Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 89,268 : : Positions : : 14,255 23,462 2,071 1,974 2,908 6,438 5,922 3,075 51,556 42,793 7,516 : : : : Changes from: July 8, 2014 : : -172 903 -15 10 301 0 -365 105 8 -562 592 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 26.3 2.3 2.2 3.3 7.2 6.6 3.4 57.8 47.9 8.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 11 13 . . 4 . . . 17 15 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 31,943 : : Positions : : 9,165 5,820 3,189 390 778 3,390 995 1,140 10,591 19,213 2,900 : : : : Changes from: July 8, 2014 : : 720 -75 175 0 -64 -575 995 345 520 -125 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 18.2 10.0 1.2 2.4 10.6 3.1 3.6 33.2 60.1 9.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 9 8 . . . . . . 8 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 169,077 : : Positions : : 102,605 107,282 62 14,397 21,512 5,848 4,143 4,986 21,234 3,888 12,049 : : : : Changes from: July 8, 2014 : : -833 2,862 -379 303 -1,146 213 -125 -176 3,815 -52 -271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 63.5 0.0 8.5 12.7 3.5 2.5 2.9 12.6 2.3 7.1 : : : : Number of Traders in Each Category Total Traders: 79 : : 46 47 . 7 6 . 5 6 10 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 50,613 : : Positions : : 17,854 44,435 20,447 3,868 1,023 10,009 0 1,001 225 232 54 : : : : Changes from: July 8, 2014 : : -621 -213 -74 0 0 560 0 0 0 78 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 87.8 40.4 7.6 2.0 19.8 0.0 2.0 0.4 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 391,787 : : Positions : : 210,127 326,784 112,649 23,270 13,462 26,622 328 27,943 984 0 0 : : : : Changes from: July 8, 2014 : : 13,386 9,253 -6,701 0 0 2,568 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 83.4 28.8 5.9 3.4 6.8 0.1 7.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 1,495,000 : : Positions : :1,083,471 1,265,844 177,107 29,728 110,278 0 21,002 9,876 57,921 1,925 56,347 : : : : Changes from: July 8, 2014 : : 12,239 -4,821 -7,792 -99 -16,147 0 11,279 -4,309 2,697 785 -785 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 84.7 11.8 2.0 7.4 0.0 1.4 0.7 3.9 0.1 3.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 37 6 . 5 0 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 45,619 : : Positions : : 37,205 22,277 23 11,382 2,091 590 3,623 4,663 719 1,256 329 : : : : Changes from: July 8, 2014 : : -2,611 -1,573 23 196 -497 -26 -1,522 -278 -385 -99 204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 48.8 0.1 24.9 4.6 1.3 7.9 10.2 1.6 2.8 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 299,465 : : Positions : : 190,432 208,699 89,699 23,170 3,848 0 48,790 13,270 1,304 776 912 : : : : Changes from: July 8, 2014 : : -14,055 -13,744 -665 -640 0 0 -16 -640 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 69.7 30.0 7.7 1.3 0.0 16.3 4.4 0.4 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 621,597 : : Positions : : 498,286 482,957 18,804 75,980 56,440 36,376 0 6,220 5,471 0 0 : : : : Changes from: July 8, 2014 : : 720 38,370 0 -22,916 -9,408 12,840 0 -5,853 1,894 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 77.7 3.0 12.2 9.1 5.9 0.0 1.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 25 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 53,533 : : Positions : : 38,232 44,984 5,442 1,244 743 3,463 0 842 2,923 3,874 1,166 : : : : Changes from: July 8, 2014 : : 2,394 1,280 -169 -1,207 -510 -804 0 129 0 1,370 -471 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 84.0 10.2 2.3 1.4 6.5 0.0 1.6 5.5 7.2 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 23 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 39,210 : : Positions : : 30,120 38,930 8,450 0 250 0 0 0 150 0 0 : : : : Changes from: July 8, 2014 : : 2,090 550 -1,600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 99.3 21.6 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 13 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 53,980 : : Positions : : 42,905 53,230 10,455 0 250 50 450 50 150 0 0 : : : : Changes from: July 8, 2014 : : 2,545 1,160 -1,625 0 0 0 -50 50 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 98.6 19.4 0.0 0.5 0.1 0.8 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 14 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 9,380 : : Positions : : 6,980 8,280 2,100 100 300 0 0 0 0 700 0 : : : : Changes from: July 8, 2014 : : -2,200 -1,050 50 -600 -50 0 0 0 0 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 88.3 22.4 1.1 3.2 0.0 0.0 0.0 0.0 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 265,024 : : Positions : : 182,232 227,824 39,776 0 31,360 9,272 768 2,384 0 2,688 0 : : : : Changes from: July 8, 2014 : : -3,808 536 -360 -6,640 -408 -1,568 0 808 -384 1,136 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 86.0 15.0 0.0 11.8 3.5 0.3 0.9 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 11,817 : : Positions : : 8,660 6,710 0 2,886 657 0 113 86 1,878 1,002 