Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 90,627 : : Positions : : 14,895 25,567 1,954 1,029 3,125 4,530 6,899 2,070 55,523 43,217 6,993 : : : : Changes from: July 15, 2014 : : 640 2,105 -117 -945 217 -1,908 977 -1,005 3,967 424 -523 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 28.2 2.2 1.1 3.4 5.0 7.6 2.3 61.3 47.7 7.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 13 . . . . . . 19 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 31,497 : : Positions : : 10,680 5,445 2,554 390 833 645 115 1,695 11,581 19,535 2,689 : : : : Changes from: July 15, 2014 : : 1,515 -375 -635 0 55 -2,745 -880 555 990 322 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 17.3 8.1 1.2 2.6 2.0 0.4 5.4 36.8 62.0 8.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 8 . . . . . . 11 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 169,484 : : Positions : : 100,723 107,460 451 14,095 21,724 6,028 3,662 5,369 21,315 3,227 13,099 : : : : Changes from: July 15, 2014 : : -1,883 178 389 -302 211 180 -481 383 82 -661 1,051 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 63.4 0.3 8.3 12.8 3.6 2.2 3.2 12.6 1.9 7.7 : : : : Number of Traders in Each Category Total Traders: 80 : : 45 46 . 6 6 4 4 7 11 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 50,134 : : Positions : : 18,634 44,008 19,320 3,816 1,075 9,826 0 1,001 224 180 54 : : : : Changes from: July 15, 2014 : : 779 -428 -1,127 -52 52 -183 0 0 -1 -52 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 87.8 38.5 7.6 2.1 19.6 0.0 2.0 0.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 396,020 : : Positions : : 214,615 332,057 107,889 23,270 14,718 31,839 0 25,975 984 0 0 : : : : Changes from: July 15, 2014 : : 4,488 5,273 -4,760 0 1,256 5,217 -328 -1,968 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 83.8 27.2 5.9 3.7 8.0 0.0 6.6 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 1,504,886 : : Positions : :1,091,646 1,281,578 184,257 30,079 105,646 0 21,752 9,485 59,447 1,940 54,406 : : : : Changes from: July 15, 2014 : : 8,175 15,735 7,149 351 -4,632 0 750 -391 1,526 15 -1,941 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 85.2 12.2 2.0 7.0 0.0 1.4 0.6 4.0 0.1 3.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 37 6 . 5 0 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 45,939 : : Positions : : 37,450 23,208 23 11,580 1,840 619 2,817 4,910 742 1,230 355 : : : : Changes from: July 15, 2014 : : 245 931 0 198 -251 29 -806 247 23 -26 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 50.5 0.1 25.2 4.0 1.3 6.1 10.7 1.6 2.7 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 305,369 : : Positions : : 201,584 212,307 84,451 23,170 4,176 0 50,430 13,270 648 776 1,240 : : : : Changes from: July 15, 2014 : : 11,152 3,608 -5,248 0 328 0 1,640 0 -656 0 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 69.5 27.7 7.6 1.4 0.0 16.5 4.3 0.2 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 639,437 : : Positions : : 516,126 501,556 18,804 75,980 56,440 37,135 0 5,461 5,471 0 0 : : : : Changes from: July 15, 2014 : : 17,840 18,599 0 0 0 759 0 -759 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 78.4 2.9 11.9 8.8 5.8 0.0 0.9 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 22, 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 54,387 : : Positions : : 39,332 45,557 5,148 1,244 743 3,488 0 823 2,944 3,874 1,166 : : : : Changes from: July 15, 2014 : : 1,100 573 -294 0 0 25 0 -19 21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 83.8 9.5 2.3 1.4 6.4 0.0 1.5 5.4 7.1 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 25 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 42,535 : : Positions : : 32,945 42,255 8,950 0 250 0 0 0 150 0 0 : : : : Changes from: July 15, 2014 : : 2,825 3,325 500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 99.3 21.0 0.0 0.6 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 5,800 : : Positions : : 5,400 3,400 0 50 150 100 1,600 0 100 0 0 : : : : Changes from: July 15, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 58.6 0.0 0.9 2.6 1.7 27.6 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 58,170 : : Positions : : 46,535 57,420 10,955 0 250 50 450 50 150 0 0 : : : : Changes from: July 15, 2014 : : 3,630 4,190 500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 98.7 18.8 0.0 0.4 0.1 0.8 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 17 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 9,670 : : Positions : : 7,320 8,520 2,000 100 350 0 0 0 0 700 0 : : : : Changes from: July 15, 2014 : : 340 240 -100 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 88.1 