Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 88,801 : : Positions : : 15,272 27,338 1,557 964 4,014 4,757 5,507 2,325 50,565 37,729 8,954 : : : : Changes from: July 29, 2014 : : 1,680 1,620 -491 -36 851 330 -230 75 -191 -169 776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.2 30.8 1.8 1.1 4.5 5.4 6.2 2.6 56.9 42.5 10.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 13 . . . . . . 18 12 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 30,367 : : Positions : : 10,735 4,390 2,622 285 735 670 605 1,485 11,068 19,445 2,457 : : : : Changes from: July 29, 2014 : : -220 -75 575 0 -255 300 55 -5 361 1,221 216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 14.5 8.6 0.9 2.4 2.2 2.0 4.9 36.4 64.0 8.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 7 . . . . . . 12 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 153,784 : : Positions : : 89,464 97,987 1,140 14,215 18,766 6,523 4,634 4,806 21,589 1,862 10,731 : : : : Changes from: July 29, 2014 : : -11,647 -9,032 1,140 -1,131 -2,951 215 320 -1,097 -375 -715 -2,560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 63.7 0.7 9.2 12.2 4.2 3.0 3.1 14.0 1.2 7.0 : : : : Number of Traders in Each Category Total Traders: 79 : : 45 45 . 6 6 5 . 7 9 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 49,003 : : Positions : : 19,524 41,746 18,186 4,588 922 8,691 0 1,172 320 387 188 : : : : Changes from: July 29, 2014 : : -56 -2,659 -312 795 -153 -1,111 0 -7 -153 232 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 85.2 37.1 9.4 1.9 17.7 0.0 2.4 0.7 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 383,827 : : Positions : : 191,354 327,528 118,725 21,630 13,678 38,751 0 20,991 328 0 0 : : : : Changes from: July 29, 2014 : : -29,300 -10,329 16,052 -1,640 -1,992 2,263 0 -4,328 -984 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 85.3 30.9 5.6 3.6 10.1 0.0 5.5 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 1,491,943 : : Positions : :1,051,421 1,215,907 181,980 56,016 127,668 0 26,967 8,261 69,824 4,336 52,788 : : : : Changes from: July 29, 2014 : : -77,432 -90,626 2,186 27,267 -9,079 0 40 -40 10,785 -1,142 -1,225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 81.5 12.2 3.8 8.6 0.0 1.8 0.6 4.7 0.3 3.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 36 5 . 6 0 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 48,394 : : Positions : : 38,068 24,798 23 11,154 2,109 554 3,283 5,672 1,592 1,002 377 : : : : Changes from: July 29, 2014 : : 967 911 0 -106 259 -90 921 666 569 -280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 51.2 0.0 23.0 4.4 1.1 6.8 11.7 3.3 2.1 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 18 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 321,139 : : Positions : : 223,114 218,739 78,691 23,170 4,176 0 60,096 13,270 976 776 912 : : : : Changes from: July 29, 2014 : : 15,424 4,184 -3,856 0 0 0 7,712 0 328 0 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 68.1 24.5 7.2 1.3 0.0 18.7 4.1 0.3 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 662,579 : : Positions : : 527,988 524,402 18,804 66,620 65,800 38,871 0 4,189 5,359 0 1,568 : : : : Changes from: July 29, 2014 : : 1,976 1,152 0 0 0 40 0 0 -864 0 1,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 79.1 2.8 10.1 9.9 5.9 0.0 0.6 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 25 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 56,477 : : Positions : : 40,140 45,478 6,355 1,244 875 3,301 0 824 2,944 5,910 1,166 : : : : Changes from: July 29, 2014 : : -59 -271 0 0 0 -320 0 43 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 80.5 11.3 2.2 1.5 5.8 0.0 1.5 5.2 10.5 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 45,245 : : Positions : : 36,465 44,805 7,610 0 390 0 0 0 150 0 0 : : : : Changes from: July 29, 2014 : : 700 20 -740 0 140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 99.0 16.8 0.0 0.9 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 60,916 : : Positions : : 50,071 60,366 9,765 0 250 0 250 50 200 0 0 : : : : Changes from: July 29, 2014 : : 910 220 -740 0 0 -50 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 99.1 16.0 0.0 0.4 0.0 0.4 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 29 20 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 11,650 : : Positions : : 8,200 10,300 2,750 100 450 0 0 0 200 750 50 : : : : Changes from: July 29, 2014 : : 430 1,130 800 0 50 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 88.4 23.6 0.9 3.9 0.0 0.0 0.0 1.7 6.4 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 283,320 : : Positions : : 197,048 246,536 43,400 0 27,728 11,200 0 2,384 0 5,112 