234 : : : : Changes from: July 8, 2014 : : -814 87 0 -719 0 -42 -52 -21 -355 -315 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 56.8 0.0 24.4 5.6 0.0 1.0 0.7 15.9 8.5 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 0 4 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 18,550 : : Positions : : 14,450 12,850 0 4,300 750 500 0 150 2,450 250 250 : : : : Changes from: July 8, 2014 : : -100 -350 -250 -300 -350 300 0 -300 -600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 69.3 0.0 23.2 4.0 2.7 0.0 0.8 13.2 1.3 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 0 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 16,760 : : Positions : : 13,700 14,825 1,075 200 675 760 0 0 550 1,000 0 : : : : Changes from: July 8, 2014 : : -2,805 -1,305 -250 -1,200 0 0 0 0 -50 -650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 88.5 6.4 1.2 4.0 4.5 0.0 0.0 3.3 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 11,387 : : Positions : : 9,992 7,347 600 2,930 180 0 535 375 0 0 0 : : : : Changes from: July 8, 2014 : : 533 -12 0 -115 0 0 350 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 64.5 5.3 25.7 1.6 0.0 4.7 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 20,246 : : Positions : : 14,567 14,999 153 754 2,570 1,331 0 620 387 152 0 : : : : Changes from: July 8, 2014 : : -712 -340 -210 -655 -255 157 0 3 -187 86 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 74.1 0.8 3.7 12.7 6.6 0.0 3.1 1.9 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 19 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 32,775 : : Positions : : 27,593 22,226 1,304 1,240 2,109 0 3,781 1,154 0 1,705 450 : : : : Changes from: July 8, 2014 : : -720 668 -30 -1,678 -600 0 245 10 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 67.8 4.0 3.8 6.4 0.0 11.5 3.5 0.0 5.2 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 25 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 40,854 : : Positions : : 34,294 27,547 741 5,393 804 150 2,221 2,595 650 789 1,490 : : : : Changes from: July 8, 2014 : : 1,282 830 -87 160 -1,803 0 355 10 0 -150 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 67.4 1.8 13.2 2.0 0.4 5.4 6.4 1.6 1.9 3.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 30 . 6 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 34,160 : : Positions : : 31,970 30,110 100 2,800 1,250 0 0 0 600 0 0 : : : : Changes from: July 8, 2014 : : 2,010 550 -1,700 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 88.1 0.3 8.2 3.7 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 39,114 : : Positions : : 36,654 34,754 400 2,810 1,550 0 0 0 450 0 0 : : : : Changes from: July 8, 2014 : : 1,740 40 -1,700 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 88.9 1.0 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 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 440,503 : : Positions : : 267,846 386,907 81,488 19,460 4,737 41,620 0 22,879 18,700 3,287 3,233 : : : : Changes from: July 8, 2014 : : 19,145 6,991 -12,546 376 -5,087 0 0 0 1,144 376 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 87.8 18.5 4.4 1.1 9.4 0.0 5.2 4.2 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 25 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 31,881 : : Positions : : 19,056 27,513 4,180 1,465 393 4,118 256 901 1,717 961 306 : : : : Changes from: July 8, 2014 : : 1,319 2,701 223 -1,132 -1,197 -90 0 0 -118 0 -118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 86.3 13.1 4.6 1.2 12.9 0.8 2.8 5.4 3.0 1.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 29 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 14,936 : : Positions : : 9,187 11,996 1,982 127 586 1,030 0 1,842 179 255 130 : : : : Changes from: July 8, 2014 : : -1,432 -2,145 -825 -1,014 0 -827 0 77 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 80.3 13.3 0.9 3.9 6.9 0.0 12.3 1.2 1.7 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 7 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 245,872 : : Positions : : 100,727 222,640 49,835 0 15,520 69,148 0 7,712 2,930 0 0 : : : : Changes from: July 8, 2014 : : -10,880 -21,120 -960 0 -1,280 -8,960 0 0 -320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 90.6 20.3 0.0 6.3 28.1 0.0 3.1 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 4 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 509,864 : : Positions : : 351,568 481,969 140,695 0 2,400 0 10,753 12,832 2,369 1,910 0 : : : : Changes from: July 8, 2014 : : 11,025 -2,141 -10,888 0 -1,569 0 760 -760 0 1,518 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 94.5 27.6 0.0 0.5 0.0 2.1 2.5 0.