20.7 1.0 3.6 0.0 0.0 0.0 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 276,768 : : Positions : : 192,024 238,896 40,656 0 30,064 10,440 768 2,768 0 3,456 816 : : : : Changes from: July 15, 2014 : : 9,792 11,072 880 0 -1,296 1,168 0 384 0 768 816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 86.3 14.7 0.0 10.9 3.8 0.3 1.0 0.0 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 18 4 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 11,922 : : Positions : : 8,850 6,806 0 2,886 657 0 119 107 1,834 1,005 255 : : : : Changes from: July 15, 2014 : : 190 96 0 0 0 0 6 21 -44 3 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 57.1 0.0 24.2 5.5 0.0 1.0 0.9 15.4 8.4 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 0 4 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 18,600 : : Positions : : 14,400 12,950 0 4,300 750 500 0 150 2,600 250 200 : : : : Changes from: July 15, 2014 : : -50 100 0 0 0 0 0 0 150 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 69.6 0.0 23.1 4.0 2.7 0.0 0.8 14.0 1.3 1.1 : : : : 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 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 17,220 : : Positions : : 14,610 15,165 1,075 200 675 290 0 20 550 1,100 0 : : : : Changes from: July 15, 2014 : : 910 340 0 0 0 -470 0 20 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 88.1 6.2 1.2 3.9 1.7 0.0 0.1 3.2 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 12,262 : : Positions : : 10,897 7,112 600 3,830 150 0 535 375 0 0 0 : : : : Changes from: July 15, 2014 : : 905 -235 0 900 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 58.0 4.9 31.2 1.2 0.0 4.4 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 19,904 : : Positions : : 14,452 14,696 48 775 2,570 1,142 0 666 387 131 0 : : : : Changes from: July 15, 2014 : : -115 -303 -105 21 0 -189 0 46 0 -21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 73.8 0.2 3.9 12.9 5.7 0.0 3.3 1.9 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 20 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 33,542 : : Positions : : 28,495 22,288 1,324 1,240 2,089 0 4,151 1,169 0 2,195 300 : : : : Changes from: July 15, 2014 : : 902 62 20 0 -20 0 370 15 0 490 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 66.4 3.9 3.7 6.2 0.0 12.4 3.5 0.0 6.5 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 25 4 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 42,090 : : Positions : : 35,490 28,068 741 5,383 804 225 3,021 2,375 650 749 1,675 : : : : Changes from: July 15, 2014 : : 1,196 521 0 -10 0 75 800 -220 0 -40 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 66.7 1.8 12.8 1.9 0.5 7.2 5.6 1.5 1.8 4.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 30 . 6 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 38,035 : : Positions : : 35,845 30,685 100 6,100 1,250 0 0 0 600 0 0 : : : : Changes from: July 15, 2014 : : 3,875 575 0 3,300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 80.7 0.3 16.0 3.3 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 46,554 : : Positions : : 44,094 38,894 400 6,110 1,550 0 0 0 450 0 0 : : : : Changes from: July 15, 2014 : : 7,440 4,140 0 3,300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 83.5 0.9 13.1 3.3 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 447,479 : : Positions : : 272,839 390,387 81,488 20,996 4,737 43,971 0 22,879 17,132 4,047 4,433 : : : : Changes from: July 15, 2014 : : 4,993 3,480 0 1,536 0 2,351 0 0 -1,568 760 1,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 87.2 18.2 4.7 1.1 9.8 0.0 5.1 3.8 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 26 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 32,268 : : Positions : : 19,458 27,773 4,136 1,529 384 4,230 193 956 1,551 961 386 : : : : Changes from: July 15, 2014 : : 402 260 -44 64 -9 112 -63 55 -166 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 86.1 12.8 4.7 1.2 13.1 0.6 3.0 4.8 3.0 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 29 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 14,801 : : Positions : : 9,468 11,842 2,163 0 713 306 0 1,996 25 120 130 : : : : Changes from: July 15, 2014 : : 281 -154 181 -127 127 -724 0 154 -154 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 80.0 14.6 0.0 4.8 2.1 0.0 13.5 0.2 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 253,583 : : Positions : : 108,506 230,351 50,744 0 15,520 68,205 0 7,712 2,896 0 0 : : : : Changes from: July 15, 2014 : : 7,779 7,711 909 0 0 -943 0 0 -34 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 90.8 20.0 0.0 6.1 26.9 0.0 3.