3 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 5 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 21,525 : : Positions : : 15,180 13,560 5,860 7,065 0 0 900 0 0 0 0 : : : : Changes from: June 24, 2014 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 63.0 27.2 32.8 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 10,520 : : Positions : : 9,320 8,805 635 1,365 280 0 0 0 0 0 0 : : : : Changes from: June 24, 2014 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 83.7 6.0 13.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 23,215 : : Positions : : 21,840 20,410 460 1,865 640 0 0 0 0 300 0 : : : : Changes from: June 24, 2014 : : -525 -500 0 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 87.9 2.0 8.0 2.8 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 7 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 23,300 : : Positions : : 21,540 23,060 980 0 240 0 0 0 0 0 0 : : : : Changes from: June 24, 2014 : : 180 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 99.0 4.2 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 8 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 26,480 : : Positions : : 24,370 26,235 1,235 0 245 0 0 0 0 0 0 : : : : Changes from: June 24, 2014 : : 1,180 1,280 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 99.1 4.7 0.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 129,680 : : Positions : : 106,885 117,750 10,980 2,275 9,430 1,595 0 0 600 225 0 : : : : Changes from: June 24, 2014 : : 2,530 2,950 20 -425 600 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 90.8 8.5 1.8 7.3 1.2 0.0 0.0 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 25 4 . 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 169,194 : : Positions : : 141,875 160,054 16,749 1,280 7,365 2,315 50 100 375 0 0 : : : : Changes from: June 24, 2014 : : 2,310 2,535 -475 -650 820 0 50 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 94.6 9.9 0.8 4.4 1.4 0.0 0.1 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 28 5 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 156,364 : : Positions : : 107,316 120,659 10,871 15,594 6,199 987 200 3,793 20,308 2,855 6,159 : : : : Changes from: June 24, 2014 : : 1,560 2,147 733 199 -639 -405 -2,658 -1,887 -184 2,010 1,903 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 77.2 7.0 10.0 4.0 0.6 0.1 2.4 13.0 1.8 3.9 : : : : Number of Traders in Each Category Total Traders: 65 : : 35 33 5 4 7 4 . . 6 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 98,850 : : Positions : : 80,138 81,855 7,825 5,840 6,470 865 50 1,035 1,265 2,270 685 : : : : Changes from: June 24, 2014 : : -697 -1,115 -450 -5 190 0 -1,845 0 0 1,820 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 82.8 7.9 5.9 6.5 0.9 0.1 1.0 1.3 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 23 . 5 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 25,725 : : Positions : : 22,605 20,415 1,730 3,945 715 0 525 0 0 125 0 : : : : Changes from: June 24, 2014 : : -150 210 205 -120 -205 0 75 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 79.4 6.7 15.3 2.8 0.0 2.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 9 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 22,220 : : Positions : : 18,980 18,530 1,630 1,835 1,260 0 300 0 0 0 0 : : : : Changes from: June 24, 2014 : : 0 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 83.4 7.3 8.3 5.7 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 33,679 : : Positions : : 20,613 22,811 2,764 391 4,621 0 112 288 220 64 374 : : : : Changes from: June 24, 2014 : : -2,229 -2,051 202 21 -2,025 0 -431 -246 0 64 374 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 67.7 8.2 1.2 13.7 0.0 0.3 0.9 0.7 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 4 . 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 10,182 : : Positions : : 4,298 5,864 928 0 1,534 0 168 792 0 210 240 : : : : Changes from: June 24, 2014 : : -222 -232 20 0 -46 0 -240 -260 0 210 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 57.6 9.1 0.0 15.1 0.0 1.6 7.8 0.0 2.1 2.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 4 0 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 18,088 : : Positions : : 10,842 14,756 6,158 1,221 0 0 1,600 0 576 0 0 : : : : Changes from: June 24, 2014 : : -1,704 -1,488 -441 -273 0 0 -105 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 81.6 34.0 6.8 0.0 0.0 8.8 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 374,417 : : Positions : : 244,381 340,568 119,507 0 4,206 0 29,643 0 6,323 0 0 : : : : Changes from: June 24, 2014 : : -28,433 -37,649 -9,216 0 0 0 -1,152 0 -1,152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 91.0 31.9 0.0 1.1 0.0 7.9 0.0 1.7 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A39 Open Interest is 332,289 : : Positions : : 78,364 329,568 220,629 0 2,721 0 0 0 30,575 0 0 : : : : Changes from: June 24, 2014 : : -7,296 -14,208 -3,840 0 0 0 0 0 -3,072 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 99.2 66.4 0.0 0.8 0.0 0.0 0.0 9.