Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 93,646 : : Positions : : 16,074 31,303 3,123 1,336 3,573 6,338 5,925 2,502 50,122 36,530 10,387 : : : : Changes from: August 26, 2014 : : -597 1,968 15 -167 36 90 -117 246 1,692 -479 543 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.2 33.4 3.3 1.4 3.8 6.8 6.3 2.7 53.5 39.0 11.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 14 . . . . 4 . 16 13 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 33,561 : : Positions : : 12,305 4,090 1,842 538 1,040 1,150 170 1,635 11,766 22,180 3,183 : : : : Changes from: August 26, 2014 : : 1,430 -65 60 253 -100 -80 170 -145 620 1,712 342 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 12.2 5.5 1.6 3.1 3.4 0.5 4.9 35.1 66.1 9.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 9 9 . . . . . . 13 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 157,904 : : Positions : : 94,853 102,083 4,466 15,158 16,338 6,425 4,231 4,546 18,936 2,886 11,546 : : : : Changes from: August 26, 2014 : : 260 -748 538 -54 -343 40 -133 37 -993 493 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 64.6 2.8 9.6 10.3 4.1 2.7 2.9 12.0 1.8 7.3 : : : : Number of Traders in Each Category Total Traders: 79 : : 47 49 . 6 6 5 . 5 7 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 47,345 : : Positions : : 21,512 39,811 17,437 4,455 842 5,239 0 1,716 386 308 213 : : : : Changes from: August 26, 2014 : : -1,297 -2,560 -958 163 -184 -400 0 -44 103 -156 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 84.1 36.8 9.4 1.8 11.1 0.0 3.6 0.8 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 354,998 : : Positions : : 169,771 301,705 117,511 19,990 14,558 34,741 0 18,417 0 328 0 : : : : Changes from: August 26, 2014 : : -19,688 -34,336 -11,688 -1,640 -336 -4,272 0 -1,640 -328 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 85.0 33.1 5.6 4.1 9.8 0.0 5.2 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 1,547,042 : : Positions : :1,113,867 1,282,485 182,799 55,210 129,973 0 24,671 9,781 70,037 4,336 40,586 : : : : Changes from: August 26, 2014 : : 6,236 5,290 3,895 17 5,855 0 -376 376 -5,200 0 2,274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 82.9 11.8 3.6 8.4 0.0 1.6 0.6 4.5 0.3 2.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 37 5 . 6 0 . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 47,192 : : Positions : : 36,891 23,303 76 11,062 3,151 266 3,917 4,542 1,862 812 404 : : : : Changes from: August 26, 2014 : : 872 -600 0 573 -405 63 1,402 -1,175 101 -340 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 49.4 0.2 23.4 6.7 0.6 8.3 9.6 3.9 1.7 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 305,210 : : Positions : : 213,369 202,283 73,795 22,514 4,176 0 60,032 12,630 8 2,343 1,232 : : : : Changes from: August 26, 2014 : : 5,456 1,920 944 0 0 0 2,560 -640 -640 1,280 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 66.3 24.2 7.4 1.4 0.0 19.7 4.1 0.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 646,682 : : Positions : : 511,819 517,186 17,236 53,667 65,800 36,559 0 5,325 5,239 0 4,704 : : : : Changes from: August 26, 2014 : : -4,328 -5,080 0 376 0 -376 0 376 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 80.0 2.7 8.3 10.2 5.7 0.0 0.8 0.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 26 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 53,669 : : Positions : : 39,809 43,531 5,179 919 815 2,612 0 866 1,973 5,097 1,527 : : : : Changes from: August 26, 2014 : : 276 256 57 0 0 -56 0 38 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 81.1 9.6 1.7 1.5 4.9 0.0 1.6 3.7 9.5 2.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 43,875 : : Positions : : 35,045 43,565 7,345 0 265 0 0 0 100 0 0 : : : : Changes from: August 26, 2014 : : 170 530 160 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 99.3 16.7 0.0 0.6 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 57,421 : : Positions : : 46,366 56,896 9,730 0 225 0 250 50 150 0 0 : : : : Changes from: August 26, 2014 : : 385 685 160 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 99.1 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 : : 30 19 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 12,705 : : Positions : : 7,585 10,105 2,370 0 2,400 0 0 0 300 150 50 : : : : Changes from: August 26, 2014 : : 175 -5 -230 0 50 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 79.5 18.7 0.0 18.9 0.0 0.0 0.0 2.4 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 21 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 286,392 : : Positions : : 187,208 247,640 53,144 0 32,400 9,624 0 2,800 64 2,400 1,152 : : : : Changes from: August 26, 2014 : : -784 -784 384 0 0 -1,184 0 808 64 -736 744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 86.5 18.6 0.0 11.3 3.4 0.0 1.0 0.