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 4 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 486,808 : : Positions : : 337,880 458,913 131,327 0 2,400 0 10,753 12,832 2,369 1,910 0 : : : : Changes from: July 15, 2014 : : -13,688 -23,056 -9,368 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 94.3 27.0 0.0 0.5 0.0 2.2 2.6 0.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 44,705 : : Positions : : 29,646 41,721 4,387 1,324 0 2,527 132 1,060 6,404 0 0 : : : : Changes from: July 15, 2014 : : 635 785 -42 0 0 -21 0 42 192 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 93.3 9.8 3.0 0.0 5.7 0.3 2.4 14.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 5,887 : : Positions : : 4,482 4,416 732 106 105 0 832 0 123 256 0 : : : : Changes from: July 15, 2014 : : -87 -23 22 0 -22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 75.0 12.4 1.8 1.8 0.0 14.1 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 22, 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 15, 2014 : : 0 0 0 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 22, 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 15,439 : : Positions : : 10,282 14,042 1,010 0 261 148 0 0 2,154 62 306 : : : : Changes from: July 15, 2014 : : -325 129 -63 0 21 0 0 0 69 -317 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 91.0 6.5 0.0 1.7 1.0 0.0 0.0 14.0 0.4 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 211,532 : : Positions : : 125,954 201,731 43,126 2,753 0 0 0 0 40,850 742 1,602 : : : : Changes from: July 15, 2014 : : 1,185 408 16 0 0 0 0 0 4,328 417 -417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 95.4 20.4 1.3 0.0 0.0 0.0 0.0 19.3 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 19 4 . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 11,999 : : Positions : : 7,138 6,874 2,092 3,859 513 1,228 0 42 256 28 533 : : : : Changes from: July 15, 2014 : : 365 498 -42 43 0 -21 0 21 0 -195 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 57.3 17.4 32.2 4.3 10.2 0.0 0.4 2.1 0.2 4.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 51,354 31,334 76,599 784 4,280 0 0 7,226 0 2,352 : : : : Changes from: July 15, 2014 : : 0 -417 0 417 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 39.2 23.9 58.4 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 22, 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 20,573 : : Positions : : 14,097 15,437 4,227 769 385 0 2,170 1,812 52 0 0 : : : : Changes from: July 15, 2014 : : -102 128 155 0 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 75.0 20.5 3.7 1.9 0.0 10.5 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 22, 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 15, 2014 : : 0 0 0 0 0 0 0 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 22, 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 120,658 : : Positions : : 6,885 10,186 3,331 0 1,416 0 73 158 1,739 1,691 1,763 : : : : Changes from: July 15, 2014 : : -378 -469 -97 0 -19 0 19 24 -94 -109 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 8.4 2.8 0.0 1.2 0.0 0.1 0.1 1.4 1.4 1.5 : : : : 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 22, 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 15, 2014 : : 0 0 0 0 0 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 22, 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 : : 14,525 11,560 4,245 6,805 0 0 900 0 0 0 0 : : : : Changes from: July 15, 2014 : : 25 0 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 60.0 22.0 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 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 10,220 : : Positions : : 9,315 9,020 580 900 240 0 0 0 0 0 0 : : : : Changes from: July 15, 2014 : : 550 560 0 -180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 88.3 5.7 8.8 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 22,495 : : Positions : : 21,360 20,545 385 1,155 495 0 0 0 0 300 0 : : : : Changes from: July 15, 2014 : : 560 560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 91.3 1.7 5.1 2.2 0.0 0.0 0.0 0.0 1.3 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 22, 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 20,795 : : Positions : : 19,715 20,795 485 0 0 0 0 0 0 0 0 : : : : Changes from: July 15, 2014 : : 0 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 100.0 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 22, 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 23,850 : : Positions : : 22,220 23,845 960 0 5 0 0 0 0 0 0 : : : : Changes from: July 15, 2014 : : 50 170 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 100.0 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 22, 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 123,595 : : Positions : : 107,360 112,150 4,690 1,865 9,355 1,510 0 0 500 225 0 : : : : Changes from: July 15, 2014 : : 1,510 1,545 -50 15 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 90.7 3.8 1.5 7.6 1.2 0.0 0.0 0.4 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 22, 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 156,546 : : Positions : : 140,600 147,906 5,756 1,405 7,185 2,520 50 0 425 0 0 : : : : Changes from: July 15, 2014 : : 655 -695 -1,235 265 -25 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 94.5 3.7 0.9 4.6 1.6 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 28 4 . 