Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 86,940 : : Positions : : 12,535 29,958 2,849 1,446 3,012 6,235 4,402 2,998 47,506 33,143 10,199 : : : : Changes from: September 2, 2014 : : -3,539 -1,345 -274 110 -561 -103 -1,523 496 -2,616 -3,387 -188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 34.5 3.3 1.7 3.5 7.2 5.1 3.4 54.6 38.1 11.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 13 14 . . . . 4 . 16 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 33,171 : : Positions : : 11,335 3,655 2,102 930 785 2,680 0 1,550 10,877 22,489 3,187 : : : : Changes from: September 2, 2014 : : -970 -435 260 392 -255 1,530 -170 -85 -889 309 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 11.0 6.3 2.8 2.4 8.1 0.0 4.7 32.8 67.8 9.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 9 . . . 5 0 . 11 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 158,360 : : Positions : : 94,764 101,564 3,878 13,388 17,499 6,763 4,680 4,570 18,007 3,376 12,177 : : : : Changes from: September 2, 2014 : : -89 -519 -587 -1,770 1,161 338 449 25 -929 490 630 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 64.1 2.4 8.5 11.0 4.3 3.0 2.9 11.4 2.1 7.7 : : : : Number of Traders in Each Category Total Traders: 79 : : 45 47 . 6 6 6 . 6 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 47,846 : : Positions : : 21,603 40,434 17,847 3,939 919 5,049 0 1,829 413 539 186 : : : : Changes from: September 2, 2014 : : 92 624 410 -516 77 -190 0 113 27 231 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 84.5 37.3 8.2 1.9 10.6 0.0 3.8 0.9 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 359,390 : : Positions : : 173,890 301,697 113,950 19,990 17,054 34,175 0 20,321 0 328 0 : : : : Changes from: September 2, 2014 : : 4,119 -8 -3,561 0 2,496 -566 0 1,904 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 83.9 31.7 5.6 4.7 9.5 0.0 5.7 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 1,450,988 : : Positions : :1,040,908 1,198,979 173,152 54,882 129,961 0 21,623 11,245 65,760 4,336 29,962 : : : : Changes from: September 2, 2014 : : -72,958 -83,507 -9,647 -328 -12 0 -3,048 1,464 -4,277 0 -10,624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 82.6 11.9 3.8 9.0 0.0 1.5 0.8 4.5 0.3 2.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 36 37 5 . 6 0 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 50,307 : : Positions : : 38,793 26,889 76 9,139 4,215 330 3,910 4,528 2,016 1,069 350 : : : : Changes from: September 2, 2014 : : 1,902 3,586 0 -1,924 1,064 64 -8 -14 154 257 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 53.4 0.2 18.2 8.4 0.7 7.8 9.0 4.0 2.1 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 19 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 : : 215,865 202,283 70,675 22,514 4,176 0 60,032 12,630 8 1,719 1,856 : : : : Changes from: September 2, 2014 : : 2,496 0 -3,120 0 0 0 0 0 0 -624 624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 66.3 23.2 7.4 1.4 0.0 19.7 4.1 0.0 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 618,139 : : Positions : : 486,508 494,859 15,604 46,323 65,800 34,615 0 6,453 4,455 0 4,704 : : : : Changes from: September 2, 2014 : : -25,311 -22,327 -1,632 -7,344 0 -1,944 0 1,128 -784 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 80.1 2.5 7.5 10.6 5.6 0.0 1.0 0.7 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 26 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 51,132 : : Positions : : 37,338 40,606 4,990 1,153 794 2,392 0 992 2,204 4,839 1,554 : : : : Changes from: September 2, 2014 : : -2,471 -2,925 -189 234 -21 -220 0 126 231 -258 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 79.4 9.8 2.3 1.6 4.7 0.0 1.9 4.3 9.5 3.