Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 91,506 : : Positions : : 16,671 29,335 3,108 1,503 3,537 6,248 6,042 2,256 48,430 37,009 9,844 : : : : Changes from: August 19, 2014 : : 1,039 564 645 520 -199 15 -205 28 -1,234 -629 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 32.1 3.4 1.6 3.9 6.8 6.6 2.5 52.9 40.4 10.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 15 14 . . . . . . 17 13 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 31,439 : : Positions : : 10,875 4,155 1,782 285 1,140 1,230 0 1,780 11,146 20,468 2,841 : : : : Changes from: August 19, 2014 : : 155 -340 -620 0 375 255 0 -190 495 555 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 13.2 5.7 0.9 3.6 3.9 0.0 5.7 35.5 65.1 9.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 9 . . . . 0 . 12 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 158,161 : : Positions : : 94,592 102,831 3,927 15,212 16,680 6,385 4,364 4,509 19,929 2,393 11,382 : : : : Changes from: August 19, 2014 : : -560 -98 430 -210 -318 -61 -519 110 209 886 273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 65.0 2.5 9.6 10.5 4.0 2.8 2.9 12.6 1.5 7.2 : : : : Number of Traders in Each Category Total Traders: 82 : : 47 49 . 6 6 6 . 7 8 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 50,178 : : Positions : : 22,809 42,370 18,395 4,292 1,026 5,640 0 1,759 283 464 266 : : : : Changes from: August 19, 2014 : : 1,461 776 94 -192 54 -944 0 79 -28 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 84.4 36.7 8.6 2.0 11.2 0.0 3.5 0.6 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 392,950 : : Positions : : 189,459 336,041 129,199 21,630 14,894 39,013 0 20,057 328 328 0 : : : : Changes from: August 19, 2014 : : -3,463 1,070 2,327 0 656 2,206 0 -1,886 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 85.5 32.9 5.5 3.8 9.9 0.0 5.1 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 1,533,606 : : Positions : :1,107,630 1,277,195 178,904 55,194 124,117 0 25,047 9,405 75,237 4,336 38,312 : : : : Changes from: August 19, 2014 : : 5,689 16,604 10,577 -3 -6,560 0 -1,152 760 -817 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 83.3 11.7 3.6 8.1 0.0 1.6 0.6 4.9 0.3 2.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 37 5 . 6 0 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 47,708 : : Positions : : 36,019 23,903 76 10,489 3,557 203 2,515 5,717 1,761 1,152 375 : : : : Changes from: August 19, 2014 : : -192 -142 0 -1,052 1,441 -182 721 -405 132 231 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 50.1 0.2 22.0 7.5 0.4 5.3 12.0 3.7 2.4 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 17 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 299,770 : : Positions : : 207,913 200,363 72,851 22,514 4,176 0 57,472 13,270 648 1,063 912 : : : : Changes from: August 19, 2014 : : 2,224 320 -1,904 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 66.8 24.3 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 26, 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 651,010 : : Positions : : 516,147 522,266 17,236 53,291 65,800 36,935 0 4,949 5,239 0 4,704 : : : : Changes from: August 19, 2014 : : 9,631 9,255 0 -384 0 -760 0 760 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 80.2 2.6 8.2 10.1 5.7 0.0 0.8 0.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 25 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 53,333 : : Positions : : 39,533 43,275 5,122 919 815 2,668 0 828 1,973 5,097 1,527 : : : : Changes from: August 19, 2014 : : 485 332 0 -191 0 -451 0 64 -362 -469 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 81.1 9.6 1.7 1.5 5.0 0.0 1.6 3.7 9.6 2.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 43,335 : : Positions : : 34,875 43,035 7,185 0 265 0 0 0 100 0 0 : : : : Changes from: August 19, 2014 : : 390 150 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 99.3 16.6 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 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 56,761 : : Positions : : 45,981 56,211 9,570 0 250 0 250 50 150 0 0 : : : : Changes from: August 19, 2014 : : 50 270 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 99.0 16.9 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 18 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 12,660 : : Positions : : 7,410 10,110 2,600 0 2,350 0 0 0 250 150 50 : : : : Changes from: August 19, 2014 : : 50 100 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 79.9 20.5 0.0 18.6 0.0 0.0 0.0 2.0 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 20 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 286,360 : : Positions : : 187,992 248,424 52,760 0 32,400 10,808 0 1,992 0 3,136 408 : : : : Changes from: August 19, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 86.8 18.4 0.0 11.3 3.8 0.0 0.7 0.0 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 4 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 10,577 : : Positions : : 6,893 6,417 0 2,385 850 105 83 65 2,534 651 63 : : : : Changes from: August 19, 2014 : : -849 -152 0 -105 105 63 0 0 529 -21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 