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 43,115 : : Positions : : 32,146 40,607 8,311 0 2,275 0 0 0 0 0 0 : : : : Changes from: June 24, 2014 : : -1,554 -2,835 -1,281 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 94.2 19.3 0.0 5.3 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 706,665 : : Positions : : 556,102 665,000 108,898 0 41,665 0 0 0 0 0 0 : : : : Changes from: June 24, 2014 : : -22,272 -38,400 -16,128 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 94.1 15.4 0.0 5.9 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 153,100 : : Positions : : 105,838 94,833 9,613 15,995 28,962 3,950 7,680 4,355 0 1,147 128 : : : : Changes from: June 24, 2014 : : 1,390 -1,807 -336 -1,407 -105 1,385 5,888 -210 0 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 61.9 6.3 10.4 18.9 2.6 5.0 2.8 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 4 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 2,787,436 : : Positions : :2,185,147 1,421,533 47,136 506,768 550,415 0 308,720 0 4,738 0 0 : : : : Changes from: June 24, 2014 : : -48,384 -52,599 -3,072 375 -6,135 0 0 0 -768 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 51.0 1.7 18.2 19.7 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 19,686 : : Positions : : 12,623 11,767 4,485 640 1,275 0 629 1,280 0 3,840 0 : : : : Changes from: June 24, 2014 : : -840 -1,029 -735 -105 0 0 -4,281 0 0 3,840 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 59.8 22.8 3.3 6.5 0.0 3.2 6.5 0.0 19.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 49,708 : : Positions : : 37,321 42,102 7,101 850 4,006 0 1,470 1,280 0 0 0 : : : : Changes from: June 24, 2014 : : -2,772 -3,234 -819 105 -147 0 -462 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 84.7 14.3 1.7 8.1 0.0 3.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 75,072 : : Positions : : 59,256 48,302 0 14,998 8,892 2,435 0 2,880 1,353 0 0 : : : : Changes from: June 24, 2014 : : -736 -1,155 0 -1,134 0 -1,490 0 320 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 64.3 0.0 20.0 11.8 3.2 0.0 3.8 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 15 0 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 41,620 : : Positions : : 25,447 34,173 10,755 3,711 1,340 0 0 0 1,682 0 2,268 : : : : Changes from: June 24, 2014 : : -1,071 -1,050 189 -147 -273 0 0 0 -315 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 82.1 25.8 8.9 3.2 0.0 0.0 0.0 4.0 0.0 5.4 : : : : 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 38,536 : : Positions : : 33,324 20,824 2,450 14,047 2,657 0 0 0 105 880 0 : : : : Changes from: June 24, 2014 : : -1,996 -2,351 252 -252 -483 0 0 0 0 880 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 54.0 6.4 36.5 6.9 0.0 0.0 0.0 0.3 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 306,302 : : Positions : : 225,235 270,972 35,239 0 0 22,348 0 23,480 0 11,850 0 : : : : Changes from: June 24, 2014 : : -17,280 -26,496 -6,528 0 0 -2,688 -11,850 0 0 11,850 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 88.5 11.5 0.0 0.0 7.3 0.0 7.7 0.0 3.9 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 921,617 : : Positions : : 568,909 636,669 121,385 148,311 112,947 94,686 0 23,690 0 0 0 : : : : Changes from: June 24, 2014 : : -46,464 -33,408 3,456 -5,760 -7,680 3,840 0 -3,840 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 69.1 13.2 16.1 12.3 10.3 0.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,754,304 : : Positions : :1,017,330 1,191,030 143,180 249,736 313,538 263,135 0 0 17,121 0 0 : : : : Changes from: June 24, 2014 : : -31,488 -33,792 1,536 -384 -5,376 -3,840 0 0 -384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 67.9 8.2 14.2 17.9 15.0 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 646,374 : : Positions : : 315,403 497,268 2,369 55,186 93,920 0 0 0 234,682 0 0 : : : : Changes from: June 24, 2014 : : -19,584 -18,816 -384 -8,064 0 0 0 0 -6,912 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 76.9 0.4 8.5 14.5 0.0 0.0 0.0 36.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 455,455 : : Positions : : 346,141 233,371 54,934 167,704 54,380 0 0 0 0 0 0 : : : : Changes from: June 24, 2014 : : -16,896 -13,824 1,536 -1,536 -10,368 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 51.2 12.1 36.8 11.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 21,097 : : Positions : : 9,319 19,358 6,535 819 120 0 0 0 4,228 0 0 : : : : Changes from: June 24, 2014 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 91.8 31.0 3.9 0.6 0.0 0.0 0.0 20.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 19,492 : : Positions : : 9,310 17,812 5,290 480 470 0 0 0 3,643 0 0 : : : : Changes from: June 24, 2014 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 91.4 27.1 2.5 2.4 0.0 0.0 0.0 18.7 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 15,336 : : Positions : : 11,380 10,342 238 3,480 714 125 350 0 2,178 0 450 : : : : Changes from: June 24, 2014 : : 1,246 1,493 183 851 77 -50 0 0 900 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 67.4 1.6 22.7 4.7 0.8 2.3 0.0 14.2 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . 