Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 88,414 : : Positions : : 14,427 22,559 2,086 1,964 2,607 6,438 6,287 2,970 51,548 43,355 6,924 : : : : Changes from: July 1, 2014 : : 324 -146 -180 180 222 120 75 -510 915 1,160 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 25.5 2.4 2.2 2.9 7.3 7.1 3.4 58.3 49.0 7.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 13 4 . 4 . . . 17 14 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 30,867 : : Positions : : 8,445 5,895 3,014 390 842 3,965 0 795 10,071 19,338 2,905 : : : : Changes from: July 1, 2014 : : 85 560 560 0 110 -545 0 225 -255 -270 341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 19.1 9.8 1.3 2.7 12.8 0.0 2.6 32.6 62.6 9.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 9 8 . . . . 0 . 7 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 167,768 : : Positions : : 103,438 104,420 441 14,094 22,658 5,636 4,267 5,162 17,418 3,941 12,319 : : : : Changes from: July 1, 2014 : : -2,608 -2,231 -100 638 103 168 469 -313 1,390 -348 -332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 62.2 0.3 8.4 13.5 3.4 2.5 3.1 10.4 2.3 7.3 : : : : Number of Traders in Each Category Total Traders: 79 : : 46 47 . 7 7 4 5 6 9 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 50,748 : : Positions : : 18,475 44,648 20,521 3,868 1,023 9,449 0 1,001 225 154 54 : : : : Changes from: July 1, 2014 : : -342 532 130 0 0 746 0 0 -2 0 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 88.0 40.4 7.6 2.0 18.6 0.0 2.0 0.4 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 8, 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 382,534 : : Positions : : 196,741 317,531 119,350 23,270 13,462 24,054 328 27,943 984 0 0 : : : : Changes from: July 1, 2014 : : 5,915 1,576 -2,371 0 0 -2,296 0 2,296 0 -328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 83.0 31.2 6.1 3.5 6.3 0.1 7.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 1,509,097 : : Positions : :1,071,232 1,270,665 184,899 29,827 126,425 0 9,723 14,185 55,224 1,140 57,132 : : : : Changes from: July 1, 2014 : : -51,196 -56,783 -7,609 -264 -1,155 -768 -768 0 1,054 -704 770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 84.2 12.3 2.0 8.4 0.0 0.6 0.9 3.7 0.1 3.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 37 6 . 6 0 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 49,189 : : Positions : : 39,816 23,850 0 11,186 2,588 616 5,145 4,940 1,103 1,355 125 : : : : Changes from: July 1, 2014 : : 788 539 0 -75 7 0 -289 156 1 614 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 48.5 0.0 22.7 5.3 1.3 10.5 10.0 2.2 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 8, 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 621,404 : : Positions : : 497,566 444,587 18,804 98,896 65,848 23,536 0 12,073 3,577 0 0 : : : : Changes from: July 1, 2014 : : -20,393 -10,409 -1,536 -14,208 0 -2,304 0 0 -384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 71.5 3.0 15.9 10.6 3.8 0.0 1.9 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 24 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 52,942 : : Positions : : 35,838 43,704 5,611 2,451 1,253 4,267 0 713 2,923 2,504 1,637 : : : : Changes from: July 1, 2014 : : -2,598 -2,995 -168 -189 -21 -351 0 -44 -88 0 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 82.6 10.6 4.6 2.4 8.1 0.0 1.3 5.5 4.7 3.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 24 . . 4 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 38,660 : : Positions : : 28,030 38,380 10,050 0 250 0 0 0 150 0 0 : : : : Changes from: July 1, 2014 : : -1,600 -1,815 -175 0 -25 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 99.3 26.0 0.0 0.6 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 52,850 : : Positions : : 40,360 52,070 12,080 0 250 50 500 0 50 0 0 : : : : Changes from: July 1, 2014 : : -2,600 -2,990 -200 0 0 0 100 -100 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 98.5 22.9 0.0 0.5 0.1 0.9 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 13 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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: July 1, 2014 : : 0 0 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 8, 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 271,128 : : Positions : : 186,040 227,288 40,136 6,640 31,768 10,840 768 1,576 384 1,552 384 : : : : Changes from: July 1, 2014 : : 5,912 4,776 448 0 -448 -816 -384 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 83.8 14.8 2.4 11.7 4.0 0.3 0.6 0.1 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 13,070 : : Positions : : 9,473 6,623 0 3,605 657 42 165 107 2,233 1,317 213 : : : : Changes from: July 1, 2014 : : 182 48 0 0 0 0 50 0 42 84 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 50.7 0.0 27.6 5.0 0.3 1.3 0.8 17.1 10.1 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 