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 43,857 : : Positions : : 29,011 40,936 4,429 1,324 0 2,548 132 1,018 6,212 0 0 : : : : Changes from: July 8, 2014 : : 788 2,006 -108 44 -489 727 0 -63 685 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 93.3 10.1 3.0 0.0 5.8 0.3 2.3 14.2 0.0 0.0 : : : : 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 15, 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 - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 5,953 : : Positions : : 4,569 4,439 710 106 127 0 832 0 123 256 0 : : : : Changes from: July 8, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 74.6 11.9 1.8 2.1 0.0 14.0 0.0 2.1 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 75,754 : : Positions : : 73,402 67,218 2,352 4,632 0 0 3,904 0 0 0 0 : : : : Changes from: July 8, 2014 : : 18,373 -440 -18,813 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 88.7 3.1 6.1 0.0 0.0 5.2 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 15, 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 15,546 : : Positions : : 10,607 13,913 1,073 0 240 148 0 0 2,085 379 329 : : : : Changes from: July 8, 2014 : : 1,043 -184 -1,651 0 23 0 0 0 428 44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 89.5 6.9 0.0 1.5 1.0 0.0 0.0 13.4 2.4 2.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 206,420 : : Positions : : 124,769 201,323 43,110 2,753 0 0 0 0 36,522 325 2,019 : : : : Changes from: July 8, 2014 : : 39,073 -7,425 -48,043 0 0 0 0 0 0 -1,545 417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 97.5 20.9 1.3 0.0 0.0 0.0 0.0 17.7 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 20 4 . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 11,586 : : Positions : : 6,773 6,376 2,134 3,816 513 1,249 0 21 256 223 466 : : : : Changes from: July 8, 2014 : : 278 -234 -940 -86 -42 -65 0 21 0 -300 231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 55.0 18.4 32.9 4.4 10.8 0.0 0.2 2.2 1.9 4.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 131,089 : : Positions : : 85,113 51,771 31,334 76,182 784 4,280 0 0 7,226 0 2,352 : : : : Changes from: July 8, 2014 : : 28,615 488 -28,208 1,143 -1,568 0 0 0 1,224 0 -816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 39.5 23.9 58.1 0.6 3.3 0.0 0.0 5.5 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 20,520 : : Positions : : 14,199 15,309 4,072 769 385 0 2,245 1,812 52 0 0 : : : : Changes from: July 8, 2014 : : 154 78 -76 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 74.6 19.8 3.7 1.9 0.0 10.9 8.8 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 148,596 : : Positions : : 120,613 80,866 0 39,091 24,127 0 656 3,856 0 0 0 : : : : Changes from: July 8, 2014 : : 328 984 0 -984 0 0 328 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 54.4 0.0 26.3 16.2 0.0 0.4 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 1X FIXED - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 127,509 : : Positions : : 7,263 10,654 3,428 0 1,435 0 54 133 1,832 1,800 1,681 : : : : Changes from: July 8, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 8.4 2.7 0.0 1.1 0.0 0.0 0.1 1.4 1.4 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 5 0 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 23,170 : : Positions : : 15,040 15,365 7,650 6,805 50 0 825 75 0 50 0 : : : : Changes from: July 8, 2014 : : 0 -550 -550 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 66.3 33.0 29.4 0.2 0.0 3.6 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 15, 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 19,265 : : Positions : : 14,500 11,560 4,270 6,805 0 0 900 0 0 0 0 : : : : Changes from: July 8, 2014 : : 0 -1,320 -1,340 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 60.0 22.2 35.3 0.0 0.0 4.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 4 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 9,840 : : Positions : : 8,765 8,460 580 1,080 240 0 0 0 0 0 0 : : : : Changes from: July 8, 2014 : : 100 425 0 -325 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 86.0 5.9 11.0 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 21,935 : : Positions : : 20,800 19,985 385 1,155 495 0 0 0 0 300 0 : : : : Changes from: July 8, 2014 : : -15 200 0 -215 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 91.1 1.8 5.3 2.3 0.0 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 20,685 : : Positions : : 19,715 20,685 485 0 0 0 0 0 0 0 0 : : : : Changes from: July 8, 2014 : : 260 -160 -420 0 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 100.0 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 8 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 23,680 : : Positions : : 22,170 23,675 950 0 5 0 0 0 0 0 0 : : : : Changes from: July 8, 2014 : : 185 -35 -220 0 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 100.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 122,035 : : Positions : : 105,850 110,605 4,740 1,850 9,355 1,510 0 0 400 225 0 : : : : Changes from: July 8, 2014 : : 5,505 230 -5,355 -80 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 90.6 3.9 1.5 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 15, 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 DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 157,001 : : Positions : : 139,945 148,601 6,991 1,140 7,210 2,370 50 0 425 0 0 : : : : Changes from: July 8, 2014 : : 8,825 -175 -8,975 25 115 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 94.6 4.5 0.7 4.6 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 15, 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 151,067 : : Positions : : 107,702 120,295 11,042 16,051 3,265 404 100 3,596 19,179 1,761 5,429 : : : : Changes from: July 8, 2014 : : 3,307 2,871 1,137 2,361 -3,395 -210 -25 15 245 -729 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 79.6 7.3 10.6 2.2 0.3 0.1 2.4 12.7 1.2 3.