4 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 11,859 : : Positions : : 7,189 8,191 1,342 3,330 113 0 0 0 2,015 0 225 : : : : Changes from: June 24, 2014 : : 180 60 0 60 0 0 0 0 -150 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 69.1 11.3 28.1 1.0 0.0 0.0 0.0 17.0 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 13,675 : : Positions : : 11,270 5,072 164 5,284 1,099 75 325 25 0 1,225 600 : : : : Changes from: June 24, 2014 : : -24 76 0 -50 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 37.1 1.2 38.6 8.0 0.5 2.4 0.2 0.0 9.0 4.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 9,734 : : Positions : : 8,095 4,185 310 4,609 765 0 0 0 195 0 95 : : : : Changes from: June 24, 2014 : : 145 35 0 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 43.0 3.2 47.3 7.9 0.0 0.0 0.0 2.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 62,342 : : Positions : : 58,656 58,795 1,235 655 775 0 0 0 575 1,050 0 : : : : Changes from: June 24, 2014 : : 460 280 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 94.3 2.0 1.1 1.2 0.0 0.0 0.0 0.9 1.7 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 57,777 : : Positions : : 55,322 54,290 960 475 940 0 0 0 25 1,000 0 : : : : Changes from: June 24, 2014 : : 180 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 94.0 1.7 0.8 1.6 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 15,606 : : Positions : : 11,690 14,985 2,105 0 40 0 400 0 1,350 0 156 : : : : Changes from: June 24, 2014 : : -40 160 100 0 -100 0 0 0 100 0 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 96.0 13.5 0.0 0.3 0.0 2.6 0.0 8.7 0.0 1.0 : : : : 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 11,620 : : Positions : : 10,710 8,585 410 1,830 95 0 550 0 0 250 0 : : : : Changes from: June 24, 2014 : : 200 300 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 73.9 3.5 15.7 0.8 0.0 4.7 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 18,965 : : Positions : : 17,775 13,350 50 0 650 0 1,800 0 0 3,045 0 : : : : Changes from: June 24, 2014 : : 0 500 50 -450 450 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 70.4 0.3 0.0 3.4 0.0 9.5 0.0 0.0 16.1 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 23,978 : : Positions : : 22,968 22,338 205 20 270 0 1,050 0 0 300 0 : : : : Changes from: June 24, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 93.2 0.9 0.1 1.1 0.0 4.4 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 64,332 : : Positions : : 47,865 54,996 630 2,395 1,295 3,950 0 0 4,946 0 850 : : : : Changes from: June 24, 2014 : : 830 -90 -720 0 585 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 85.5 1.0 3.7 2.0 6.1 0.0 0.0 7.7 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 58,558 : : Positions : : 45,924 49,309 170 2,840 1,135 2,750 0 0 3,625 300 454 : : : : Changes from: June 24, 2014 : : 290 -330 -620 0 585 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 84.2 0.3 4.8 1.9 4.7 0.0 0.0 6.2 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 41,090 : : Positions : : 30,595 30,076 2,720 665 995 0 4,525 325 3,850 2,075 320 : : : : Changes from: June 24, 2014 : : 50 -490 300 -300 300 0 1,200 -250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 73.2 6.6 1.6 2.4 0.0 11.0 0.8 9.4 5.0 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 36,860 : : Positions : : 27,840 33,855 5,245 115 600 0 350 1,050 1,300 0 430 : : : : Changes from: June 24, 2014 : : 200 110 0 0 0 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 91.8 14.2 0.3 1.6 0.0 0.9 2.8 3.5 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 28,785 : : Positions : : 11,920 21,880 1,200 925 975 0 2,895 425 13,700 1,400 0 : : : : Changes from: June 24, 2014 : : 600 -300 0 600 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 76.0 4.2 3.2 3.4 0.0 10.1 1.5 47.6 4.9 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 22,495 : : Positions : : 20,385 16,850 300 4,050 300 50 0 300 0 300 0 : : : : Changes from: June 24, 2014 : : -15 -15 0 0 0 0 0 0 0 0 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 July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 34,435 : : Positions : : 23,600 23,995 0 2,185 935 1,775 0 675 5,170 4,825 155 : : : : Changes from: June 24, 2014 : : -105 1,095 0 0 0 1,200 0 -250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 69.7 0.0 6.3 2.7 5.2 0.0 2.0 15.0 14.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 1, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 27,745 : : Positions : : 24,095 23,385 0 1,140 360 225 0 750 205 0 940 : : : : Changes from: June 24, 2014 : : 125 275 0 0 0 0 0 0 150 0 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 84.3 0.0 4.1 1.3 0.8 0.0 2.7 0.7 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 18 0 . . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated July 4, 2014