792 : : : : Changes from: July 29, 2014 : : 1,952 5,824 3,104 0 -3,104 384 0 -384 0 -384 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 87.0 15.3 0.0 9.8 4.0 0.0 0.8 0.0 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 4 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 11,807 : : Positions : : 8,624 6,942 0 2,710 745 42 63 65 1,939 1,002 129 : : : : Changes from: July 29, 2014 : : -347 -156 0 -67 67 42 -63 -42 42 -0 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 58.8 0.0 23.0 6.3 0.4 0.5 0.6 16.4 8.5 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 0 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 18,500 : : Positions : : 14,300 12,850 0 4,300 750 500 0 150 2,600 250 200 : : : : Changes from: July 29, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 69.5 0.0 23.2 4.1 2.7 0.0 0.8 14.1 1.4 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 August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 19,590 : : Positions : : 15,740 17,235 1,775 200 775 290 0 20 750 1,300 0 : : : : Changes from: July 29, 2014 : : -245 355 800 0 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 88.0 9.1 1.0 4.0 1.5 0.0 0.1 3.8 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 21 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 13,227 : : Positions : : 11,862 7,387 600 3,920 150 0 1,135 375 0 0 0 : : : : Changes from: July 29, 2014 : : 1,040 350 0 90 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 55.8 4.5 29.6 1.1 0.0 8.6 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 19,905 : : Positions : : 14,427 14,694 9 754 2,570 1,460 0 582 282 238 0 : : : : Changes from: July 29, 2014 : : -21 21 -234 -21 0 360 0 -105 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 73.8 0.0 3.8 12.9 7.3 0.0 2.9 1.4 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 22 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 35,367 : : Positions : : 30,252 23,548 884 1,262 2,262 0 4,166 1,469 0 2,215 335 : : : : Changes from: July 29, 2014 : : 1,107 637 -318 22 213 0 110 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 66.6 2.5 3.6 6.4 0.0 11.8 4.2 0.0 6.3 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 27 . . 4 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 44,169 : : Positions : : 37,599 29,353 611 5,396 913 225 2,979 2,635 790 1,637 1,256 : : : : Changes from: July 29, 2014 : : 1,374 504 -130 -44 124 0 145 -40 0 659 -274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 66.5 1.4 12.2 2.1 0.5 6.7 6.0 1.8 3.7 2.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 31 . 6 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 38,610 : : Positions : : 36,020 31,260 100 5,950 1,400 0 0 0 850 0 0 : : : : Changes from: July 29, 2014 : : 125 275 0 -150 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 81.0 0.3 15.4 3.6 0.0 0.0 0.0 2.2 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 August 5, 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 49,819 : : Positions : : 47,209 42,159 400 6,060 1,600 0 0 0 550 0 0 : : : : Changes from: July 29, 2014 : : 715 765 0 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 84.6 0.8 12.2 3.2 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 477,579 : : Positions : : 282,823 418,176 82,418 22,629 3,896 62,880 0 22,037 17,419 4,735 6,106 : : : : Changes from: July 29, 2014 : : 5,814 30,094 2,770 0 0 20,416 0 -8 1,094 0 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 87.6 17.3 4.7 0.8 13.2 0.0 4.6 3.6 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 26 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 33,994 : : Positions : : 19,969 28,683 4,182 1,651 407 4,709 85 940 878 357 1,740 : : : : Changes from: July 29, 2014 : : 288 870 85 0 -41 462 -66 7 -155 -190 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 84.4 12.3 4.9 1.2 13.9 0.3 2.8 2.6 1.1 5.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 30 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 14,846 : : Positions : : 9,416 11,659 2,442 0 713 0 130 2,094 25 94 156 : : : : Changes from: July 29, 2014 : : -26 0 152 0 0 -74 130 22 0 -78 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 78.5 16.4 0.0 4.8 0.0 0.9 14.1 0.2 0.6 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 254,560 : : Positions : : 109,811 231,328 51,721 0 15,520 68,205 0 7,712 1,591 0 0 : : : : Changes from: July 29, 2014 : : 1,305 977 977 0 0 0 0 0 -1,305 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 90.9 20.3 0.0 6.1 26.8 0.0 3.