Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 90,160 : : Positions : : 15,189 29,618 2,603 1,040 3,746 5,027 6,087 2,313 49,915 35,981 9,645 : : : : Changes from: August 5, 2014 : : -83 2,280 1,046 76 -268 270 580 -12 -650 -1,748 691 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 32.9 2.9 1.2 4.2 5.6 6.8 2.6 55.4 39.9 10.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 14 13 . . . . 4 . 19 12 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 30,538 : : Positions : : 11,190 4,245 1,737 285 990 835 140 1,965 10,551 19,643 2,705 : : : : Changes from: August 5, 2014 : : 455 -145 -885 0 255 165 -465 480 -517 198 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 13.9 5.7 0.9 3.2 2.7 0.5 6.4 34.6 64.3 8.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 8 . . . . . . 11 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 155,736 : : Positions : : 92,569 101,229 3,199 14,727 17,496 6,437 4,433 4,703 19,274 1,459 11,248 : : : : Changes from: August 5, 2014 : : 3,105 3,243 2,058 512 -1,269 -86 -201 -103 -2,315 -403 517 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 65.0 2.1 9.5 11.2 4.1 2.8 3.0 12.4 0.9 7.2 : : : : Number of Traders in Each Category Total Traders: 81 : : 47 49 . 6 6 5 . 6 8 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 48,561 : : Positions : : 20,912 40,899 17,655 4,484 972 6,944 0 1,476 336 464 266 : : : : Changes from: August 5, 2014 : : 1,388 -846 -531 -104 50 -1,747 0 304 16 77 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 84.2 36.4 9.2 2.0 14.3 0.0 3.0 0.7 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 387,578 : : Positions : : 193,546 330,399 119,731 21,630 14,558 38,424 0 20,991 328 0 0 : : : : Changes from: August 5, 2014 : : 2,192 2,871 1,006 0 880 -327 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 85.2 30.9 5.6 3.8 9.9 0.0 5.4 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 12, 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 1,507,043 : : Positions : :1,071,496 1,234,259 180,824 55,977 128,067 0 26,583 8,261 68,835 4,336 49,560 : : : : Changes from: August 5, 2014 : : 20,075 18,353 -1,156 -39 399 0 -384 0 -989 0 -3,228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 81.9 12.0 3.7 8.5 0.0 1.8 0.5 4.6 0.3 3.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 37 5 . 6 0 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 46,047 : : Positions : : 35,421 23,252 153 11,404 2,132 260 1,742 6,271 1,435 871 375 : : : : Changes from: August 5, 2014 : : -2,646 -1,546 130 250 23 -294 -1,540 599 -157 -131 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 50.5 0.3 24.8 4.6 0.6 3.8 13.6 3.1 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 299,450 : : Positions : : 205,689 200,043 74,755 22,514 4,176 0 57,472 13,270 648 1,063 912 : : : : Changes from: August 5, 2014 : : -17,425 -18,696 -3,936 -656 0 0 -2,624 0 -328 287 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 66.8 25.0 7.5 1.4 0.0 19.2 4.4 0.2 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 636,723 : : Positions : : 502,620 508,355 17,236 53,675 65,800 37,695 0 4,189 4,479 0 4,704 : : : : Changes from: August 5, 2014 : : -25,368 -16,047 -1,568 -12,945 0 -1,176 0 0 -880 0 3,136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 79.8 2.7 8.4 10.3 5.9 0.0 0.7 0.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 25 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 53,307 : : Positions : : 38,109 42,775 5,550 1,046 897 2,948 0 802 2,929 5,668 1,226 : : : : Changes from: August 5, 2014 : : -2,031 -2,703 -805 -198 22 -353 0 -22 -15 -242 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 80.2 10.4 2.0 1.7 5.5 0.0 1.5 5.5 10.6 2.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 42,565 : : Positions : : 33,925 42,280 7,485 0 265 0 0 0 100 0 0 : : : : Changes from: August 5, 2014 : : -2,540 -2,525 -125 0 -125 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 99.3 17.6 0.0 0.6 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 55,846 : : Positions : : 45,496 55,296 9,320 0 250 0 250 50 150 0 0 : : : : Changes from: August 5, 2014 : : -4,575 -5,070 -445 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 99.0 16.7 0.0 0.4 0.0 0.4 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 28 19 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 12,210 : : Positions : : 7,010 9,360 2,600 0 2,350 0 0 0 200 450 50 : : : : Changes from: August 5, 2014 : : -1,190 -940 -150 -100 1,900 