60.7 0.0 22.5 8.0 1.0 0.8 0.6 24.0 6.2 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 18,650 : : Positions : : 13,550 13,350 0 4,100 750 650 0 0 3,500 250 200 : : : : Changes from: August 19, 2014 : : 0 1,200 0 0 0 0 0 0 1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 71.6 0.0 22.0 4.0 3.5 0.0 0.0 18.8 1.3 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 26, 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 19,895 : : Positions : : 14,380 17,100 2,100 450 2,125 280 0 20 750 200 0 : : : : Changes from: August 19, 2014 : : -50 0 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 86.0 10.6 2.3 10.7 1.4 0.0 0.1 3.8 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 24 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 14,265 : : Positions : : 12,565 8,735 600 3,650 475 0 1,010 375 0 0 0 : : : : Changes from: August 19, 2014 : : 300 275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 61.2 4.2 25.6 3.3 0.0 7.1 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 18,079 : : Positions : : 13,399 13,220 68 1,046 2,060 1,422 0 560 0 126 0 : : : : Changes from: August 19, 2014 : : -42 -42 0 0 0 -19 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 73.1 0.4 5.8 11.4 7.9 0.0 3.1 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 22 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 35,941 : : Positions : : 30,868 23,170 1,109 1,397 1,827 0 4,441 1,709 0 3,039 263 : : : : Changes from: August 19, 2014 : : 1,064 294 80 0 0 0 -80 190 0 940 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 64.5 3.1 3.9 5.1 0.0 12.4 4.8 0.0 8.5 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 30 27 . . 4 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 43,912 : : Positions : : 38,077 28,784 666 4,267 1,124 200 3,424 2,575 490 3,063 635 : : : : Changes from: August 19, 2014 : : 643 54 55 -60 56 0 80 35 -50 566 114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 65.5 1.5 9.7 2.6 0.5 7.8 5.9 1.1 7.0 1.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 27 . 4 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 34,370 : : Positions : : 29,885 27,020 2,300 6,375 975 0 0 0 850 0 0 : : : : Changes from: August 19, 2014 : : -2,195 175 2,300 400 -400 0 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 78.6 6.7 18.5 2.8 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 44,950 : : Positions : : 41,410 37,290 1,500 6,660 1,000 0 0 0 800 0 0 : : : : Changes from: August 19, 2014 : : -1,045 -75 1,250 400 -400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 83.0 3.3 14.8 2.2 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 455,921 : : Positions : : 274,710 391,020 70,641 21,453 3,112 54,720 0 28,221 19,201 6,799 5,316 : : : : Changes from: August 19, 2014 : : 914 2,584 0 0 0 384 0 -384 2,590 1,304 370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 85.8 15.5 4.7 0.7 12.0 0.0 6.2 4.2 1.5 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 32,238 : : Positions : : 18,810 26,950 4,096 1,498 335 4,753 0 940 1,048 916 1,514 : : : : Changes from: August 19, 2014 : : 90 510 493 23 -64 4 0 0 269 -17 -223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 83.6 12.7 4.6 1.0 14.7 0.0 2.9 3.3 2.8 4.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 29 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 16,320 : : Positions : : 10,151 13,861 3,655 0 648 0 46 1,765 101 0 0 : : : : Changes from: August 19, 2014 : : 101 -282 0 0 0 -487 46 233 76 -74 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 84.9 22.4 0.0 4.0 0.0 0.3 10.8 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 239,882 : : Positions : : 102,472 219,274 53,935 0 12,896 61,604 0 7,712 1,263 0 0 : : : : Changes from: August 19, 2014 : : 943 1,886 943 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 91.4 22.5 0.0 5.4 25.7 0.0 3.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 . . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 470,606 : : Positions : : 320,551 424,538 110,370 0 20,212 0 5,706 17,496 1,977 2,654 0 : : : : Changes from: August 19, 2014 : : 6,936 -13,220 -17,468 0 17,468 0 0 0 -2,304 384 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 90.2 23.5 0.0 4.3 0.0 1.2 3.7 0.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 45,434 : : Positions : : 28,664 42,506 4,386 1,680 0 3,646 0 445 7,449 0 0 : : : : Changes from: August 19, 2014 : : 472 446 170 532 -21 -132 0 0 405 0 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 93.6 9.7 3.7 0.0 8.0 0.0 1.0 16.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 : : 5,761 4,261 635 595 105 0 1,407 0 123 212 0 : : : : Changes from: August 19, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 61.2 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 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 71,938 : : Positions : : 71,938 63,402 0 4,632 0 0 3,904 0 0 0 0 : : : : Changes from: August 19, 2014 : : 0 0 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: 22 : : 11 11 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 15,761 : : Positions : : 9,743 13,858 725 0 492 826 0 82 2,428 76 533 : : : : Changes from: August 19, 2014 : : 121 61 301 0 21 -101 0 82 23 -15 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 87.9 4.6 0.0 3.1 5.2 0.0 0.5 15.4 0.5 3.