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 4 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 494,671 : : Positions : : 339,528 464,087 131,742 0 3,152 0 7,274 17,496 2,369 2,278 384 : : : : Changes from: July 29, 2014 : : 3,136 5,088 1,568 0 0 0 0 0 0 -384 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 93.8 26.6 0.0 0.6 0.0 1.5 3.5 0.5 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 46,363 : : Positions : : 29,369 43,210 4,387 1,324 0 3,295 132 1,188 7,381 0 0 : : : : Changes from: July 29, 2014 : : -235 1 0 0 0 256 0 0 -41 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 93.2 9.5 2.9 0.0 7.1 0.3 2.6 15.9 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 August 5, 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 72,690 : : Positions : : 72,690 64,154 0 4,632 0 0 3,904 0 0 0 0 : : : : Changes from: July 29, 2014 : : -1,504 -3,856 -2,352 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 88.3 0.0 6.4 0.0 0.0 5.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 14,743 : : Positions : : 9,509 13,220 701 0 282 207 0 41 2,544 207 249 : : : : Changes from: July 29, 2014 : : -600 -884 -308 0 0 58 0 0 -38 -48 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 89.7 4.8 0.0 1.9 1.4 0.0 0.3 17.3 1.4 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 190,848 : : Positions : : 112,285 186,127 37,679 2,361 0 0 0 0 39,282 758 1,602 : : : : Changes from: July 29, 2014 : : -10,918 -18,799 -5,855 -392 0 0 0 0 -1,660 758 -742 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 97.5 19.7 1.2 0.0 0.0 0.0 0.0 20.6 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 21 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 11,476 : : Positions : : 6,245 6,637 2,173 3,682 510 1,485 0 80 284 0 440 : : : : Changes from: July 29, 2014 : : -548 -511 101 -242 -44 -296 0 38 -95 0 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 57.8 18.9 32.1 4.4 12.9 0.0 0.7 2.5 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 119,500 : : Positions : : 79,355 43,978 24,262 71,144 1,192 4,280 0 0 7,225 0 3,186 : : : : Changes from: July 29, 2014 : : -7,791 -7,408 -5,905 -6,272 0 0 0 0 16 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 36.8 20.3 59.5 1.0 3.6 0.0 0.0 6.0 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 19,072 : : Positions : : 12,956 14,093 3,841 769 308 0 1,987 1,915 52 0 0 : : : : Changes from: July 29, 2014 : : -1,325 -1,120 47 0 -77 0 -158 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 73.9 20.1 4.0 1.6 0.0 10.4 10.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 142,234 : : Positions : : 112,693 81,954 0 30,411 25,685 0 328 3,856 0 0 0 : : : : Changes from: July 29, 2014 : : -8,897 111 0 -8,680 1,558 0 -328 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 57.6 0.0 21.4 18.1 0.0 0.2 2.7 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 August 5, 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 90,378 : : Positions : : 5,371 8,036 2,704 11 1,106 0 52 120 1,405 1,384 1,195 : : : : Changes from: July 29, 2014 : : -1,436 -2,123 -627 11 -222 0 -32 -48 -353 -271 -575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 8.9 3.0 0.0 1.2 0.0 0.1 0.1 1.6 1.5 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 22,135 : : Positions : : 14,140 14,665 7,350 6,470 50 0 825 75 0 50 0 : : : : Changes from: July 29, 2014 : : -950 -980 -350 -335 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 66.3 33.2 29.2 0.2 0.0 3.7 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 4 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 18,250 : : Positions : : 13,595 10,805 4,015 6,545 0 0 900 0 0 0 0 : : : : Changes from: July 29, 2014 : : -930 -935 -230 -260 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 59.2 22.0 35.9 0.0 0.0 4.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 4 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 9,020 : : Positions : : 8,045 7,830 525 765 375 0 0 0 0 0 0 : : : : Changes from: July 29, 2014 : : -1,270 -1,365 -55 40 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 86.8 5.8 8.5 4.2 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 August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 21,020 : : Positions : : 20,000 18,785 310 1,610 475 0 0 0 0 150 0 : : : : Changes from: July 29, 2014 : : -1,360 -1,760 -75 455 -20 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 89.4 1.5 7.7 2.3 0.0 0.0 0.0 0.0 0.7 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 August 5, 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 20,525 : : Positions : : 19,100 20,520 745 0 5 0 0 0 0 0 0 : : : : Changes from: July 29, 2014 : : -3,260 -3,525 -215 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 100.0 3.