5 4 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 151,957 : : Positions : : 108,374 121,932 11,270 15,311 3,153 374 131 3,576 19,009 1,494 6,015 : : : : Changes from: July 15, 2014 : : 672 1,637 229 -740 -111 -30 31 -20 -170 -268 587 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 80.2 7.4 10.1 2.1 0.2 0.1 2.4 12.5 1.0 4.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 33 5 4 6 . . . 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 96,581 : : Positions : : 78,356 81,230 8,295 5,796 5,575 1,050 0 1,000 1,245 1,870 930 : : : : Changes from: July 15, 2014 : : 526 1,555 965 -119 45 300 0 0 -355 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 84.1 8.6 6.0 5.8 1.1 0.0 1.0 1.3 1.9 1.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 26 . 4 5 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 23,630 : : Positions : : 21,290 18,685 1,165 3,760 535 0 525 0 0 125 0 : : : : Changes from: July 15, 2014 : : 60 110 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 79.1 4.9 15.9 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 22, 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 21,145 : : Positions : : 18,080 17,755 1,480 1,825 1,260 0 300 0 0 0 0 : : : : Changes from: July 15, 2014 : : 50 100 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 84.0 7.0 8.6 6.0 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 33,622 : : Positions : : 20,586 22,634 2,250 470 4,570 0 261 316 220 64 374 : : : : Changes from: July 15, 2014 : : 250 -106 -527 180 -147 0 62 12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 67.3 6.7 1.4 13.6 0.0 0.8 0.9 0.7 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 . 4 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 17,895 : : Positions : : 10,755 15,058 6,052 640 0 0 1,600 0 576 0 0 : : : : Changes from: July 15, 2014 : : -238 321 0 -581 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 84.1 33.8 3.6 0.0 0.0 8.9 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 366,608 : : Positions : : 243,999 336,965 116,286 0 0 0 29,643 0 6,323 0 0 : : : : Changes from: July 15, 2014 : : -2,694 -4,763 -2,069 0 -4,206 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 91.9 31.7 0.0 0.0 0.0 8.1 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 328,335 : : Positions : : 87,692 325,614 207,347 0 2,721 0 0 0 30,575 0 0 : : : : Changes from: July 15, 2014 : : 9,328 -3,954 -13,282 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 99.2 63.2 0.0 0.8 0.0 0.0 0.0 9.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 42,029 : : Positions : : 32,911 39,521 6,460 0 2,275 0 0 0 0 0 0 : : : : Changes from: July 15, 2014 : : 765 -1,086 -1,851 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 94.0 15.4 0.0 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 13 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 686,742 : : Positions : : 570,214 645,077 74,863 0 41,665 0 0 0 0 0 0 : : : : Changes from: July 15, 2014 : : 14,112 -19,923 -34,035 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 93.9 10.9 0.0 6.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 149,180 : : Positions : : 101,918 97,093 9,613 9,815 28,962 3,950 7,680 4,355 0 1,147 128 : : : : Changes from: July 15, 2014 : : -3,920 2,260 0 -6,180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 65.1 6.4 6.6 19.4 2.6 5.1 2.9 0.0 0.8 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 22, 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 2,921,470 : : Positions : :2,179,308 1,612,292 47,136 310,170 690,288 0 308,720 0 4,738 0 0 : : : : Changes from: July 15, 2014 : : -5,840 191,160 0 -197,000 140,275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 55.2 1.6 10.6 23.6 0.0 10.6 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 22, 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 : : 16,543 12,287 1,085 640 1,275 0 629 1,280 0 3,840 0 : : : : Changes from: July 15, 2014 : : 3,400 0 -3,400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 60.8 5.4 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 22, 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 49,283 : : Positions : : 37,321 42,952 7,101 0 3,581 0 1,470 1,280 0 0 0 : : : : Changes from: July 15, 2014 : : 0 850 0 -850 -425 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 87.2 14.4 0.0 7.3 0.0 3.