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 10,640 : : Positions : : 6,956 6,480 0 2,385 850 105 83 65 2,534 651 63 : : : : Changes from: August 26, 2014 : : 63 63 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 60.9 0.0 22.4 8.0 1.0 0.8 0.6 23.8 6.1 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 26, 2014 : : 0 0 0 0 0 0 0 0 0 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 September 2, 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 19,850 : : Positions : : 14,515 17,055 2,100 630 1,945 280 0 20 750 200 0 : : : : Changes from: August 26, 2014 : : 135 -45 0 180 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 85.9 10.6 3.2 9.8 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 September 2, 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 14,400 : : Positions : : 12,715 8,730 600 3,805 460 0 1,010 375 0 0 0 : : : : Changes from: August 26, 2014 : : 150 -5 0 155 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 60.6 4.2 26.4 3.2 0.0 7.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 18,100 : : Positions : : 13,378 13,241 110 1,046 2,060 1,401 0 560 17 105 44 : : : : Changes from: August 26, 2014 : : -21 21 42 0 0 -21 0 0 17 -21 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 73.2 0.6 5.8 11.4 7.7 0.0 3.1 0.1 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 22 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 35,774 : : Positions : : 30,896 23,050 1,124 1,397 1,822 0 4,676 1,559 0 2,867 308 : : : : Changes from: August 26, 2014 : : 28 -120 15 0 -5 0 235 -150 0 -172 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 64.4 3.1 3.9 5.1 0.0 13.1 4.4 0.0 8.0 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 31 28 . . 4 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 44,142 : : Positions : : 38,302 28,979 666 4,317 1,124 250 3,459 2,540 490 3,058 625 : : : : Changes from: August 26, 2014 : : 225 195 0 50 0 50 35 -35 0 -5 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 65.6 1.5 9.8 2.5 0.6 7.8 5.8 1.1 6.9 1.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 29 . 4 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 34,670 : : Positions : : 30,110 27,320 2,300 6,375 975 0 0 0 850 0 0 : : : : Changes from: August 26, 2014 : : 225 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 78.8 6.6 18.4 2.8 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 45,095 : : Positions : : 41,555 37,435 1,500 6,660 1,000 0 0 0 800 0 0 : : : : Changes from: August 26, 2014 : : 145 145 0 0 0 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 September 2, 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 455,153 : : Positions : : 271,636 389,875 70,641 21,830 3,112 51,502 0 28,221 24,725 6,799 5,316 : : : : Changes from: August 26, 2014 : : -3,074 -1,145 0 377 0 -3,218 0 0 5,524 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 85.7 15.5 4.8 0.7 11.3 0.0 6.2 5.4 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 September 2, 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 32,135 : : Positions : : 18,725 26,992 4,078 1,498 294 4,896 0 797 1,132 977 1,472 : : : : Changes from: August 26, 2014 : : -85 41 -18 0 -41 143 0 -143 84 61 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 84.0 12.7 4.7 0.9 15.2 0.0 2.5 3.5 3.0 4.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 29 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 16,707 : : Positions : : 10,585 14,171 3,655 0 648 0 199 1,689 130 0 0 : : : : Changes from: August 26, 2014 : : 434 310 0 0 0 0 153 -76 29 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 84.8 21.9 0.0 3.9 0.0 1.2 10.1 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 239,242 : : Positions : : 101,832 219,594 54,895 0 11,936 61,604 0 7,712 1,263 0 0 : : : : Changes from: August 26, 2014 : : -640 320 960 0 -960 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 91.8 22.9 0.0 5.0 25.7 0.0 3.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 472,141 : : Positions : : 322,086 426,073 110,370 0 20,212 0 5,706 17,496 1,977 2,654 0 : : : : Changes from: August 26, 2014 : : 1,535 1,535 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 90.2 23.4 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 September 2, 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 : : 28,685 42,506 4,386 1,680 0 3,646 0 445 7,449 0 0 : : : : Changes from: August 26, 2014 : : 21 0 0 0 0 0 0 0 0 0 0 : : : : 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 September 2, 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 26, 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 September 2, 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 26, 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 September 2, 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 15,800 : : Positions : : 9,696 13,914 725 0 492 932 0 41 2,428 79 533 : : : : Changes from: August 26, 2014 : : -47 56 0 0 0 106 0 -41 0 3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 88.1 4.6 0.0 3.1 5.9 0.0 0.3 15.4 0.5 3.