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 43,870 : : Positions : : 35,390 43,635 7,420 0 140 0 0 0 150 0 0 : : : : Changes from: September 2, 2014 : : 345 70 75 0 -125 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 99.5 16.9 0.0 0.3 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 55,406 : : Positions : : 44,116 55,046 10,840 0 0 0 300 0 150 0 0 : : : : Changes from: September 2, 2014 : : -2,250 -1,850 1,110 0 -225 0 50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 99.4 19.6 0.0 0.0 0.0 0.5 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 29 17 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 11,820 : : Positions : : 6,950 9,310 2,470 0 2,300 0 0 0 100 200 0 : : : : Changes from: September 2, 2014 : : -635 -795 100 0 -100 0 0 0 -200 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 78.8 20.9 0.0 19.5 0.0 0.0 0.0 0.8 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 266,688 : : Positions : : 169,512 231,104 53,424 0 31,272 9,280 0 2,392 0 1,112 808 : : : : Changes from: September 2, 2014 : : -17,696 -16,536 280 0 -1,128 -344 0 -408 -64 -1,288 -344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 86.7 20.0 0.0 11.7 3.5 0.0 0.9 0.0 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 4 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 9,126 : : Positions : : 5,302 5,762 0 2,343 808 42 83 44 2,843 42 0 : : : : Changes from: September 2, 2014 : : -1,654 -718 0 -42 -42 -63 0 -21 309 -609 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 63.1 0.0 25.7 8.9 0.5 0.9 0.5 31.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 17,800 : : Positions : : 12,800 12,750 0 3,850 750 650 0 0 3,400 250 200 : : : : Changes from: September 2, 2014 : : -750 -600 0 -250 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 71.6 0.0 21.6 4.2 3.7 0.0 0.0 19.1 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 17,515 : : Positions : : 12,430 14,810 2,100 530 1,945 220 0 30 550 200 0 : : : : Changes from: September 2, 2014 : : -2,085 -2,245 0 -100 0 -60 0 10 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 84.6 12.0 3.0 11.1 1.3 0.0 0.2 3.1 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 22 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 14,008 : : Positions : : 12,338 8,113 600 3,745 460 0 875 375 0 0 0 : : : : Changes from: September 2, 2014 : : -377 -617 0 -60 0 0 -135 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 57.9 4.3 26.7 3.3 0.0 6.2 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 16 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 16,854 : : Positions : : 11,832 12,145 0 1,085 2,000 1,402 0 515 41 0 23 : : : : Changes from: September 2, 2014 : : -1,546 -1,096 -110 39 -60 1 0 -45 24 -105 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 72.1 0.0 6.4 11.9 8.3 0.0 3.1 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 21 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 34,294 : : Positions : : 29,431 22,665 1,229 1,202 1,712 0 4,001 1,559 0 2,787 308 : : : : Changes from: September 2, 2014 : : -1,465 -385 105 -195 -110 0 -675 0 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 66.1 3.6 3.5 5.0 0.0 11.7 4.5 0.0 8.1 0.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 29 27 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 42,169 : : Positions : : 36,585 28,594 661 3,737 1,028 150 2,874 2,530 290 2,570 795 : : : : Changes from: September 2, 2014 : : -1,717 -385 -5 -580 -96 -100 -585 -10 -200 -488 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 67.8 1.6 8.9 2.4 0.4 6.8 6.0 0.7 6.1 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 29 . 4 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 32,495 : : Positions : : 28,735 23,550 2,300 6,710 700 0 0 0 400 1,535 0 : : : : Changes from: September 2, 2014 : : -1,375 -3,770 0 335 -275 0 0 0 -450 1,535 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 72.5 7.1 20.6 2.2 0.0 0.0 0.0 1.2 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 43,290 : : Positions : : 39,785 33,980 1,450 7,085 635 0 0 0 1,000 1,545 0 : : : : Changes from: September 2, 2014 : : -1,770 -3,455 -50 425 -365 0 0 0 200 1,545 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 78.5 3.3 16.4 1.5 0.0 0.0 0.0 2.3 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 423,918 : : Positions : : 251,146 364,008 63,600 20,582 2,296 49,054 0 27,405 28,365 7,575 2,052 : : : : Changes from: September 2, 2014 : : -20,490 -25,867 -7,041 -1,248 -816 -2,448 0 -816 3,640 776 -3,264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 85.9 15.0 4.9 0.5 11.6 0.0 6.5 6.7 1.8 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 27 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 30,098 : : Positions : : 17,264 25,315 3,564 1,289 304 5,009 0 630 1,261 787 1,343 : : : : Changes from: September 2, 2014 : : -1,461 -1,676 -514 -209 10 113 0 -167 129 -190 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 84.1 11.8 4.3 1.0 16.6 0.0 2.1 4.2 2.6 4.