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 196,951 : : Positions : : 115,342 190,302 37,621 1,977 1,920 392 0 0 39,707 783 1,969 : : : : Changes from: August 19, 2014 : : 0 343 376 -384 384 392 0 0 -26 783 -391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 96.6 19.1 1.0 1.0 0.2 0.0 0.0 20.2 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 19 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 12,948 : : Positions : : 7,897 7,974 2,343 3,640 529 920 0 144 298 0 514 : : : : Changes from: August 19, 2014 : : 132 324 0 0 0 55 0 22 86 -51 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 61.6 18.1 28.1 4.1 7.1 0.0 1.1 2.3 0.0 4.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 139,556 : : Positions : : 98,651 64,034 25,022 71,144 1,192 3,888 0 392 7,617 0 2,794 : : : : Changes from: August 19, 2014 : : 2,680 4,600 0 0 0 -392 0 392 2,312 0 -2,312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 45.9 17.9 51.0 0.9 2.8 0.0 0.3 5.5 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 24,366 : : Positions : : 18,885 14,397 307 2,885 3,207 0 1,962 1,915 52 0 0 : : : : Changes from: August 19, 2014 : : -8 175 0 -208 208 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 59.1 1.3 11.8 13.2 0.0 8.1 7.9 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 218,930 : : Positions : : 190,093 84,722 0 105,363 24,661 0 8 4,176 0 0 0 : : : : Changes from: August 19, 2014 : : 2,560 -64 0 2,624 -1,024 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 38.7 0.0 48.1 11.3 0.0 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 9 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 100,965 : : Positions : : 5,976 8,588 3,055 7 863 0 26 96 1,044 1,458 1,747 : : : : Changes from: August 19, 2014 : : 567 272 82 -2 -43 0 -8 -8 -230 159 216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 8.5 3.0 0.0 0.9 0.0 0.0 0.1 1.0 1.4 1.7 : : : : 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 26, 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 22,685 : : Positions : : 14,680 15,215 7,300 6,470 50 0 825 75 0 50 0 : : : : Changes from: August 19, 2014 : : 420 480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 67.1 32.2 28.5 0.2 0.0 3.6 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 26, 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 18,850 : : Positions : : 14,015 11,405 4,015 6,545 0 0 900 0 0 0 0 : : : : Changes from: August 19, 2014 : : 420 480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 60.5 21.3 34.7 0.0 0.0 4.8 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 26, 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 15,150 : : Positions : : 14,175 13,955 525 765 375 0 0 0 0 0 0 : : : : Changes from: August 19, 2014 : : 2,290 2,290 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 92.1 3.5 5.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 21,475 : : Positions : : 20,075 19,240 310 1,340 745 0 0 0 0 100 50 : : : : Changes from: August 19, 2014 : : 100 430 0 -270 270 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 89.6 1.4 6.2 3.5 0.0 0.0 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 21,245 : : Positions : : 19,625 21,240 745 0 5 0 0 0 0 0 0 : : : : Changes from: August 19, 2014 : : 415 490 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 100.0 3.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 13 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 117,330 : : Positions : : 103,360 106,490 2,015 1,330 9,460 1,715 0 0 550 50 0 : : : : Changes from: August 19, 2014 : : 2,020 930 -1,260 20 90 90 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 90.8 1.7 1.1 8.1 1.5 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 27 . . 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 144,033 : : Positions : : 127,645 135,623 4,983 905 7,355 3,600 0 0 250 0 150 : : : : Changes from: August 19, 2014 : : -645 -470 -375 -135 440 365 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 94.2 3.5 0.6 5.1 2.5 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 35 28 . . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 155,738 : : Positions : : 108,667 124,389 11,308 10,344 7,077 2,049 75 3,144 18,051 5,126 5,257 : : : : Changes from: August 19, 2014 : : 903 2,338 288 30 300 446 -328 2 390 -2 -208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 79.9 7.3 6.6 4.5 1.3 0.0 2.0 11.6 3.3 3.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 32 6 . 6 . . . . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 96,511 : : Positions : : 76,146 80,705 10,290 5,596 5,840 1,500 0 1,040 625 2,345 985 : : : : Changes from: August 19, 2014 : : 660 185 255 645 -585 -60 0 75 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 83.6 10.7 5.8 6.1 1.6 0.0 1.1 0.6 2.4 1.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 29 . . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 23,560 : : Positions : : 21,285 18,070 975 3,410 540 0 1,540 0 0 0 0 : : : : Changes from: August 19, 2014 : : -120 40 0 -325 5 0 165 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 76.7 4.1 14.5 2.3 0.0 6.5 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 26, 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 20,775 : : Positions : : 17,865 17,285 1,305 1,775 1,200 0 515 0 0 0 0 : : : : Changes from: August 19, 2014 : : 75 60 0 0 0 0 15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 83.2 6.3 8.5 5.8 0.0 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 5,805 : : Positions : : 4,235 4,545 510 0 505 0 30 50 0 0 0 : : : : Changes from: August 19, 2014 : : 215 15 0 0 0 0 15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 78.3 8.8 0.0 8.7 0.0 0.5 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 31,787 : : Positions : : 19,445 21,713 2,180 738 4,236 0 172 320 913 0 365 : : : : Changes from: August 19, 2014 : : 204 90 -5 -12 -6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 68.3 6.9 2.3 13.3 0.0 0.5 1.0 2.9 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 . . 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 16,854 : : Positions : : 9,818 13,725 5,590 530 0 0 2,046 0 978 0 0 : : : : Changes from: August 19, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 81.4 33.2 3.1 0.0 0.0 12.1 0.0 5.8 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 26, 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 337,054 : : Positions : : 219,581 303,923 107,662 0 0 0 33,131 0 9,811 0 0 : : : : Changes from: August 19, 2014 : : 5,766 5,766 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 90.2 31.9 0.0 0.0 0.0 9.8 0.0 2.9 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 26, 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 19, 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 26, 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 19, 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 26, 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 165,446 : : Positions : : 145,289 89,249 9,085 60,700 2,517 4,170 7,680 4,025 0 1,169 106 : : : : Changes from: August 19, 2014 : : 210 210 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 26, 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 3,372,481 : : Positions : :2,918,216 1,547,607 184,000 1,249,843 266,311 0 308,720 0 3,954 0 0 : : : : Changes from: August 19, 2014 : : -0 84 0 -84 84 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 45.9 5.5 37.1 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 26, 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 19, 2014 : : 0 0 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 26, 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 19, 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 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 74,463 : : Positions : : 61,824 43,336 0 17,950 6,362 0 1,107 4,643 1,504 0 0 : : : : Changes from: August 19, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 58.2 0.0 24.1 8.5 0.0 1.5 6.2 2.0 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 26, 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 19, 2014 : : 0 0 0 0 0 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 26, 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 19, 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 26, 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 19, 2014 : : 0 0 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 26, 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 19, 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 26, 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 : :1,104,531 1,120,496 134,120 314,483 238,990 178,770 0 70,560 17,558 0 760 : : : : Changes from: August 19, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 64.2 7.7 18.0 13.7 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 26, 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 19, 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 26, 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 19, 2014 : : 0 0 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 26, 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 22,275 : : Positions : : 13,263 19,715 2,765 0 1,800 0 0 0 3,592 0 0 : : : : Changes from: August 19, 2014 : : 0 175 0 0 0 0 0 0 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 88.5 12.4 0.0 8.1 0.0 0.0 0.0 16.1 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 26, 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 19,683 : : Positions : : 11,865 17,373 2,390 0 1,750 0 0 0 3,059 0 0 : : : : Changes from: August 19, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 88.3 12.1 0.0 8.9 0.0 0.0 0.0 15.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 16,918 : : Positions : : 11,959 12,969 55 2,696 510 1,325 250 0 2,203 0 285 : : : : Changes from: August 19, 2014 : : -67 728 0 -70 328 625 0 0 15 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 76.7 0.3 15.9 3.0 7.8 1.5 0.0 13.0 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . 4 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 12,793 : : Positions : : 7,324 9,036 745 3,415 50 25 0 0 3,635 0 220 : : : : Changes from: August 19, 2014 : : 289 458 0 360 0 25 0 0 120 -300 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 70.6 5.8 26.7 0.4 0.2 0.0 0.0 28.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 16,947 : : Positions : : 14,851 8,752 909 5,226 204 0 1,525 0 0 665 575 : : : : Changes from: August 19, 2014 : : 100 65 300 -615 0 0 625 0 0 325 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 51.6 5.4 30.8 1.2 0.0 9.0 0.0 0.0 3.9 3.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 17 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 12,258 : : Positions : : 10,563 9,112 35 2,701 365 0 25 0 800 0 50 : : : : Changes from: August 19, 2014 : : 105 365 0 -565 60 0 25 0 -420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 74.3 0.3 22.0 3.0 0.0 0.2 0.0 6.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 9,037 : : Positions : : 7,722 7,917 320 180 485 0 25 0 0 405 25 : : : : Changes from: August 19, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 87.6 3.5 2.0 5.4 0.0 0.3 0.0 0.0 4.5 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 7,595 : : Positions : : 5,525 4,250 250 295 840 0 1,060 565 300 0 0 : : : : Changes from: August 19, 2014 : : 365 75 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 56.0 3.3 3.9 11.1 0.0 14.0 7.4 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 64,363 : : Positions : : 61,076 55,468 0 4,380 1,835 0 0 0 475 1,750 0 : : : : Changes from: August 19, 2014 : : 445 445 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 86.2 0.0 6.8 2.9 0.0 0.0 0.0 0.7 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 18 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 60,427 : : Positions : : 58,222 51,404 0 4,655 1,710 0 0 0 25 1,700 0 : : : : Changes from: August 19, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 85.1 0.0 7.7 2.8 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 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 13,611 : : Positions : : 10,585 13,235 1,730 0 20 0 200 0 900 0 156 : : : : Changes from: August 19, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 97.2 12.7 0.0 0.1 0.0 1.5 0.0 6.6 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 6 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 19, 2014 : : 0 0 0 0 0 0 0 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 26, 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 16,680 : : Positions : : 15,700 11,485 0 0 650 0 1,500 0 0 2,845 100 : : : : Changes from: August 19, 2014 : : 95 95 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 68.9 0.0 0.0 3.9 0.0 9.0 0.0 0.0 17.1 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 26, 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 21,793 : : Positions : : 21,073 20,538 0 0 0 0 1,150 0 0 0 0 : : : : Changes from: August 19, 2014 : : 83 83 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 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 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 57,613 : : Positions : : 42,603 51,506 2,315 0 1,540 3,575 0 0 2,968 0 922 : : : : Changes from: August 19, 2014 : : 1,989 1,739 -150 0 150 50 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 89.4 4.0 0.0 2.7 6.2 0.0 0.0 5.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 50,874 : : Positions : : 37,331 45,861 2,485 0 1,250 3,000 0 0 3,255 200 411 : : : : Changes from: August 19, 2014 : : 275 300 25 0 0 50 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 90.1 4.9 0.0 2.5 5.9 0.0 0.0 6.4 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 26, 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 38,100 : : Positions : : 30,415 27,538 200 725 990 0 5,625 0 3,875 1,300 130 : : : : Changes from: August 19, 2014 : : -15 -15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 72.3 0.5 1.9 2.6 0.0 14.8 0.0 10.2 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 33,290 : : Positions : : 27,815 31,050 1,950 45 600 0 50 1,150 915 0 100 : : : : Changes from: August 19, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 93.3 5.9 0.1 1.8 0.0 0.2 3.5 2.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 25,875 : : Positions : : 9,475 20,190 1,200 650 600 0 2,275 1,035 13,150 1,000 0 : : : : Changes from: August 19, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 78.0 4.6 2.5 2.3 0.0 8.8 4.0 50.8 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 26, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 31,998 : : Positions : : 21,050 20,755 0 2,475 2,185 2,625 0 450 4,010 4,575 23 : : : : Changes from: August 19, 2014 : : -310 -160 0 -150 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 64.9 0.0 7.7 6.8 8.2 0.0 1.4 12.5 14.3 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 26, 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 : : 21,210 19,210 575 2,900 790 75 0 825 130 0 492 : : : : Changes from: August 19, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 73.8 2.2 11.1 3.0 0.3 0.0 3.2 0.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 16 . . . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated August 29, 2014