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 116,070 : : Positions : : 101,225 105,330 3,335 1,335 9,355 1,625 0 0 300 50 0 : : : : Changes from: July 29, 2014 : : -6,340 -7,175 -1,355 -530 0 65 0 0 -250 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 90.7 2.9 1.2 8.1 1.4 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 27 . . 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 146,523 : : Positions : : 131,340 138,468 5,333 1,040 6,915 2,635 0 0 200 50 50 : : : : Changes from: July 29, 2014 : : -10,615 -9,818 -298 -1,090 410 115 -50 0 -100 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 94.5 3.6 0.7 4.7 1.8 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 34 27 4 . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 149,804 : : Positions : : 106,415 118,866 11,083 13,118 4,269 1,248 1,365 3,167 17,742 2,940 5,724 : : : : Changes from: July 29, 2014 : : -4,220 -4,222 -336 -2,661 1,518 519 1,225 -414 -1,257 329 -154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 79.3 7.4 8.8 2.8 0.8 0.9 2.1 11.8 2.0 3.8 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 31 5 . 5 . . . . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 93,751 : : Positions : : 73,101 78,540 9,215 4,786 6,680 1,560 0 965 1,245 1,745 875 : : : : Changes from: July 29, 2014 : : -4,405 -3,115 190 -760 985 510 0 -35 -295 -125 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 83.8 9.8 5.1 7.1 1.7 0.0 1.0 1.3 1.9 0.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 25 . . 5 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 22,915 : : Positions : : 20,665 17,840 930 3,740 560 0 775 0 0 0 0 : : : : Changes from: July 29, 2014 : : -885 -1,350 -285 -70 25 0 250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 77.9 4.1 16.3 2.4 0.0 3.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 20,535 : : Positions : : 17,625 17,060 1,305 1,775 1,200 0 500 0 0 0 0 : : : : Changes from: July 29, 2014 : : -580 -890 -175 -50 -60 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 83.1 6.4 8.6 5.8 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 30,986 : : Positions : : 19,161 21,368 1,799 388 4,204 0 172 320 769 0 365 : : : : Changes from: July 29, 2014 : : -1,340 -1,388 -548 36 -460 0 -47 -49 493 -64 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 69.0 5.8 1.3 13.6 0.0 0.6 1.0 2.5 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 . 4 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 16,537 : : Positions : : 9,501 13,408 5,590 530 0 0 2,046 0 978 0 0 : : : : Changes from: July 29, 2014 : : -1,254 -1,650 -462 -110 0 0 -66 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 81.1 33.8 3.2 0.0 0.0 12.4 0.0 5.9 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 August 5, 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 331,288 : : Positions : : 213,815 298,157 107,662 0 0 0 33,131 0 9,811 0 0 : : : : Changes from: July 29, 2014 : : -30,184 -38,808 -8,624 0 0 0 -1,176 0 -1,176 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 90.0 32.5 0.0 0.0 0.0 10.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 88,314 : : Positions : : 30,505 86,613 55,958 0 1,490 0 0 0 0 0 0 : : : : Changes from: July 29, 2014 : : -1,452 -2,794 -1,342 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 98.1 63.4 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 1,557,612 : : Positions : : 532,487 1,530,406 997,919 0 27,206 0 0 0 0 0 0 : : : : Changes from: July 29, 2014 : : -20,384 -36,848 -16,464 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 98.3 64.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 165,236 : : Positions : : 145,079 89,039 9,085 60,700 2,517 4,170 7,680 4,025 0 1,169 106 : : : : Changes from: July 29, 2014 : : 17,721 17,346 -528 45 1,495 220 0 -330 0 22 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 53.9 5.5 36.7 1.5 2.5 4.6 2.4 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 3,363,904 : : Positions : :2,909,876 1,539,030 184,000 1,250,080 266,074 0 308,720 0 3,954 0 0 : : : : Changes from: July 29, 2014 : : -208,952 -73,212 136,864 340 40,740 0 0 0 -784 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 45.8 5.5 37.2 7.9 0.0 9.2 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 . 4 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 18,556 : : Positions : : 15,663 11,209 530 745 1,060 0 607 1,280 0 3,400 0 : : : : Changes from: July 29, 2014 : : -880 -1,078 -555 105 -215 0 -22 0 0 -440 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 60.4 2.9 4.0 5.7 0.0 3.3 6.9 0.0 18.