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 205,037 : : Positions : : 127,332 196,868 37,245 2,361 1,536 392 0 0 34,283 23 4,249 : : : : Changes from: August 26, 2014 : : 11,990 6,566 -376 384 -384 0 0 0 -5,424 -760 2,280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 96.0 18.2 1.2 0.7 0.2 0.0 0.0 16.7 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 13,058 : : Positions : : 7,965 8,039 2,322 3,618 550 855 0 209 338 0 495 : : : : Changes from: August 26, 2014 : : 68 65 -21 -22 21 -65 0 65 40 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 61.6 17.8 27.7 4.2 6.5 0.0 1.6 2.6 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 139,189 : : Positions : : 97,908 63,642 24,638 69,992 1,952 3,888 0 392 7,200 0 3,211 : : : : Changes from: August 26, 2014 : : -743 -392 -384 -1,152 760 0 0 0 -417 0 417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 45.7 17.7 50.3 1.4 2.8 0.0 0.3 5.2 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 22,312 : : Positions : : 17,300 12,837 307 3,302 2,790 0 1,468 1,915 0 0 0 : : : : Changes from: August 26, 2014 : : -1,585 -1,560 0 417 -417 0 -494 0 -52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 57.5 1.4 14.8 12.5 0.0 6.6 8.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 213,570 : : Positions : : 184,733 83,330 0 101,723 24,661 320 0 3,856 0 0 0 : : : : Changes from: August 26, 2014 : : -5,360 -1,392 0 -3,640 0 320 -8 -320 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 39.0 0.0 47.6 11.5 0.1 0.0 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 7 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 98,731 : : Positions : : 5,836 8,453 3,028 7 870 0 30 102 1,057 1,436 1,702 : : : : Changes from: August 26, 2014 : : -140 -136 -27 0 7 0 3 6 13 -23 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 8.6 3.1 0.0 0.9 0.0 0.0 0.1 1.1 1.5 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 September 2, 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 26, 2014 : : 0 0 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 September 2, 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 26, 2014 : : 0 0 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 September 2, 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 15,250 : : Positions : : 14,275 14,055 525 765 375 0 0 0 0 0 0 : : : : Changes from: August 26, 2014 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 92.2 3.4 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 September 2, 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 26, 2014 : : 0 0 0 0 0 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 September 2, 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 21,225 : : Positions : : 19,605 21,220 745 0 5 0 0 0 0 0 0 : : : : Changes from: August 26, 2014 : : -20 -20 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 September 2, 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 117,490 : : Positions : : 103,570 106,825 2,015 1,155 9,460 1,715 0 0 550 50 0 : : : : Changes from: August 26, 2014 : : 210 335 0 -175 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 90.9 1.7 1.0 8.1 1.5 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 27 . . 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 144,268 : : Positions : : 127,830 135,968 5,073 905 7,245 3,720 0 0 250 0 150 : : : : Changes from: August 26, 2014 : : 185 345 90 0 -110 120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 94.2 3.5 0.6 5.0 2.6 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 37 28 . . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 156,972 : : Positions : : 108,511 125,435 10,808 10,255 7,334 3,174 75 3,142 18,364 4,968 5,404 : : : : Changes from: August 26, 2014 : : -156 1,046 -500 -89 257 1,125 0 -2 313 -158 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 79.9 6.9 6.5 4.7 2.0 0.0 2.0 11.7 3.2 3.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 32 6 . 6 . . . 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 96,356 : : Positions : : 76,576 80,710 9,690 5,416 5,840 1,500 0 1,040 605 2,345 1,005 : : : : Changes from: August 26, 2014 : : 430 5 -600 -180 0 0 0 0 -20 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 83.8 10.1 5.6 6.1 1.6 0.0 1.1 0.6 2.4 1.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 30 . . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 23,830 : : Positions : : 21,730 18,195 975 3,560 535 0 1,540 0 0 0 0 : : : : Changes from: August 26, 2014 : : 445 125 0 150 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 76.4 4.1 14.9 2.2 0.0 6.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 20,985 : : Positions : : 18,165 17,435 1,305 1,925 1,110 0 515 0 0 0 0 : : : : Changes from: August 26, 2014 : : 300 150 0 150 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 83.1 6.2 9.2 5.3 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 September 2, 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 5,820 : : Positions : : 4,250 4,570 510 0 505 0 30 50 0 0 0 : : : : Changes from: August 26, 2014 : : 15 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 78.5 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 September 2, 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 29,187 : : Positions : : 17,378 19,994 2,182 919 3,656 84 0 236 986 0 292 : : : : Changes from: August 26, 2014 : : -2,067 -1,719 2 182 -581 84 -172 -84 73 0 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 68.5 7.5 3.1 12.5 0.3 0.0 0.8 3.4 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 15,069 : : Positions : : 8,600 12,129 5,170 425 0 0 1,983 0 873 0 0 : : : : Changes from: August 26, 2014 : : -1,218 -1,596 -420 -105 0 0 -63 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 80.5 34.3 2.8 0.0 0.0 13.2 