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 76.7 21.3 0.0 19.2 0.0 0.0 0.0 1.6 3.7 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 288,280 : : Positions : : 190,296 246,392 51,992 0 32,400 10,808 0 1,992 0 6,704 792 : : : : Changes from: August 5, 2014 : : -6,752 -144 8,592 0 4,672 -392 0 -392 0 1,592 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 85.5 18.0 0.0 11.2 3.7 0.0 0.7 0.0 2.3 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 4 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 10,729 : : Positions : : 7,721 6,590 0 2,490 745 42 41 65 2,005 672 63 : : : : Changes from: August 5, 2014 : : -903 -352 0 -220 0 0 -22 0 66 -330 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 61.4 0.0 23.2 6.9 0.4 0.4 0.6 18.7 6.3 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 17,450 : : Positions : : 13,550 12,150 0 4,100 750 650 0 0 2,300 250 200 : : : : Changes from: August 5, 2014 : : -750 -700 0 -200 0 150 0 -150 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 69.6 0.0 23.5 4.3 3.7 0.0 0.0 13.2 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 19,595 : : Positions : : 14,180 15,840 2,100 450 2,125 280 0 20 650 1,100 0 : : : : Changes from: August 5, 2014 : : -1,560 -1,395 325 250 1,350 -10 0 0 -100 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 80.8 10.7 2.3 10.8 1.4 0.0 0.1 3.3 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 21 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 13,585 : : Positions : : 11,905 7,560 600 3,950 450 0 1,010 375 0 0 0 : : : : Changes from: August 5, 2014 : : 43 173 0 30 300 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 55.6 4.4 29.1 3.3 0.0 7.4 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 16 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 18,205 : : Positions : : 13,314 13,409 68 1,046 2,060 1,460 0 560 212 84 0 : : : : Changes from: August 5, 2014 : : -1,113 -1,285 59 292 -510 0 0 -22 -70 -154 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 73.7 0.4 5.7 11.3 8.0 0.0 3.1 1.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 21 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 33,985 : : Positions : : 28,907 23,411 1,122 1,200 2,024 0 3,691 1,469 0 1,787 308 : : : : Changes from: August 5, 2014 : : -1,345 -137 238 -62 -238 0 -475 0 0 -428 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 68.9 3.3 3.5 6.0 0.0 10.9 4.3 0.0 5.3 0.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 30 25 4 . 4 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 42,514 : : Positions : : 36,886 29,357 611 4,627 918 200 2,609 2,420 590 1,802 741 : : : : Changes from: August 5, 2014 : : -713 4 0 -769 5 -25 -370 -215 -200 165 -515 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 69.1 1.4 10.9 2.2 0.5 6.1 5.7 1.4 4.2 1.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 28 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 34,595 : : Positions : : 32,480 27,245 0 5,975 1,375 0 0 0 500 0 0 : : : : Changes from: August 5, 2014 : : -3,540 -4,015 -100 25 -25 0 0 0 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 78.8 0.0 17.3 4.0 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 10 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 44,940 : : Positions : : 42,780 37,280 250 6,260 1,400 0 0 0 450 0 0 : : : : Changes from: August 5, 2014 : : -4,429 -4,879 -150 200 -200 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 83.0 0.6 13.9 3.1 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 449,636 : : Positions : : 268,288 390,729 73,370 21,453 3,112 62,472 0 20,853 15,443 7,391 6,098 : : : : Changes from: August 5, 2014 : : -14,535 -27,447 -9,048 -1,176 -784 -408 0 -1,184 -1,976 2,656 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 86.9 16.3 4.8 0.7 13.9 0.0 4.6 3.4 1.6 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 30,966 : : Positions : : 17,928 26,437 3,579 1,453 398 4,807 0 685 850 247 1,661 : : : : Changes from: August 5, 2014 : : -2,042 -2,245 -604 -198 -10 98 -85 -255 -28 -110 -79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 85.4 11.6 4.7 1.3 15.5 0.0 2.2 2.7 0.8 5.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 30 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 13,841 : : Positions : : 9,746 11,431 2,141 0 498 0 357 1,405 25 124 26 : : : : Changes from: August 5, 2014 : : 330 -228 -301 0 -215 0 227 -689 0 30 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 82.6 15.5 0.0 3.6 0.0 2.6 10.2 0.2 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 234,224 : : Positions : : 99,643 213,616 52,049 0 12,896 60,661 0 7,712 1,263 0 0 : : : : Changes from: August 5, 2014 : : -10,168 -17,712 328 0 -2,624 -7,544 0 0 -328 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 91.2 22.2 0.0 5.5 25.9 0.0 3.