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 47,983 : : Positions : : 34,373 42,180 6,243 0 3,537 1,564 0 2,266 0 0 0 : : : : Changes from: July 29, 2014 : : -2,948 -772 -858 0 -44 1,564 -1,470 986 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 87.9 13.0 0.0 7.4 3.3 0.0 4.7 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 August 5, 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 70,828 : : Positions : : 57,906 44,144 0 14,125 6,809 0 975 4,775 1,126 0 0 : : : : Changes from: July 29, 2014 : : -1,797 -5,435 0 487 -1,573 -1,905 975 1,575 -227 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 62.3 0.0 19.9 9.6 0.0 1.4 6.7 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 15 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 38,546 : : Positions : : 30,087 32,173 2,941 3,447 552 0 0 0 2,592 0 2,268 : : : : Changes from: July 29, 2014 : : -1,122 -1,056 -132 -308 -22 0 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 83.5 7.6 8.9 1.4 0.0 0.0 0.0 6.7 0.0 5.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 32,773 : : Positions : : 28,880 23,346 2,494 8,027 1,294 0 0 0 105 0 0 : : : : Changes from: July 29, 2014 : : -2,882 -1,562 44 -352 -88 0 0 0 0 -880 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 71.2 7.6 24.5 3.9 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 298,443 : : Positions : : 251,405 263,113 3,954 0 0 19,604 0 23,480 0 11,850 0 : : : : Changes from: July 29, 2014 : : -17,640 -23,128 -2,744 0 0 -2,744 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 88.2 1.3 0.0 0.0 6.6 0.0 7.9 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . 0 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 865,527 : : Positions : : 517,131 610,064 126,873 132,546 103,147 98,606 0 19,770 0 0 0 : : : : Changes from: July 29, 2014 : : -47,824 -32,536 5,488 -5,880 -9,800 3,920 0 -3,920 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 70.5 14.7 15.3 11.9 11.4 0.0 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 1,745,289 : : Positions : :1,062,120 1,120,496 134,120 267,443 286,030 178,770 0 70,560 12,929 0 760 : : : : Changes from: July 29, 2014 : : 32,960 -48,216 0 26,024 -3,920 -50,960 0 47,040 -4,192 0 760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 64.2 7.7 15.3 16.4 10.2 0.0 4.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 596,050 : : Positions : : 343,047 538,300 1,977 34,350 23,400 0 0 0 227,626 0 0 : : : : Changes from: July 29, 2014 : : -22,344 -19,600 -392 -10,192 0 0 0 0 -7,056 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 90.3 0.3 5.8 3.9 0.0 0.0 0.0 38.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 428,432 : : Positions : : 362,022 328,476 54,542 88,088 11,868 0 0 0 0 0 0 : : : : Changes from: July 29, 2014 : : -15,288 -14,112 -5,488 -6,664 -3,528 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 76.7 12.7 20.6 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 23,084 : : Positions : : 13,689 20,227 2,850 0 1,800 0 0 0 3,651 0 0 : : : : Changes from: July 29, 2014 : : 3,325 455 -2,700 0 1,800 0 0 0 -134 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 87.6 12.3 0.0 7.8 0.0 0.0 0.0 15.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 20,560 : : Positions : : 12,370 17,945 2,340 0 1,800 0 0 0 3,217 0 0 : : : : Changes from: July 29, 2014 : : 2,125 -145 -2,100 0 1,500 0 0 0 -134 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 87.3 11.4 0.0 8.8 0.0 0.0 0.0 15.6 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 August 5, 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 14,267 : : Positions : : 11,030 11,081 55 2,129 97 75 250 0 2,128 0 310 : : : : Changes from: July 29, 2014 : : -544 -482 -40 -161 -145 -50 -50 0 130 0 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 77.7 0.4 14.9 0.7 0.5 1.8 0.0 14.9 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 12,229 : : Positions : : 7,003 8,452 760 3,155 50 0 0 0 3,565 300 200 : : : : Changes from: July 29, 2014 : : -184 -439 -300 -5 0 0 0 0 325 50 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 69.1 6.2 25.8 0.4 0.0 0.0 0.0 29.2 2.5 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 15,869 : : Positions : : 13,973 8,544 609 5,741 204 0 275 0 0 170 875 : : : : Changes from: July 29, 2014 : : 413 553 50 -36 -90 0 -75 0 0 -95 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 53.8 3.8 36.2 1.3 0.0 1.7 0.0 0.0 1.1 5.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 11,933 : : Positions : : 9,953 8,392 0 3,101 290 0 0 0 1,365 0 25 : : : : Changes from: July 29, 2014 : : 155 40 -260 -216 -5 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 70.3 0.0 26.0 2.4 0.0 0.0 0.0 11.