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 26 . . . . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 17,828 : : Positions : : 11,480 14,869 3,233 0 837 0 582 1,540 738 0 0 : : : : Changes from: September 2, 2014 : : 895 698 -422 0 189 0 383 -149 608 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 83.4 18.1 0.0 4.7 0.0 3.3 8.6 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 233,475 : : Positions : : 101,832 213,827 49,128 0 11,936 61,604 0 7,712 1,263 0 0 : : : : Changes from: September 2, 2014 : : 0 -5,767 -5,767 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 91.6 21.0 0.0 5.1 26.4 0.0 3.3 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 9, 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 466,236 : : Positions : : 318,381 420,768 106,042 0 21,244 0 4,074 17,496 2,689 2,270 384 : : : : Changes from: September 2, 2014 : : -3,705 -5,305 -4,328 0 1,032 0 -1,632 0 712 -384 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 90.2 22.7 0.0 4.6 0.0 0.9 3.8 0.6 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 48,546 : : Positions : : 30,111 45,064 4,642 1,554 0 4,701 0 698 7,490 0 0 : : : : Changes from: September 2, 2014 : : 1,426 2,558 256 -126 0 1,055 0 253 41 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 92.8 9.6 3.2 0.0 9.7 0.0 1.4 15.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 65,818 : : Positions : : 65,818 57,690 0 4,224 0 0 3,904 0 0 0 0 : : : : Changes from: September 2, 2014 : : -6,120 -5,712 0 -408 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 87.7 0.0 6.4 0.0 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 14,708 : : Positions : : 9,302 12,949 185 18 498 869 0 41 2,339 156 388 : : : : Changes from: September 2, 2014 : : -394 -965 -540 18 6 -63 0 0 -89 77 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 88.0 1.3 0.1 3.4 5.9 0.0 0.3 15.9 1.1 2.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 190,805 : : Positions : : 118,388 183,028 32,805 1,953 1,536 392 0 0 33,396 0 4,288 : : : : Changes from: September 2, 2014 : : -8,944 -13,840 -4,440 -408 0 0 0 0 -887 -23 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 95.9 17.2 1.0 0.8 0.2 0.0 0.0 17.5 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,324 : : Positions : : 7,548 7,491 2,173 3,342 509 812 0 209 267 100 547 : : : : Changes from: September 2, 2014 : : -417 -548 -149 -276 -41 -43 0 0 -71 100 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 60.8 17.6 27.1 4.1 6.6 0.0 1.7 2.2 0.8 4.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 127,718 : : Positions : : 91,260 58,282 21,039 63,872 1,544 3,888 0 392 5,967 0 3,628 : : : : Changes from: September 2, 2014 : : -6,648 -5,360 -3,599 -6,120 -408 0 0 0 -1,233 0 417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 45.6 16.5 50.0 1.2 3.0 0.0 0.3 4.7 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 22,363 : : Positions : : 17,402 12,654 307 3,560 2,766 0 1,495 1,888 0 0 0 : : : : Changes from: September 2, 2014 : : 102 -183 0 258 -24 0 27 -27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 56.6 1.4 15.9 12.4 0.0 6.7 8.4 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 9, 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 217,418 : : Positions : : 184,733 87,178 0 101,723 24,661 4,168 0 3,856 0 0 0 : : : : Changes from: September 2, 2014 : : 0 3,848 0 0 0 3,848 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 40.1 0.0 46.8 11.3 1.9 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 9, 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 105,377 : : Positions : : 5,946 8,420 2,979 0 684 0 6 76 720 1,225 1,877 : : : : Changes from: September 2, 2014 : : 110 -33 -48 -7 -186 0 -24 -26 -338 -211 174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.6 8.0 2.8 0.0 0.6 0.0 0.0 0.1 0.7 1.2 1.