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 74,799 : : Positions : : 59,703 49,579 0 13,638 8,382 1,905 0 3,200 1,353 0 0 : : : : Changes from: July 15, 2014 : : 447 1,277 0 -830 -510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 66.3 0.0 18.2 11.2 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 22, 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 39,954 : : Positions : : 31,209 33,229 3,073 3,755 574 0 0 0 2,702 0 2,268 : : : : Changes from: July 15, 2014 : : 5,762 -944 -7,682 44 -766 0 0 0 1,020 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 83.2 7.7 9.4 1.4 0.0 0.0 0.0 6.8 0.0 5.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 36,979 : : Positions : : 33,042 26,188 2,450 8,379 1,382 0 0 0 105 880 0 : : : : Changes from: July 15, 2014 : : -282 5,364 0 -5,668 -1,275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 70.8 6.6 22.7 3.7 0.0 0.0 0.0 0.3 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 : : 269,045 286,241 6,698 0 0 22,348 0 23,480 0 11,850 0 : : : : Changes from: July 15, 2014 : : 28,541 0 -28,541 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 89.0 2.1 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 22, 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 917,663 : : Positions : : 564,955 642,600 121,385 138,426 112,947 94,686 0 23,690 0 0 0 : : : : Changes from: July 15, 2014 : : -3,954 5,931 0 -9,885 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 70.0 13.2 15.1 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 22, 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 1,719,361 : : Positions : :1,024,920 1,164,472 134,120 241,419 289,950 229,730 0 23,520 17,121 0 0 : : : : Changes from: July 15, 2014 : : 7,590 -26,558 -9,060 1,568 -23,588 -23,520 0 23,520 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 67.7 7.8 14.0 16.9 13.4 0.0 1.4 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 625,842 : : Positions : : 365,391 557,900 2,369 44,542 23,400 0 0 0 234,682 0 0 : : : : Changes from: July 15, 2014 : : 49,988 60,632 0 -10,644 -70,520 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 89.1 0.4 7.1 3.7 0.0 0.0 0.0 37.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 452,736 : : Positions : : 377,310 342,588 60,030 94,752 15,396 0 0 0 0 0 0 : : : : Changes from: July 15, 2014 : : 31,169 109,217 5,096 -72,952 -38,984 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 75.7 13.3 20.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 20,309 : : Positions : : 10,014 19,422 5,550 0 0 0 0 0 3,785 0 0 : : : : Changes from: July 15, 2014 : : 1,260 1,114 -900 -776 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 95.6 27.3 0.0 0.0 0.0 0.0 0.0 18.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 16 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 18,685 : : Positions : : 9,895 17,740 4,440 0 300 0 0 0 3,351 0 0 : : : : Changes from: July 15, 2014 : : 1,080 660 -900 -480 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 94.9 23.8 0.0 1.6 0.0 0.0 0.0 17.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 14,188 : : Positions : : 10,624 10,879 95 2,314 220 125 300 0 2,348 0 415 : : : : Changes from: July 15, 2014 : : -790 -115 0 60 -50 0 0 0 735 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 76.7 0.7 16.3 1.6 0.9 2.1 0.0 16.5 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 22, 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 12,453 : : Positions : : 7,559 8,536 1,060 3,570 50 0 0 0 2,615 0 225 : : : : Changes from: July 15, 2014 : : -10 75 -225 300 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 68.5 8.5 28.7 0.4 0.0 0.0 0.0 21.0 0.0 1.8 : : : : 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 22, 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 14,572 : : Positions : : 12,623 6,834 559 5,434 294 0 350 0 0 970 600 : : : : Changes from: July 15, 2014 : : 1,440 1,025 40 265 -25 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 46.9 3.8 37.3 2.0 0.0 2.4 0.0 0.0 6.7 4.1 : : : : 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 22, 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 10,510 : : Positions : : 8,991 6,876 260 2,999 295 0 0 0 465 0 75 : : : : Changes from: July 15, 2014 : : 691 786 0 275 10 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 65.4 2.5 28.5 2.8 0.0 0.0 0.0 4.