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 . . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 465,263 : : Positions : : 314,824 437,047 127,838 0 2,744 0 5,706 17,496 2,361 2,270 0 : : : : Changes from: August 5, 2014 : : -24,704 -27,040 -3,904 0 -408 0 -1,568 0 -8 -8 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 93.9 27.5 0.0 0.6 0.0 1.2 3.8 0.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 16 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 45,186 : : Positions : : 28,581 42,537 4,216 1,148 21 3,440 0 933 7,299 0 0 : : : : Changes from: August 5, 2014 : : -788 -673 -171 -176 21 145 -132 -255 -82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 94.1 9.3 2.5 0.0 7.6 0.0 2.1 16.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 6,963 : : Positions : : 5,782 4,282 635 595 105 0 1,407 0 123 212 0 : : : : Changes from: August 5, 2014 : : 902 81 -97 489 0 0 0 0 0 -44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 61.5 9.1 8.5 1.5 0.0 20.2 0.0 1.8 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 71,930 : : Positions : : 71,930 63,394 0 4,632 0 0 3,904 0 0 0 0 : : : : Changes from: August 5, 2014 : : -760 -760 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 88.1 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 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 15,061 : : Positions : : 9,805 13,388 487 0 430 373 0 41 2,447 213 268 : : : : Changes from: August 5, 2014 : : 296 168 -214 0 148 166 0 0 -97 6 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 88.9 3.2 0.0 2.9 2.5 0.0 0.3 16.2 1.4 1.8 : : : : 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 12, 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 193,545 : : Positions : : 114,982 187,288 35,726 2,361 1,536 0 0 0 38,941 0 2,360 : : : : Changes from: August 5, 2014 : : 2,697 1,161 -1,953 0 1,536 0 0 0 -341 -758 758 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 96.8 18.5 1.2 0.8 0.0 0.0 0.0 20.1 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,333 : : Positions : : 7,168 7,327 2,174 3,682 551 1,377 0 122 212 54 470 : : : : Changes from: August 5, 2014 : : 923 690 1 0 41 -108 0 42 -72 54 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 59.4 17.6 29.9 4.5 11.2 0.0 1.0 1.7 0.4 3.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 122,940 : : Positions : : 82,795 47,418 24,262 71,144 1,192 4,280 0 0 7,225 0 3,186 : : : : Changes from: August 5, 2014 : : 3,440 3,440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 38.6 19.7 57.9 1.0 3.5 0.0 0.0 5.9 0.0 2.6 : : : : 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 12, 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 18,945 : : Positions : : 12,982 13,991 3,688 794 308 0 1,937 1,915 52 0 0 : : : : Changes from: August 5, 2014 : : 26 -102 -153 25 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 73.9 19.5 4.2 1.6 0.0 10.2 10.1 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 12, 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 82,866 0 29,499 25,685 0 328 3,856 0 0 0 : : : : Changes from: August 5, 2014 : : 0 912 0 -912 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 58.3 0.0 20.7 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 12, 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 92,847 : : Positions : : 5,450 8,168 2,848 9 1,011 0 40 109 1,339 1,424 1,349 : : : : Changes from: August 5, 2014 : : 79 132 144 -2 -95 0 -12 -11 -66 40 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 8.8 3.1 0.0 1.1 0.0 0.0 0.1 1.4 1.5 1.5 : : : : 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 12, 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 22,085 : : Positions : : 14,140 14,615 7,300 6,470 50 0 825 75 0 50 0 : : : : Changes from: August 5, 2014 : : 0 -50 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 66.2 33.1 29.3 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 12, 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: August 5, 2014 : : 0 0 0 0 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 12, 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 9,665 : : Positions : : 8,690 8,470 525 765 375 0 0 0 0 0 0 : : : : Changes from: August 