0 4 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 0 0 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 8, 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 11,284 : : Positions : : 9,459 7,359 600 3,045 180 0 185 375 0 0 0 : : : : Changes from: July 1, 2014 : : 925 420 0 480 -500 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 65.2 5.3 27.0 1.6 0.0 1.6 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 21,514 : : Positions : : 15,279 15,339 363 1,409 2,825 1,174 0 617 574 66 44 : : : : Changes from: July 1, 2014 : : 21 -84 -63 0 0 -63 0 42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 71.3 1.7 6.5 13.1 5.5 0.0 2.9 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 8, 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 34,115 : : Positions : : 28,313 21,558 1,334 2,918 2,709 0 3,536 1,144 0 1,690 450 : : : : Changes from: July 1, 2014 : : -1,505 -778 77 -70 -100 0 -395 -155 0 -165 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 63.2 3.9 8.6 7.9 0.0 10.4 3.4 0.0 5.0 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 24 4 . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 41,257 : : Positions : : 33,012 26,717 828 5,233 2,607 150 1,866 2,585 650 939 1,295 : : : : Changes from: July 1, 2014 : : -1,731 -975 -70 -164 -26 0 -687 0 50 70 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 64.8 2.0 12.7 6.3 0.4 4.5 6.3 1.6 2.3 3.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 29 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 33,610 : : Positions : : 29,960 29,560 1,800 2,800 1,250 0 0 0 600 0 0 : : : : Changes from: July 1, 2014 : : -1,900 -6,150 -1,200 2,800 800 0 0 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 88.0 5.4 8.3 3.7 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 39,074 : : Positions : : 34,914 34,714 2,100 2,810 1,550 0 0 0 450 0 0 : : : : Changes from: July 1, 2014 : : -3,026 -7,291 -1,390 2,810 790 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 88.8 5.4 7.2 4.0 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 437,847 : : Positions : : 248,701 379,916 94,034 19,084 9,824 41,620 0 22,879 17,556 2,911 3,233 : : : : Changes from: July 1, 2014 : : -17,631 -21,103 -9,552 1,968 -1,152 7,296 -384 -10,368 776 408 -792 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 86.8 21.5 4.4 2.2 9.5 0.0 5.2 4.0 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 24 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 31,882 : : Positions : : 17,736 24,812 3,957 2,597 1,589 4,208 256 901 1,835 961 424 : : : : Changes from: July 1, 2014 : : -1,519 -1,753 -352 420 -376 229 -189 -229 270 -148 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 77.8 12.4 8.1 5.0 13.2 0.8 2.8 5.8 3.0 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 28 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 17,968 : : Positions : : 10,619 14,141 2,807 1,141 586 1,857 0 1,765 179 205 130 : : : : Changes from: July 1, 2014 : : 154 -153 0 154 0 -307 0 307 154 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 78.7 15.6 6.4 3.3 10.3 0.0 9.8 1.0 1.1 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 8 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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: July 1, 2014 : : 0 0 0 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 8, 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 512,056 : : Positions : : 340,543 484,110 151,583 0 3,969 0 9,993 13,592 2,369 392 0 : : : : Changes from: July 1, 2014 : : -17,223 -23,016 -6,177 0 -768 -384 -768 -384 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 94.5 29.6 0.0 0.8 0.0 2.0 2.7 0.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 42,338 : : Positions : : 28,223 38,930 4,537 1,280 489 1,821 132 1,081 5,527 0 0 : : : : Changes from: July 1, 2014 : : -900 -733 63 -126 -105 -84 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 92.0 10.7 3.0 1.2 4.3 0.3 2.6 13.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 76,194 : : Positions : : 55,029 67,658 21,165 4,632 0 0 3,904 0 0 0 0 : : : : Changes from: July 1, 2014 : : -3,456 -4,992 -1,536 384 -384 0 -384 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 88.8 27.8 6.1 0.0 0.0 5.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 15,682 : : Positions : : 9,564 14,097 2,724 0 217 148 0 0 1,657 335 329 : : : : Changes from: July 1, 2014 : : -1,133 -1,451 -315 0 0 -318 0 0 -23 -63 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 89.9 17.4 0.0 1.4 0.9 0.0 0.0 10.6 2.1 2.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 214,973 : : Positions : : 85,696 208,748 91,153 2,753 0 0 0 0 36,522 1,870 1,602 : : : : Changes from: July 1, 2014 : : -13,473 -14,493 -768 -384 -2,688 -1,152 0 0 83 -433 417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 97.1 42.4 1.3 0.0 0.0 0.0 0.0 17.