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 September 2, 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 296,974 : : Positions : : 189,701 265,067 98,686 0 0 0 31,907 0 8,587 0 0 : : : : Changes from: August 26, 2014 : : -29,880 -38,856 -8,976 0 0 0 -1,224 0 -1,224 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 89.3 33.2 0.0 0.0 0.0 10.7 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 September 2, 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 85,689 : : Positions : : 29,119 84,009 54,740 0 1,490 0 0 0 0 0 0 : : : : Changes from: August 26, 2014 : : -1,386 -2,604 -1,218 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 98.0 63.9 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 September 2, 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 1,520,484 : : Positions : : 511,271 1,493,278 982,007 0 27,206 0 0 0 0 0 0 : : : : Changes from: August 26, 2014 : : -21,216 -37,128 -15,912 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 98.2 64.6 0.0 1.8 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 September 2, 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 161,057 : : Positions : : 141,635 86,435 8,581 59,545 2,412 4,380 7,680 3,710 0 1,190 85 : : : : Changes from: August 26, 2014 : : -3,654 -2,814 -504 -1,155 -105 210 0 -315 0 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 53.7 5.3 37.0 1.5 2.7 4.8 2.3 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 21 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 3,312,671 : : Positions : :2,869,128 1,491,877 180,736 1,252,405 259,669 0 308,720 0 3,138 0 0 : : : : Changes from: August 26, 2014 : : -49,088 -55,731 -3,264 2,563 -6,643 0 0 0 -816 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 45.0 5.5 37.8 7.8 0.0 9.3 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 September 2, 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 19,373 : : Positions : : 16,795 12,572 425 850 850 0 586 1,280 0 2,980 0 : : : : Changes from: August 26, 2014 : : -1,428 -1,197 -105 105 -210 0 -21 0 0 -420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 64.9 2.2 4.4 4.4 0.0 3.0 6.6 0.0 15.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 44,308 : : Positions : : 31,559 39,009 5,424 0 3,495 2,026 0 1,804 0 0 0 : : : : Changes from: August 26, 2014 : : -2,814 -3,171 -819 0 -42 462 0 -462 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 88.0 12.2 0.0 7.9 4.6 0.0 4.1 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 September 2, 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 72,342 : : Positions : : 59,976 42,286 0 16,879 6,362 0 1,317 4,433 1,483 0 0 : : : : Changes from: August 26, 2014 : : -1,848 -1,050 0 -1,071 0 0 210 -210 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 58.5 0.0 23.3 8.8 0.0 1.8 6.1 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 15 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 39,742 : : Positions : : 29,016 33,663 3,055 895 2,831 0 0 0 2,487 0 2,268 : : : : Changes from: August 26, 2014 : : -1,071 -1,050 63 -63 -210 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 84.7 7.7 2.3 7.1 0.0 0.0 0.0 6.3 0.0 5.7 : : : : 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 September 2, 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 30,421 : : Positions : : 26,570 21,435 2,536 7,691 1,210 0 0 0 105 0 0 : : : : Changes from: August 26, 2014 : : -2,310 -1,911 42 -336 -84 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 70.5 8.3 25.3 4.0 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 September 2, 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 317,747 : : Positions : : 274,381 282,417 3,138 0 0 16,748 0 23,480 0 11,850 0 : : : : Changes from: August 26, 2014 : : -23,664 -27,336 -816 0 0 -2,856 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 88.9 1.0 0.0 0.0 5.3 0.0 7.4 0.0 3.7 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 September 2, 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 812,079 : : Positions : : 468,171 574,976 132,585 128,466 92,947 102,686 0 15,690 0 0 0 : : : : Changes from: August 26, 2014 : : -48,960 -35,088 5,712 -4,080 -10,200 4,080 0 -4,080 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 70.8 16.3 15.8 11.4 12.6 0.0 1.9 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 September 2, 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 1,705,713 : : Positions : :1,071,483 1,083,368 134,120 316,115 234,910 176,730 0 70,560 17,150 0 760 : : : : Changes from: August 26, 2014 : : -33,048 -37,128 0 1,632 -4,080 -2,040 0 0 -408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 63.5 7.9 18.5 13.8 10.4 0.0 4.1 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 September 2, 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 614,530 : : Positions : : 369,279 564,532 3,009 28,038 21,960 0 0 0 220,282 0 0 : : : : Changes from: August 26, 2014 : : 26,232 26,232 1,032 -6,312 -1,440 0 0 0 -7,344 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 91.9 0.5 4.6 3.6 0.0 0.0 0.0 35.