5, 2014 : : 645 640 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 87.6 5.4 7.9 3.9 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 12, 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 21,045 : : Positions : : 19,975 18,810 310 1,610 475 0 0 0 0 100 50 : : : : Changes from: August 5, 2014 : : -25 25 0 0 0 0 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 89.4 1.5 7.7 2.3 0.0 0.0 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 20,705 : : Positions : : 19,160 20,700 745 0 5 0 0 0 0 0 0 : : : : Changes from: August 5, 2014 : : 60 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 100.0 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 12, 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 116,215 : : Positions : : 101,315 105,425 3,215 1,310 9,430 1,625 0 0 400 50 0 : : : : Changes from: August 5, 2014 : : 90 95 -120 -25 75 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 90.7 2.8 1.1 8.1 1.4 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 26 . . 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 146,343 : : Positions : : 131,140 138,178 5,193 1,040 6,975 2,635 0 0 200 0 150 : : : : Changes from: August 5, 2014 : : -200 -290 -140 0 60 0 0 0 0 -50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 94.4 3.5 0.7 4.8 1.8 0.0 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 35 26 4 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 152,161 : : Positions : : 106,429 121,355 10,869 10,407 6,712 1,578 661 3,167 17,647 3,949 5,590 : : : : Changes from: August 5, 2014 : : 14 2,489 -214 -2,711 2,443 330 -704 0 -95 1,009 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 79.8 7.1 6.8 4.4 1.0 0.4 2.1 11.6 2.6 3.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 32 5 . 5 . . . . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 95,061 : : Positions : : 74,876 79,335 9,210 4,701 6,695 1,560 0 965 710 2,345 960 : : : : Changes from: August 5, 2014 : : 1,775 795 -5 -85 15 0 0 0 -535 600 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 83.5 9.7 4.9 7.0 1.6 0.0 1.0 0.7 2.5 1.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 27 . . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 22,985 : : Positions : : 20,715 17,940 975 3,735 535 0 775 0 0 0 0 : : : : Changes from: August 5, 2014 : : 50 100 45 -5 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 78.1 4.2 16.2 2.3 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 12, 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: August 5, 2014 : : 0 0 0 0 0 0 0 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 12, 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 REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 5,770 : : Positions : : 4,030 4,525 510 0 505 0 15 50 0 0 0 : : : : Changes from: August 5, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 78.4 8.8 0.0 8.8 0.0 0.3 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 31,260 : : Positions : : 19,327 21,498 1,915 541 4,171 0 172 320 913 0 365 : : : : Changes from: August 5, 2014 : : 167 130 116 153 -33 0 0 0 144 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 68.8 6.1 1.7 13.3 0.0 0.6 1.0 2.9 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 12, 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: August 5, 2014 : : 0 0 0 0 0 0 0 0 0 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 12, 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: August 5, 2014 : : 0 0 0 0 0 0 0 0 0 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 12, 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: August 5, 2014 : : 0 0 0 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 12, 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: August 5, 2014 : : 0 0 0 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 12, 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: August 5, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 12, 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 3,363,968 : : Positions : :2,909,876 1,539,094 184,000 1,250,016 266,138 0 308,720 0 3,954 0 0 : : : : Changes from: August 5, 2014 : : 0 64 0 -64 64 0 0 0 0 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 12, 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 21,116 : : Positions : : 18,223 13,769 530 745 1,060 0 607 1,280 0 3,400 0 : : : : Changes from: August 5, 2014 : : 2,560 2,560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 65.2 2.5 3.5 5.0 0.0 2.9 6.1 0.0 16.1 