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 5 0 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 21,365 : : Positions : : 13,855 14,230 6,820 6,135 50 0 825 75 0 50 0 : : : : Changes from: September 2, 2014 : : -825 -985 -480 -335 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 66.6 31.9 28.7 0.2 0.0 3.9 0.4 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 4 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 17,900 : : Positions : : 13,310 10,715 3,785 6,285 0 0 900 0 0 0 0 : : : : Changes from: September 2, 2014 : : -705 -690 -230 -260 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 59.9 21.1 35.1 0.0 0.0 5.0 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 9, 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 15,115 : : Positions : : 14,280 13,930 470 840 300 0 0 0 0 0 0 : : : : Changes from: September 2, 2014 : : 5 -125 -55 75 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 92.2 3.1 5.6 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 8,595 : : Positions : : 7,600 7,235 470 1,160 160 0 0 0 0 0 0 : : : : Changes from: September 2, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 84.2 5.5 13.5 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 18,935 : : Positions : : 17,650 16,965 245 1,255 715 0 0 0 50 0 0 : : : : Changes from: September 2, 2014 : : -2,425 -2,275 -65 -85 -30 0 0 0 50 -100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 89.6 1.3 6.6 3.8 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 18,145 : : Positions : : 16,730 18,140 580 0 5 0 0 0 0 0 0 : : : : Changes from: September 2, 2014 : : -2,875 -3,080 -165 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 100.0 3.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 113,495 : : Positions : : 100,285 103,130 1,905 1,120 8,775 1,580 0 0 950 470 0 : : : : Changes from: September 2, 2014 : : -3,285 -3,695 -110 -35 -685 -135 0 0 400 420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 90.9 1.7 1.0 7.7 1.4 0.0 0.0 0.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 34 27 . . 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 138,830 : : Positions : : 123,335 130,645 5,310 1,395 6,260 3,575 0 0 300 480 50 : : : : Changes from: September 2, 2014 : : -4,495 -5,323 237 490 -985 -145 0 0 50 480 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 94.1 3.8 1.0 4.5 2.6 0.0 0.0 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 36 28 . . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 153,715 : : Positions : : 106,553 121,909 8,996 9,714 7,913 4,837 25 2,248 17,566 6,225 5,354 : : : : Changes from: September 2, 2014 : : -1,958 -3,526 -1,811 -542 579 1,663 -50 -894 -798 1,257 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 79.3 5.9 6.3 5.1 3.1 0.0 1.5 11.4 4.0 3.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 31 5 . 6 . . . 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 96,030 : : Positions : : 75,495 80,640 10,795 6,200 5,025 1,410 0 1,005 1,320 2,270 890 : : : : Changes from: September 2, 2014 : : -1,081 -70 1,105 784 -815 -90 0 -35 715 -75 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 84.0 11.2 6.5 5.2 1.5 0.0 1.0 1.4 2.4 0.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 30 . . 5 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 21,805 : : Positions : : 20,020 16,305 790 3,555 405 0 1,540 0 0 0 0 : : : : Changes from: September 2, 2014 : : -1,710 -1,890 -185 -5 -130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 74.8 3.6 16.3 1.9 0.0 7.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 19,665 : : Positions : : 17,070 16,175 1,080 1,915 1,110 0 465 0 0 0 0 : : : : Changes from: September 2, 2014 : : -1,095 -1,260 -225 -10 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 82.3 5.5 9.7 5.6 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 29,009 : : Positions : : 17,445 20,266 2,178 457 3,608 84 0 236 986 0 292 : : : : Changes from: September 2, 2014 : : 67 272 -4 -462 -48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 69.9 7.5 1.6 12.4 0.3 0.0 0.8 3.4 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 15,155 : : Positions : : 8,773 12,215 5,083 425 0 0 1,983 0 873 0 0 : : : : Changes from: September 2, 2014 : : 173 86 -87 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 80.6 33.5 2.8 0.0 0.0 13.1 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 299,591 : : Positions : : 193,462 267,684 97,542 0 0 0 31,907 0 8,587 0 0 : : : : Changes from: September 2, 2014 : : 3,761 2,617 -1,144 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 89.3 32.6 0.0 0.0 0.0 10.7 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 89,529 : : Positions : : 32,959 87,849 54,740 0 1,490 0 0 0 0 0 0 : : : : Changes from: September 2, 2014 : : 3,840 3,840 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 98.1 61.