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 19 4 . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,060 : : Positions : : 6,495 6,610 3,074 3,902 555 1,314 0 0 256 523 235 : : : : Changes from: July 1, 2014 : : -563 -752 42 -210 -147 -273 0 0 -42 147 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 54.8 25.5 32.4 4.6 10.9 0.0 0.0 2.1 4.3 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 17 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 131,842 : : Positions : : 56,498 51,283 59,542 75,039 2,352 4,280 0 0 6,002 0 3,168 : : : : Changes from: July 1, 2014 : : -4,200 -8,832 -4,224 -4,224 -768 -6,144 0 0 1,512 0 -1,512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 38.9 45.2 56.9 1.8 3.2 0.0 0.0 4.6 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 20,442 : : Positions : : 14,045 15,231 4,148 769 385 0 2,245 1,812 52 0 0 : : : : Changes from: July 1, 2014 : : 824 330 -230 0 0 0 316 -286 52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 74.5 20.3 3.8 1.9 0.0 11.0 8.9 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 148,268 : : Positions : : 120,285 79,882 0 40,075 24,127 0 328 3,856 0 0 0 : : : : Changes from: July 1, 2014 : : 3,840 1,238 0 2,602 -2,274 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 53.9 0.0 27.0 16.3 0.0 0.2 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 23,770 : : Positions : : 15,040 15,915 8,200 6,805 100 0 825 75 0 50 0 : : : : Changes from: July 1, 2014 : : -825 -850 -275 -260 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 67.0 34.5 28.6 0.4 0.0 3.5 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 10 5 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 20,585 : : Positions : : 14,500 12,880 5,610 6,805 0 0 900 0 0 0 0 : : : : Changes from: July 1, 2014 : : -680 -680 -250 -260 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 62.6 27.3 33.1 0.0 0.0 4.4 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 8, 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 9,740 : : Positions : : 8,665 8,035 580 1,405 240 0 0 0 0 0 0 : : : : Changes from: July 1, 2014 : : -655 -770 -55 40 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 82.5 6.0 14.4 2.5 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 8, 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 21,975 : : Positions : : 20,815 19,785 385 1,370 520 0 0 0 0 300 0 : : : : Changes from: July 1, 2014 : : -1,025 -625 -75 -495 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 90.0 1.8 6.2 2.4 0.0 0.0 0.0 0.0 1.4 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 8, 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 21,085 : : Positions : : 19,455 20,845 905 0 240 0 0 0 0 0 0 : : : : Changes from: July 1, 2014 : : -2,085 -2,215 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 98.9 4.3 0.0 1.1 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 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 23,955 : : Positions : : 21,985 23,710 1,170 0 245 0 0 0 0 0 0 : : : : Changes from: July 1, 2014 : : -2,385 -2,525 -65 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 99.0 4.9 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 121,885 : : Positions : : 100,345 110,375 10,095 1,930 9,355 1,510 0 0 400 225 0 : : : : Changes from: July 1, 2014 : : -6,540 -7,375 -885 -345 -75 -85 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 90.6 8.3 1.6 7.7 1.2 0.0 0.0 0.3 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 8, 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 157,036 : : Positions : : 131,120 148,776 15,966 1,115 7,095 2,370 50 0 425 0 0 : : : : Changes from: July 1, 2014 : : -10,755 -11,278 -783 -165 -270 55 0 -100 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 94.7 10.2 0.7 4.5 1.5 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 28 5 . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 149,958 : : Positions : : 104,395 117,424 9,904 13,690 6,660 614 125 3,581 18,934 2,490 5,644 : : : : Changes from: July 1, 2014 : : -2,921 -3,235 -966 -1,904 461 -373 -75 -212 -1,374 -365 -515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 78.3 6.6 9.1 4.4 0.4 0.1 2.4 12.6 1.7 3.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 33 5 4 7 . . . . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 95,200 : : Positions : : 76,610 79,460 8,365 5,550 6,230 750 0 1,000 1,320 1,970 810 : : : : Changes from: July 1, 2014 : : -3,528 -2,395 540 -290 -240 -115 -50 -35 55 -300 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 83.5 8.8 5.8 6.5 0.8 0.0 1.1 1.4 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 23 . 