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 12, 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: August 5, 2014 : : 0 0 0 0 0 0 0 0 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 12, 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 71,872 : : Positions : : 59,142 43,336 0 15,400 6,362 0 1,107 4,643 1,513 0 0 : : : : Changes from: August 5, 2014 : : 1,236 -808 0 1,275 -447 0 132 -132 387 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 60.3 0.0 21.4 8.9 0.0 1.5 6.5 2.1 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 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 41,086 : : Positions : : 30,087 34,713 2,992 958 3,041 0 0 0 2,592 0 2,268 : : : : Changes from: August 5, 2014 : : 0 2,540 51 -2,489 2,489 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 84.5 7.3 2.3 7.4 0.0 0.0 0.0 6.3 0.0 5.5 : : : : 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 12, 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: August 5, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 12, 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 345,083 : : Positions : : 298,045 309,753 3,954 0 0 19,604 0 23,480 0 11,850 0 : : : : Changes from: August 5, 2014 : : 46,640 46,640 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 89.8 1.1 0.0 0.0 5.7 0.0 6.8 0.0 3.4 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 12, 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: August 5, 2014 : : 0 0 0 0 0 0 0 0 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 12, 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 : :1,057,491 1,120,496 134,120 267,443 286,030 178,770 0 70,560 17,558 0 760 : : : : Changes from: August 5, 2014 : : -4,629 0 0 0 0 0 0 0 4,629 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 64.2 7.7 15.3 16.4 10.2 0.0 4.0 1.0 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 12, 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: August 5, 2014 : : 0 0 0 0 0 0 0 0 0 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 12, 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 436,112 : : Positions : : 369,702 336,156 54,542 88,088 11,868 0 0 0 0 0 0 : : : : Changes from: August 5, 2014 : : 7,680 7,680 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 77.1 12.5 20.2 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 21,930 : : Positions : : 13,093 19,370 2,765 0 1,800 0 0 0 3,417 0 0 : : : : Changes from: August 5, 2014 : : -596 -857 -85 0 0 0 0 0 -234 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 88.3 12.6 0.0 8.2 0.0 0.0 0.0 15.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 19,563 : : Positions : : 11,745 17,253 2,390 0 1,750 0 0 0 3,059 0 0 : : : : Changes from: August 5, 2014 : : -625 -692 50 0 -50 0 0 0 -158 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 88.2 12.2 0.0 8.9 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 12, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 15,437 : : Positions : : 12,130 11,636 55 2,766 182 75 250 0 2,113 0 325 : : : : Changes from: August 5, 2014 : : 1,100 555 0 637 85 0 0 0 -15 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 75.4 0.4 17.9 1.2 0.5 1.6 0.0 13.7 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 12,315 : : Positions : : 7,005 8,538 745 3,155 50 0 0 0 3,565 300 200 : : : : Changes from: August 5, 2014 : : 2 86 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 69.3 6.0 25.6 0.4 0.0 0.0 0.0 28.9 2.4 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 12, 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 16,054 : : Positions : : 13,968 8,409 609 5,916 204 0 275 0 0 315 875 : : : : Changes from: August 5, 2014 : : -5 -135 0 175 0 0 0 0 0 145 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 52.4 3.8 36.9 1.3 0.0 1.7 0.0 0.0 2.0 5.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 16 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 11,988 : : Positions : : 9,978 8,327 35 3,266 305 0 0 0 1,245 0 25 : : : : Changes from: August 5, 2014 : : 25 -65 35 165 15 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 69.5 0.3 27.2 2.5 0.0 0.0 0.0 10.