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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: September 2, 2014 : : 0 0 0 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 9, 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: September 2, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 9, 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 3,313,041 : : Positions : :2,869,127 1,492,247 180,736 1,252,034 260,040 0 308,720 0 3,138 0 0 : : : : Changes from: September 2, 2014 : : -0 371 0 -371 371 0 0 0 0 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 9, 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: September 2, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 9, 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: September 2, 2014 : : 0 0 0 0 0 0 0 0 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 9, 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: September 2, 2014 : : 0 0 0 0 0 0 0 0 0 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 9, 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: September 2, 2014 : : 0 0 0 0 0 0 0 0 0 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 9, 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 30,625 : : Positions : : 26,774 21,639 2,536 7,691 1,210 0 0 0 105 0 0 : : : : Changes from: September 2, 2014 : : 204 204 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 70.7 8.3 25.1 4.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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: September 2, 2014 : : 0 0 0 0 0 0 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 9, 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: September 2, 2014 : : 0 0 0 0 0 0 0 0 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 9, 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: September 2, 2014 : : 0 0 0 0 0 0 0 0 0 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 9, 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: September 2, 2014 : : 0 0 0 0 0 0 0 0 0 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 9, 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 443,464 : : Positions : : 381,134 354,116 54,134 81,152 8,196 0 0 0 0 0 0 : : : : Changes from: September 2, 2014 : : 32,648 32,648 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 79.9 12.2 18.3 1.8 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 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 21,597 : : Positions : : 13,023 19,122 2,680 0 1,800 220 0 0 3,224 0 0 : : : : Changes from: September 2, 2014 : : -240 -693 -85 0 0 0 0 0 -368 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 88.5 12.4 0.0 8.3 1.0 0.0 0.0 14.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 17 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 19,201 : : Positions : : 11,655 17,026 2,440 0 1,700 220 0 0 2,767 0 0 : : : : Changes from: September 2, 2014 : : -210 -447 50 0 -50 0 0 0 -292 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 88.7 12.7 0.0 8.9 1.1 0.0 0.0 14.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 17 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 18,148 : : Positions : : 11,710 14,529 55 1,752 1,099 1,275 200 0 3,148 0 225 : : : : Changes from: September 2, 2014 : : -379 960 0 -524 377 -50 -50 0 960 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 80.1 0.3 9.7 6.1 7.0 1.1 0.0 17.3 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 18 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 12,903 : : Positions : : 7,099 9,116 745 3,435 85 205 0 0 3,670 0 195 : : : : Changes from: September 2, 2014 : : -260 -25 0 80 -25 180 0 0 35 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 70.7 5.8 26.6 0.7 1.6 0.0 0.0 28.4 0.0 1.5 : : : : 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 9, 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 17,733 : : Positions : : 15,236 9,209 934 5,645 179 75 1,450 0 0 610 575 : : : : Changes from: September 2, 2014 : : -355 182 25 -106 -25 75 -75 0 0 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 51.9 5.3 31.8 1.0 0.4 8.2 0.0 0.0 3.4 3.