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 410,816 : : Positions : : 348,486 321,468 54,134 81,152 8,196 0 0 0 0 0 0 : : : : Changes from: August 26, 2014 : : -21,216 -14,688 -408 -6,936 -3,672 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 78.3 13.2 19.8 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 22,375 : : Positions : : 13,263 19,815 2,765 0 1,800 220 0 0 3,592 0 0 : : : : Changes from: August 26, 2014 : : 0 100 0 0 0 220 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 88.6 12.4 0.0 8.0 1.0 0.0 0.0 16.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 19,783 : : Positions : : 11,865 17,473 2,390 0 1,750 220 0 0 3,059 0 0 : : : : Changes from: August 26, 2014 : : 0 100 0 0 0 220 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 88.3 12.1 0.0 8.8 1.1 0.0 0.0 15.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 16 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 17,275 : : Positions : : 12,089 13,569 55 2,276 722 1,325 250 0 2,188 0 300 : : : : Changes from: August 26, 2014 : : 130 600 0 -420 212 0 0 0 -15 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 78.5 0.3 13.2 4.2 7.7 1.4 0.0 12.7 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 September 2, 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 12,898 : : Positions : : 7,359 9,141 745 3,355 110 25 0 0 3,635 0 220 : : : : Changes from: August 26, 2014 : : 35 105 0 -60 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 70.9 5.8 26.0 0.9 0.2 0.0 0.0 28.2 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 17,747 : : Positions : : 15,591 9,027 909 5,751 204 0 1,525 0 0 665 575 : : : : Changes from: August 26, 2014 : : 740 275 0 525 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 50.9 5.1 32.4 1.1 0.0 8.6 0.0 0.0 3.7 3.2 : : : : 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 September 2, 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 12,463 : : Positions : : 10,655 9,289 35 2,666 428 0 25 0 850 0 50 : : : : Changes from: August 26, 2014 : : 92 177 0 -35 63 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 74.5 0.3 21.4 3.4 0.0 0.2 0.0 6.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 9,157 : : Positions : : 7,842 8,037 320 180 485 0 25 0 0 405 25 : : : : Changes from: August 26, 2014 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 87.8 3.5 2.0 5.3 0.0 0.3 0.0 0.0 4.4 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 September 2, 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 7,585 : : Positions : : 5,515 4,250 250 295 840 0 1,060 565 300 0 0 : : : : Changes from: August 26, 2014 : : -10 0 0 0 0 0 0 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 4.0 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 September 2, 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 HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 8,080 : : Positions : : 6,005 7,070 0 680 0 900 0 50 550 100 50 : : : : Changes from: August 26, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 87.5 0.0 8.4 0.0 11.1 0.0 0.6 6.8 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 64,413 : : Positions : : 61,126 55,468 0 4,380 1,835 0 0 0 475 1,800 0 : : : : Changes from: August 26, 2014 : : 50 0 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 86.1 0.0 6.8 2.8 0.0 0.0 0.0 0.7 2.8 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 September 2, 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 26, 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 September 2, 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 26, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 September 2, 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 26, 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 September 2, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 17,280 : : Positions : : 16,300 12,085 0 0 650 0 1,500 0 0 2,845 100 : : : : Changes from: August 26, 2014 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 69.9 0.0 0.0 3.8 0.0 8.7 0.0 0.0 16.5 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 2, 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 26, 2014 : : 0 0 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 September 2, 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 26, 2014 : : 0 0 0 0 0 0 0 0 0 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 September 2, 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 26, 2014 : : 0 0 0 0 0 0 0 0 0 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 September 2, 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 26, 2014 : : 0 0 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 September 2, 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 33,415 : : Positions : : 27,940 31,175 1,950 45 600 0 50 1,150 915 0 100 : : : : Changes from: August 26, 2014 : : 125 125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 93.3 5.8 0.1 1.8 0.0 0.1 3.4 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 September 2, 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 26, 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 September 2, 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 26, 2014 : : 0 0 0 0 0 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 September 2, 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 26, 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 September 5, 2014