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 4,740 : : Positions : : 3,785 3,010 275 490 135 285 0 100 0 0 0 : : : : Changes from: July 15, 2014 : : 225 40 0 100 -60 -25 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 63.5 5.8 10.3 2.8 6.0 0.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 58,435 : : Positions : : 54,876 55,926 1,640 40 285 0 0 0 525 1,050 0 : : : : Changes from: July 15, 2014 : : -1,130 -290 475 -575 -490 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 95.7 2.8 0.1 0.5 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 22, 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 54,277 : : Positions : : 51,932 51,652 1,365 25 395 0 0 0 25 950 0 : : : : Changes from: July 15, 2014 : : -1,150 -460 475 -425 -545 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 95.2 2.5 0.0 0.7 0.0 0.0 0.0 0.0 1.8 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 22, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 10,740 : : Positions : : 10,405 7,980 0 1,760 0 0 500 0 0 250 0 : : : : Changes from: July 15, 2014 : : 55 -415 -440 30 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 74.3 0.0 16.4 0.0 0.0 4.7 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 0 . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 17,870 : : Positions : : 16,915 12,465 50 0 650 0 1,700 0 0 2,945 0 : : : : Changes from: July 15, 2014 : : 140 -30 -50 0 50 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 69.8 0.3 0.0 3.6 0.0 9.5 0.0 0.0 16.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 22,597 : : Positions : : 21,907 21,192 30 0 0 0 1,000 0 0 300 0 : : : : Changes from: July 15, 2014 : : 262 117 -145 0 -185 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 93.8 0.1 0.0 0.0 0.0 4.4 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 57,683 : : Positions : : 42,392 51,114 435 215 1,270 3,650 0 0 4,807 0 736 : : : : Changes from: July 15, 2014 : : -1,635 400 50 -2,085 -25 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 88.6 0.8 0.4 2.2 6.3 0.0 0.0 8.3 0.0 1.3 : : : : 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 22, 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 52,195 : : Positions : : 40,385 46,150 415 250 1,130 2,550 0 0 3,315 250 454 : : : : Changes from: July 15, 2014 : : -1,600 1,160 350 -2,460 -5 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 88.4 0.8 0.5 2.2 4.9 0.0 0.0 6.4 0.5 0.9 : : : : 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 22, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 10,242 : : Positions : : 8,427 8,742 25 500 400 1,095 0 0 0 0 0 : : : : Changes from: July 15, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 85.4 0.2 4.9 3.9 10.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 39,775 : : Positions : : 31,870 29,001 235 770 1,090 0 4,700 250 4,125 1,950 130 : : : : Changes from: July 15, 2014 : : 2,355 130 -2,150 0 0 0 -25 0 0 100 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 72.9 0.6 1.9 2.7 0.0 11.8 0.6 10.4 4.9 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 35,730 : : Positions : : 29,680 32,915 2,450 170 600 0 200 1,150 1,200 0 330 : : : : Changes from: July 15, 2014 : : 2,640 270 -2,370 0 0 0 -100 100 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 92.1 6.9 0.5 1.7 0.0 0.6 3.2 3.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 27,255 : : Positions : : 10,505 21,205 1,200 700 600 0 2,585 735 13,700 1,200 0 : : : : Changes from: July 15, 2014 : : 0 300 0 -300 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 77.8 4.4 2.6 2.2 0.0 9.5 2.7 50.3 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 19,635 : : Positions : : 17,625 16,055 300 2,150 300 0 0 300 0 200 0 : : : : Changes from: July 15, 2014 : : -1,300 150 0 -1,450 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 81.8 1.5 10.9 1.5 0.0 0.0 1.5 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 22, 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 31,948 : : Positions : : 21,585 22,915 180 735 880 1,725 0 675 4,835 5,125 23 : : : : Changes from: July 15, 2014 : : -375 630 0 -975 -175 -25 0 0 55 0 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 71.7 0.6 2.3 2.8 5.4 0.0 2.1 15.1 16.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 22, 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 25,660 : : Positions : : 22,125 21,600 0 775 275 150 0 825 0 10 995 : : : : Changes from: July 15, 2014 : : 335 630 0 -490 40 -100 0 100 -85 10 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 84.2 0.0 3.0 1.1 0.6 0.0 3.2 0.0 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 0 . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated July 25, 2014