5 6 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 24,045 : : Positions : : 21,230 18,920 1,460 3,760 715 0 525 0 0 125 0 : : : : Changes from: July 1, 2014 : : -1,375 -1,495 -270 -185 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 78.7 6.1 15.6 3.0 0.0 2.2 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 8, 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 21,045 : : Positions : : 18,030 17,375 1,430 1,825 1,260 0 300 0 0 0 0 : : : : Changes from: July 1, 2014 : : -950 -1,155 -200 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 82.6 6.8 8.7 6.0 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 33,794 : : Positions : : 20,409 22,855 2,774 261 4,740 0 177 300 220 64 374 : : : : Changes from: July 1, 2014 : : -204 44 10 -130 119 0 65 12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 67.6 8.2 0.8 14.0 0.0 0.5 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 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 8, 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 : : 10,907 14,756 6,093 1,221 0 0 1,600 0 576 0 0 : : : : Changes from: July 1, 2014 : : 65 0 -65 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 81.6 33.7 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 8, 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 : : 245,165 340,568 118,723 0 4,206 0 29,643 0 6,323 0 0 : : : : Changes from: July 1, 2014 : : 784 0 -784 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 91.0 31.7 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 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 0 0 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 8, 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: July 1, 2014 : : 0 0 0 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 8, 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: July 1, 2014 : : 0 0 0 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 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 8, 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 2,787,198 : : Positions : :2,185,148 1,421,295 47,136 507,006 550,177 0 308,720 0 4,738 0 0 : : : : Changes from: July 1, 2014 : : 0 -238 0 238 -238 0 0 0 0 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 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 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 8, 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 74,862 : : Positions : : 59,256 48,302 0 14,468 8,892 1,905 0 3,200 1,353 0 0 : : : : Changes from: July 1, 2014 : : 0 0 0 -530 0 -530 0 320 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 64.5 0.0 19.3 11.9 2.5 0.0 4.3 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 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 0 0 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 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 0 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 8, 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 1,744,419 : : Positions : :1,017,330 1,191,030 143,180 239,851 313,538 253,250 0 0 17,121 0 0 : : : : Changes from: July 1, 2014 : : 0 0 0 -9,885 0 -9,885 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 68.3 8.2 13.7 18.0 14.5 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 8, 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: July 1, 2014 : : 0 0 0 0 0 0 0 0 0 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: 22 : : 12 11 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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: July 1, 2014 : : 0 0 0 0 0 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 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 19,919 : : Positions : : 8,754 18,308 6,450 776 120 0 0 0 3,785 0 0 : : : : Changes from: July 1, 2014 : : -565 -1,050 -85 -43 0 0 0 0 -443 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 91.9 32.4 3.9 0.6 0.0 0.0 0.0 19.0 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 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 18,625 : : Positions : : 8,815 17,080 5,340 480 420 0 0 0 3,351 0 0 : : : : Changes from: July 1, 2014 : : -495 -732 50 0 -50 0 0 0 -292 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 91.7 28.7 2.6 2.3 0.0 0.0 0.0 18.0 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 8, 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 14,343 : : Positions : : 11,234 9,759 55 3,269 600 125 300 0 1,613 0 415 : : : : Changes from: July 1, 2014 : : -146 -583 -183 -211 -114 0 -50 0 -565 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 68.0 0.4 22.8 4.2 0.9 2.1 0.0 11.2 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 . 4 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 11,796 : : Positions : : 7,129 8,131 1,345 3,330 110 0 0 0 2,015 0 225 : : : : Changes from: July 1, 2014 : : -60 -60 3 0 -3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 68.9 11.4 28.2 0.9 0.0 0.0 0.0 17.1 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 12,722 : : Positions : : 10,483 4,759 144 5,449 1,059 0 350 0 0 445 600 : : : : Changes from: July 1, 2014 : : -787 -313 -20 165 -40 -75 25 -25 0 -780 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 37.4 1.1 42.8 8.3 0.0 2.8 0.0 0.0 3.5 4.