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 8,642 : : Positions : : 6,987 7,522 320 180 485 0 25 0 0 405 25 : : : : Changes from: August 5, 2014 : : 240 240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 87.0 3.7 2.1 5.6 0.0 0.3 0.0 0.0 4.7 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 6,755 : : Positions : : 4,610 4,010 255 0 835 0 735 565 300 0 0 : : : : Changes from: August 5, 2014 : : 215 460 -60 0 300 0 120 180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 59.4 3.8 0.0 12.4 0.0 10.9 8.4 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 15 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 63,313 : : Positions : : 60,031 54,423 0 4,380 1,835 0 0 0 475 1,750 0 : : : : Changes from: August 5, 2014 : : -2,915 -828 0 20 -20 0 0 0 -50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 86.0 0.0 6.9 2.9 0.0 0.0 0.0 0.8 2.8 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 12, 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 59,827 : : Positions : : 57,622 50,804 0 4,655 1,710 0 0 0 25 1,700 0 : : : : Changes from: August 5, 2014 : : -2,290 -798 0 20 -20 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 84.9 0.0 7.8 2.9 0.0 0.0 0.0 0.0 2.8 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 12, 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 9,960 : : Positions : : 9,760 7,455 0 1,630 0 0 500 0 0 250 0 : : : : Changes from: August 5, 2014 : : -520 -425 0 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 74.8 0.0 16.4 0.0 0.0 5.0 0.0 0.0 2.5 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 12, 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 16,585 : : Positions : : 15,605 11,390 0 0 650 0 1,500 0 0 2,845 100 : : : : Changes from: August 5, 2014 : : -1,535 -925 0 0 0 0 -300 0 0 -350 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 68.7 0.0 0.0 3.9 0.0 9.0 0.0 0.0 17.2 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 0 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 21,690 : : Positions : : 21,090 20,435 0 0 0 0 1,150 0 0 0 0 : : : : Changes from: August 5, 2014 : : -916 -1,106 0 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 94.2 0.0 0.0 0.0 0.0 5.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 0 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 55,249 : : Positions : : 39,439 49,442 2,465 0 1,390 3,475 0 0 4,018 0 772 : : : : Changes from: August 5, 2014 : : -2,003 -3,367 0 0 0 -450 0 0 -672 0 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 89.5 4.5 0.0 2.5 6.3 0.0 0.0 7.3 0.0 1.4 : : : : 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 12, 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 50,614 : : Positions : : 36,991 45,496 2,460 0 1,250 2,950 0 0 3,305 200 411 : : : : Changes from: August 5, 2014 : : -2,839 -2,404 0 0 0 350 0 0 -39 -50 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 89.9 4.9 0.0 2.5 5.8 0.0 0.0 6.5 0.4 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 12, 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 37,710 : : Positions : : 30,030 27,153 200 725 990 0 5,625 0 3,875 1,300 130 : : : : Changes from: August 5, 2014 : : -780 -1,688 100 0 -100 0 -225 0 -250 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 72.0 0.5 1.9 2.6 0.0 14.9 0.0 10.3 3.4 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 12, 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 33,385 : : Positions : : 27,510 31,145 1,950 45 600 0 50 1,150 1,315 0 100 : : : : Changes from: August 5, 2014 : : -1,135 -1,860 -150 -125 0 0 -150 0 15 0 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 93.3 5.8 0.1 1.8 0.0 0.1 3.4 3.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 12, 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 25,845 : : Positions : : 9,445 20,160 1,200 650 600 0 2,275 1,035 13,150 1,000 0 : : : : Changes from: August 5, 2014 : : -1,060 -915 0 -50 0 0 -10 0 -250 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 78.0 4.6 2.5 2.3 0.0 8.8 4.0 50.9 3.9 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 12, 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 30,553 : : Positions : : 19,700 19,575 0 2,625 2,035 2,625 0 450 4,010 4,575 23 : : : : Changes from: August 5, 2014 : : -1,655 -1,405 0 0 0 50 0 -50 -489 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 64.1 0.0 8.6 6.7 8.6 0.0 1.5 13.1 15.0 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 12, 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 26,042 : : Positions : : 21,225 18,915 575 2,900 790 75 0 825 0 180 712 : : : : Changes from: August 5, 2014 : : -1,875 -1,710 0 0 0 -75 0 0 0 33 -148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 72.6 2.2 11.1 3.0 0.3 0.0 3.2 0.0 0.7 2.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 16 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated August 15, 2014