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 0 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 8,402 : : Positions : : 6,747 7,282 320 180 485 0 25 0 0 405 25 : : : : Changes from: July 29, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 86.7 3.8 2.1 5.8 0.0 0.3 0.0 0.0 4.8 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 6,375 : : Positions : : 4,395 3,550 315 0 535 0 615 385 300 0 0 : : : : Changes from: July 29, 2014 : : 0 140 40 -400 400 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 55.7 4.9 0.0 8.4 0.0 9.6 6.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 66,340 : : Positions : : 62,946 55,251 0 4,360 1,855 0 0 0 525 1,650 0 : : : : Changes from: July 29, 2014 : : 6,015 -2,790 -1,640 4,320 1,570 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 83.3 0.0 6.6 2.8 0.0 0.0 0.0 0.8 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 62,167 : : Positions : : 59,912 51,602 0 4,635 1,730 0 0 0 25 1,550 0 : : : : Changes from: July 29, 2014 : : 6,015 -2,195 -1,365 4,610 1,335 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 83.0 0.0 7.5 2.8 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 10,690 : : Positions : : 10,280 7,880 0 1,630 0 0 550 0 0 250 0 : : : : Changes from: July 29, 2014 : : -125 -100 0 -130 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 73.7 0.0 15.2 0.0 0.0 5.1 0.0 0.0 2.3 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 August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 18,145 : : Positions : : 17,140 12,315 0 0 650 0 1,800 0 0 3,195 50 : : : : Changes from: July 29, 2014 : : 50 -25 -50 0 0 0 100 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 67.9 0.0 0.0 3.6 0.0 9.9 0.0 0.0 17.6 0.3 : : : : 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 August 5, 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 22,696 : : Positions : : 22,006 21,541 0 0 0 0 1,050 0 0 0 0 : : : : Changes from: July 29, 2014 : : -76 -76 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.0 94.9 0.0 0.0 0.0 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 0 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 59,573 : : Positions : : 41,442 52,809 2,465 0 1,390 3,925 0 0 4,690 0 753 : : : : Changes from: July 29, 2014 : : -380 -85 -250 -95 0 225 0 0 -17 0 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 88.6 4.1 0.0 2.3 6.6 0.0 0.0 7.9 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 22 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 54,070 : : Positions : : 39,830 47,900 2,460 0 1,250 2,600 0 0 3,344 250 425 : : : : Changes from: July 29, 2014 : : 110 -35 -235 -130 0 0 0 0 29 0 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 88.6 4.5 0.0 2.3 4.8 0.0 0.0 6.2 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 20 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 10,387 : : Positions : : 8,547 8,617 25 740 400 1,095 0 0 0 0 0 : : : : Changes from: July 29, 2014 : : -25 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 83.0 0.2 7.1 3.9 10.5 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 August 5, 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 40,295 : : Positions : : 30,810 28,841 100 725 1,090 0 5,850 0 4,125 1,625 130 : : : : Changes from: July 29, 2014 : : -1,265 125 -135 -45 0 0 300 0 0 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 71.6 0.2 1.8 2.7 0.0 14.5 0.0 10.2 4.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 35,680 : : Positions : : 28,645 33,005 2,100 170 600 0 200 1,150 1,300 0 230 : : : : Changes from: July 29, 2014 : : -765 0 -350 0 0 0 0 0 100 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 92.5 5.9 0.5 1.7 0.0 0.6 3.2 3.6 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 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 21,075 1,200 700 600 0 2,285 1,035 13,400 1,200 0 : : : : Changes from: July 29, 2014 : : 0 -130 0 0 0 0 -300 300 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 77.3 4.4 2.6 2.2 0.0 8.4 3.8 49.2 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 32,803 : : Positions : : 21,355 20,980 0 2,625 2,035 2,575 0 500 4,499 4,825 23 : : : : Changes from: July 29, 2014 : : -1,215 -1,370 0 -330 975 0 0 0 -336 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 64.0 0.0 8.0 6.2 7.8 0.0 1.5 13.7 14.7 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 5, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 28,502 : : Positions : : 23,100 20,625 575 2,900 790 150 0 825 0 147 860 : : : : Changes from: July 29, 2014 : : -1,425 -975 575 -275 575 0 0 0 0 137 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 72.4 2.0 10.2 2.8 0.5 0.0 2.9 0.0 0.5 3.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 16 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated August 8, 2014