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 9,489 : : Positions : : 7,825 4,120 310 4,464 765 0 0 0 215 0 75 : : : : Changes from: July 1, 2014 : : -270 -65 0 -145 0 0 0 0 20 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 43.4 3.3 47.0 8.1 0.0 0.0 0.0 2.3 0.0 0.8 : : : : 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 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 59,365 : : Positions : : 55,721 55,931 1,165 615 775 0 0 0 525 1,050 0 : : : : Changes from: July 1, 2014 : : -2,935 -2,864 -70 -40 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 94.2 2.0 1.0 1.3 0.0 0.0 0.0 0.9 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 55,247 : : Positions : : 52,777 51,807 890 450 940 0 0 0 25 950 0 : : : : Changes from: July 1, 2014 : : -2,545 -2,483 -70 -25 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 93.8 1.6 0.8 1.7 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 14,166 : : Positions : : 10,390 13,620 2,020 0 40 0 350 0 1,150 0 156 : : : : Changes from: July 1, 2014 : : -1,300 -1,365 -85 0 0 0 -50 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 96.1 14.3 0.0 0.3 0.0 2.5 0.0 8.1 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 6 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 11,190 : : Positions : : 10,350 8,395 440 1,730 65 0 500 0 0 250 0 : : : : Changes from: July 1, 2014 : : -360 -190 30 -100 -30 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 75.0 3.9 15.5 0.6 0.0 4.5 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 17,950 : : Positions : : 16,775 12,495 100 0 600 0 1,700 0 0 3,045 0 : : : : Changes from: July 1, 2014 : : -1,000 -855 50 0 -50 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 69.6 0.6 0.0 3.3 0.0 9.5 0.0 0.0 17.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 22,665 : : Positions : : 21,645 21,075 175 0 185 0 1,000 0 0 300 0 : : : : Changes from: July 1, 2014 : : -1,323 -1,263 -30 -20 -85 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 93.0 0.8 0.0 0.8 0.0 4.4 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 60,143 : : Positions : : 44,977 51,664 430 2,300 1,295 3,650 0 0 4,907 0 736 : : : : Changes from: July 1, 2014 : : -2,888 -3,332 -200 -95 0 -300 0 0 -39 0 -114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 85.9 0.7 3.8 2.2 6.1 0.0 0.0 8.2 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 54,400 : : Positions : : 42,840 45,890 110 2,710 1,135 2,550 0 0 3,365 250 454 : : : : Changes from: July 1, 2014 : : -3,084 -3,419 -60 -130 0 -200 0 0 -260 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 84.4 0.2 5.0 2.1 4.7 0.0 0.0 6.2 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 39,035 : : Positions : : 28,640 28,421 2,385 770 1,090 0 4,400 325 4,125 1,750 320 : : : : Changes from: July 1, 2014 : : -1,955 -1,655 -335 105 95 0 -125 0 275 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 72.8 6.1 2.0 2.8 0.0 11.3 0.8 10.6 4.5 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 8, 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 34,860 : : Positions : : 26,440 32,225 4,830 0 590 0 300 1,050 1,300 0 330 : : : : Changes from: July 1, 2014 : : -1,400 -1,630 -415 -115 -10 0 -50 0 0 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 92.4 13.9 0.0 1.7 0.0 0.9 3.0 3.7 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 27,395 : : Positions : : 10,705 20,705 1,200 1,000 900 0 2,985 335 13,700 1,200 0 : : : : Changes from: July 1, 2014 : : -1,215 -1,175 0 75 -75 0 90 -90 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 75.6 4.4 3.7 3.3 0.0 10.9 1.2 50.0 4.4 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 8, 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 20,935 : : Positions : : 18,925 15,905 300 3,600 300 0 0 300 0 200 0 : : : : Changes from: July 1, 2014 : : -1,460 -945 0 -450 0 -50 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 76.0 1.4 17.2 1.4 0.0 0.0 1.4 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 32,620 : : Positions : : 22,060 22,285 180 1,710 1,055 1,750 0 675 4,680 5,125 155 : : : : Changes from: July 1, 2014 : : -1,540 -1,710 180 -475 120 -25 0 0 -490 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 68.3 0.6 5.2 3.2 5.4 0.0 2.1 14.3 15.7 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 8, 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 25,315 : : Positions : : 21,790 20,970 0 1,265 235 250 0 725 85 0 940 : : : : Changes from: July 1, 2014 : : -2,305 -2,415 0 125 -125 25 0 -25 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 82.8 0.0 5.0 0.9 1.0 0.0 2.9 0.3 0.0 3.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 17 0 . . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated July 11, 2014