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 33 5 4 5 . . . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 95,100 : : Positions : : 77,830 79,675 7,330 5,915 5,530 750 0 1,000 1,600 1,870 930 : : : : Changes from: July 8, 2014 : : 1,220 215 -1,035 365 -700 0 0 0 280 -100 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 83.8 7.7 6.2 5.8 0.8 0.0 1.1 1.7 2.0 1.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 25 . 5 5 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 23,520 : : Positions : : 21,230 18,575 1,115 3,760 535 0 525 0 0 125 0 : : : : Changes from: July 8, 2014 : : 0 -345 -345 0 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 79.0 4.7 16.0 2.3 0.0 2.2 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 9 4 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 17,655 1,430 1,825 1,260 0 300 0 0 0 0 : : : : Changes from: July 8, 2014 : : 0 280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 83.9 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 15, 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 33,697 : : Positions : : 20,336 22,740 2,778 289 4,717 0 199 304 220 64 374 : : : : Changes from: July 8, 2014 : : -73 -115 4 28 -22 0 22 4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 67.5 8.2 0.9 14.0 0.0 0.6 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 15, 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 10,262 : : Positions : : 4,378 5,864 848 0 1,614 0 168 792 0 210 240 : : : : Changes from: July 8, 2014 : : 80 0 -80 0 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 57.1 8.3 0.0 15.7 0.0 1.6 7.7 0.0 2.0 2.3 : : : : 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 15, 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 18,133 : : Positions : : 10,993 14,737 6,052 1,221 0 0 1,600 0 576 0 0 : : : : Changes from: July 8, 2014 : : 86 -19 -41 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 81.3 33.4 6.7 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 15, 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 375,577 : : Positions : : 246,693 341,728 118,355 0 4,206 0 29,643 0 6,323 0 0 : : : : Changes from: July 8, 2014 : : 1,528 1,160 -368 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 91.0 31.5 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 15, 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 8, 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 15, 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 8, 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 15, 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 8, 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 15, 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 8, 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 15, 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 2,787,035 : : Positions : :2,185,148 1,421,132 47,136 507,170 550,013 0 308,720 0 4,738 0 0 : : : : Changes from: July 8, 2014 : : 0 -163 0 164 -164 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 15, 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 20,206 : : Positions : : 13,143 12,287 4,485 640 1,275 0 629 1,280 0 3,840 0 : : : : Changes from: July 8, 2014 : : 520 520 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 60.8 22.2 3.2 6.3 0.0 3.1 6.3 0.0 19.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 8, 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 15, 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 8, 2014 : : 0 0 0 0 0 0 0 0 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 15, 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 8, 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 15, 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 8, 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 15, 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 321,571 : : Positions : : 240,504 286,241 35,239 0 0 22,348 0 23,480 0 11,850 0 : : : : Changes from: July 8, 2014 : : 15,269 15,269 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 89.0 11.0 0.0 0.0 6.9 0.0 7.3 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 0 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 8, 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 15, 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 8, 2014 : : 0 0 0 0 0 0 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 15, 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 8, 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 15, 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 8, 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 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 20,069 : : Positions : : 8,754 18,308 6,450 776 120 0 0 0 3,785 0 0 : : : : Changes from: July 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 91.2 32.1 3.9 0.6 0.0 0.0 0.0 18.