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 14 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 12,776 : : Positions : : 10,979 9,278 85 2,855 378 0 205 0 845 0 55 : : : : Changes from: September 2, 2014 : : 324 -11 50 189 -50 0 180 0 -5 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 72.6 0.7 22.3 3.0 0.0 1.6 0.0 6.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 7,460 : : Positions : : 5,365 4,125 300 255 790 0 1,010 590 300 0 0 : : : : Changes from: September 2, 2014 : : -150 -125 50 -40 -50 0 -50 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 55.3 4.0 3.4 10.6 0.0 13.5 7.9 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 7,953 : : Positions : : 5,878 6,995 0 380 0 580 0 370 600 100 0 : : : : Changes from: September 2, 2014 : : -127 -75 0 -300 0 -320 0 320 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 88.0 0.0 4.8 0.0 7.3 0.0 4.7 7.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 10 0 . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 63,326 : : Positions : : 60,131 54,641 0 4,375 1,835 0 0 0 425 1,600 0 : : : : Changes from: September 2, 2014 : : -995 -827 0 -5 0 0 0 0 -50 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 86.3 0.0 6.9 2.9 0.0 0.0 0.0 0.7 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 60,097 : : Positions : : 57,922 51,288 0 4,650 1,710 0 0 0 25 1,550 0 : : : : Changes from: September 2, 2014 : : -300 -116 0 -5 0 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 85.3 0.0 7.7 2.8 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 15,620 : : Positions : : 14,715 11,135 0 50 600 0 1,100 0 0 2,545 100 : : : : Changes from: September 2, 2014 : : -1,585 -950 0 50 -50 0 -400 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 71.3 0.0 0.3 3.8 0.0 7.0 0.0 0.0 16.3 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 21,138 : : Positions : : 20,478 19,113 0 0 0 0 1,920 0 0 0 0 : : : : Changes from: September 2, 2014 : : -595 -1,425 0 0 0 0 770 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 90.4 0.0 0.0 0.0 0.0 9.1 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 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 55,317 : : Positions : : 41,565 50,124 2,130 65 1,475 3,670 0 0 2,779 0 858 : : : : Changes from: September 2, 2014 : : -1,038 -1,382 -185 65 -65 95 0 0 -189 0 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 90.6 3.9 0.1 2.7 6.6 0.0 0.0 5.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 47,946 : : Positions : : 35,297 43,707 2,280 30 1,220 3,070 0 0 3,245 150 368 : : : : Changes from: September 2, 2014 : : -2,034 -2,154 -205 30 -30 70 0 0 -10 -50 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 91.2 4.8 0.1 2.5 6.4 0.0 0.0 6.8 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 35,565 : : Positions : : 28,205 25,600 300 680 890 0 5,250 0 3,625 1,300 130 : : : : Changes from: September 2, 2014 : : -2,210 -1,938 100 -45 -100 0 -375 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 72.0 0.8 1.9 2.5 0.0 14.8 0.0 10.2 3.7 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 31,880 : : Positions : : 26,795 29,975 1,680 0 520 100 0 1,050 900 0 100 : : : : Changes from: September 2, 2014 : : -1,145 -1,200 -270 -45 -80 100 -50 -100 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 94.0 5.3 0.0 1.6 0.3 0.0 3.3 2.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 24,585 : : Positions : : 8,535 19,265 1,200 600 600 0 2,265 1,035 12,900 800 0 : : : : Changes from: September 2, 2014 : : -940 -925 0 -50 0 0 -10 0 -250 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 78.4 4.9 2.4 2.4 0.0 9.2 4.2 52.5 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 31,883 : : Positions : : 20,820 20,480 0 2,495 2,765 2,525 0 450 3,835 4,325 23 : : : : Changes from: September 2, 2014 : : -230 -275 0 20 580 -100 0 0 -175 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 64.2 0.0 7.8 8.7 7.9 0.0 1.4 12.0 13.6 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 9, 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 24,760 : : Positions : : 20,180 18,005 525 2,900 790 0 0 825 0 24 436 : : : : Changes from: September 2, 2014 : : -1,030 -1,205 -50 0 0 -75 0 0 -130 24 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 72.7 2.1 11.7 3.2 0.0 0.0 3.3 0.0 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 . . . 0 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated September 12, 2014