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 8, 2014 : : 0 0 0 0 0 0 0 0 0 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 15, 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 14,293 : : Positions : : 11,414 10,994 95 2,254 270 125 300 0 1,613 0 415 : : : : Changes from: July 8, 2014 : : 180 1,235 40 -1,015 -330 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 76.9 0.7 15.8 1.9 0.9 2.1 0.0 11.3 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 12,078 : : Positions : : 7,569 8,461 1,285 3,270 50 0 0 0 2,015 0 225 : : : : Changes from: July 8, 2014 : : 440 330 -60 -60 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 70.1 10.6 27.1 0.4 0.0 0.0 0.0 16.7 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 12,997 : : Positions : : 11,183 5,809 519 5,169 319 0 350 0 0 720 600 : : : : Changes from: July 8, 2014 : : 700 1,050 375 -280 -740 0 0 0 0 275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 44.7 4.0 39.8 2.5 0.0 2.7 0.0 0.0 5.5 4.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 9,379 : : Positions : : 8,300 6,090 260 2,724 285 0 0 0 165 0 75 : : : : Changes from: July 8, 2014 : : 475 1,970 -50 -1,740 -480 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 64.9 2.8 29.0 3.0 0.0 0.0 0.0 1.8 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 4,515 : : Positions : : 3,560 2,970 275 390 195 310 0 75 0 0 0 : : : : Changes from: July 8, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 65.8 6.1 8.6 4.3 6.9 0.0 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 59,635 : : Positions : : 56,006 56,216 1,165 615 775 0 0 0 525 1,050 0 : : : : Changes from: July 8, 2014 : : 285 285 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 94.3 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: 26 : : 15 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 55,552 : : Positions : : 53,082 52,112 890 450 940 0 0 0 25 950 0 : : : : Changes from: July 8, 2014 : : 305 305 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 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 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 8, 2014 : : 0 0 0 0 0 0 0 0 0 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 15, 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 8, 2014 : : 0 0 0 0 0 0 0 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 15, 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 8, 2014 : : 0 0 0 0 0 0 0 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 15, 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 8, 2014 : : 0 0 0 0 0 0 0 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 15, 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 59,393 : : Positions : : 44,027 50,714 385 2,300 1,295 3,650 0 0 4,907 0 736 : : : : Changes from: July 8, 2014 : : -950 -950 -45 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 85.4 0.6 3.9 2.2 6.1 0.0 0.0 8.3 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 15, 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 53,500 : : Positions : : 41,985 44,990 65 2,710 1,135 2,550 0 0 3,365 250 454 : : : : Changes from: July 8, 2014 : : -855 -900 -45 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 84.1 0.1 5.1 2.1 4.8 0.0 0.0 6.3 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 15, 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 39,660 : : Positions : : 29,515 28,871 2,385 770 1,090 0 4,725 250 4,125 1,850 220 : : : : Changes from: July 8, 2014 : : 875 450 0 0 0 0 325 -75 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 72.8 6.0 1.9 2.7 0.0 11.9 0.6 10.4 4.7 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 35,460 : : Positions : : 27,040 32,645 4,820 170 600 0 300 1,050 1,300 0 330 : : : : Changes from: July 8, 2014 : : 600 420 -10 170 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 92.1 13.6 0.5 1.7 0.0 0.8 3.0 3.7 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 27,555 : : Positions : : 10,505 20,905 1,200 1,000 900 0 2,585 735 13,700 1,200 0 : : : : Changes from: July 8, 2014 : : -200 200 0 0 0 0 -400 400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 75.9 4.4 3.6 3.3 0.0 9.4 2.7 49.7 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 15, 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 : : 21,960 22,285 180 1,710 1,055 1,750 0 675 4,780 5,125 55 : : : : Changes from: July 8, 2014 : : -100 0 0 0 0 0 0 0 100 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 68.3 0.6 5.2 3.2 5.4 0.0 2.1 14.7 15.7 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 15, 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 8, 2014 : : 0 0 0 0 0 0 0 0 0 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 18, 2014