Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 83,555 : : Positions : : 11,947 25,194 1,438 1,435 2,502 5,727 6,963 3,535 49,694 35,201 7,200 : : : : Changes from: September 23, 2014 : : -1,520 -2,235 133 -1,015 -915 -403 -398 559 -1,729 20 -1,755 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 30.2 1.7 1.7 3.0 6.9 8.3 4.2 59.5 42.1 8.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 14 15 . . . . 6 4 15 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 34,047 : : Positions : : 10,135 3,305 2,212 942 563 4,149 35 2,091 11,348 23,662 2,819 : : : : Changes from: September 23, 2014 : : -1,750 -940 -40 -263 -427 894 35 15 -576 -284 -579 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 9.7 6.5 2.8 1.7 12.2 0.1 6.1 33.3 69.5 8.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 8 9 . . . . . . 10 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 158,731 : : Positions : : 94,842 105,314 3,269 9,019 17,017 6,220 4,189 5,377 17,565 3,687 13,761 : : : : Changes from: September 23, 2014 : : -3,404 -3,881 -243 345 112 -509 -921 811 -578 318 1,199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 66.3 2.1 5.7 10.7 3.9 2.6 3.4 11.1 2.3 8.7 : : : : Number of Traders in Each Category Total Traders: 81 : : 47 50 4 4 5 . . 4 7 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 49,531 : : Positions : : 23,907 41,176 18,398 3,776 1,025 3,407 0 2,472 0 760 322 : : : : Changes from: September 23, 2014 : : 295 41 482 53 0 -636 0 227 0 47 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 83.1 37.1 7.6 2.1 6.9 0.0 5.0 0.0 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 370,775 : : Positions : : 180,898 311,210 118,655 19,990 19,238 31,647 0 20,337 0 0 0 : : : : Changes from: September 23, 2014 : : 369 3,184 2,815 0 -624 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 83.9 32.0 5.4 5.2 8.5 0.0 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 1,510,320 : : Positions : :1,129,853 1,288,063 179,944 55,672 86,338 417 18,656 21,069 55,707 3,529 36,993 : : : : Changes from: September 23, 2014 : : -9,230 33,176 34,762 -4,178 -21,513 0 1,488 -737 724 -4,230 11,318 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 85.3 11.9 3.7 5.7 0.0 1.2 1.4 3.7 0.2 2.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 37 38 4 4 5 . . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 49,201 : : Positions : : 38,104 25,706 130 9,411 3,734 0 4,562 4,214 2,319 874 698 : : : : Changes from: September 23, 2014 : : 153 -450 0 653 -497 0 138 36 175 12 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 52.2 0.3 19.1 7.6 0.0 9.3 8.6 4.7 1.8 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 289,041 : : Positions : : 201,017 190,050 72,258 21,858 3,848 0 59,032 10,678 8 2,343 1,232 : : : : Changes from: September 23, 2014 : : 1,560 1,560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 65.8 25.0 7.6 1.3 0.0 20.4 3.7 0.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 642,866 : : Positions : : 491,642 516,410 16,358 33,021 75,190 35,487 0 10,405 5,944 0 7,840 : : : : Changes from: September 23, 2014 : : -2,746 6,974 754 -7,470 4,702 2,248 0 -368 -752 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 80.3 2.5 5.1 11.7 5.5 0.0 1.6 0.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 28 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 52,326 : : Positions : : 38,208 41,839 5,087 1,279 671 2,389 0 1,363 2,204 4,915 1,557 : : : : Changes from: September 23, 2014 : : 318 -131 18 85 0 79 0 -17 0 419 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 80.0 9.7 2.4 1.3 4.6 0.0 2.6 4.2 9.4 3.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 45,420 : : Positions : : 36,680 44,715 7,770 0 140 0 300 0 200 0 0 : : : : Changes from: September 23, 2014 : : 235 85 230 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 98.4 17.1 0.0 0.3 0.0 0.7 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 18 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 58,916 : : Positions : : 47,366 58,256 11,040 0 0 0 600 0 150 0 0 : : : : Changes from: September 23, 2014 : : 1,805 1,985 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 98.9 18.7 0.0 0.0 0.0 1.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 30 20 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 13,345 : : Positions : : 8,725 10,685 2,270 0 2,350 0 110 0 0 200 0 : : : : Changes from: September 23, 2014 : : 1,000 950 0 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 80.1 17.0 0.0 17.6 0.0 0.8 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 20 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 281,848 : : Positions : : 195,584 245,488 41,360 0 33,208 8,496 0 2,000 48 0 1,152 : : : : Changes from: September 23, 2014 : : 17,144 11,680 -5,072 0 1,568 -392 0 -392 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 87.1 14.7 0.0 11.8 3.0 0.0 0.7 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 9,352 : : Positions : : 5,436 5,942 0 2,343 808 42 106 44 2,958 42 0 : : : : Changes from: September 23, 2014 : : 0 46 0 0 0 0 0 0 115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 63.5 0.0 25.1 8.6 0.4 1.1 0.5 31.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 15 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 : : 12,550 12,600 0 3,850 750 500 0 50 3,800 400 150 : : : : Changes from: September 23, 2014 : : -100 -150 0 0 0 -150 0 50 250 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 70.8 0.0 21.6 4.2 2.8 0.0 0.3 21.3 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 8 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 19,270 : : Positions : : 14,355 16,285 2,100 50 2,425 0 110 150 0 250 0 : : : : Changes from: September 23, 2014 : : 760 710 0 -480 480 0 30 0 -500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 84.5 10.9 0.3 12.6 0.0 0.6 0.8 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 23 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 13,913 : : Positions : : 12,768 8,093 0 3,960 520 0 685 375 0 0 0 : : : : Changes from: September 23, 2014 : : 15 50 0 -85 60 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 58.2 0.0 28.5 3.7 0.0 4.9 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 18,083 : : Positions : : 13,459 12,818 0 1,826 1,771 1,443 0 537 64 0 0 : : : : Changes from: September 23, 2014 : : 608 309 0 232 -232 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 70.9 0.0 10.1 9.8 8.0 0.0 3.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 21 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 40,268 : : Positions : : 35,541 27,749 880 1,245 1,290 0 5,051 1,413 355 3,280 195 : : : : Changes from: September 23, 2014 : : 1,141 2,234 141 -242 266 0 -10 35 355 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 68.9 2.2 3.1 3.2 0.0 12.5 3.5 0.9 8.1 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 27 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 49,053 : : Positions : : 42,755 34,315 861 3,240 1,287 200 3,253 2,380 150 3,297 1,280 : : : : Changes from: September 23, 2014 : : 1,173 1,965 150 -457 184 0 45 0 -50 -270 615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 70.0 1.8 6.6 2.6 0.4 6.6 4.9 0.3 6.7 2.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 32 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 33,000 : : Positions : : 29,880 25,495 2,300 5,210 700 0 0 0 0 1,535 0 : : : : Changes from: September 23, 2014 : : 325 1,225 0 -900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 77.3 7.0 15.8 2.1 0.0 0.0 0.0 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 25 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 46,355 : : Positions : : 44,080 39,030 1,300 5,045 735 0 0 0 0 1,545 0 : : : : Changes from: September 23, 2014 : : -95 105 0 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 84.2 2.8 10.9 1.6 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 428,599 : : Positions : : 260,340 383,162 60,439 6,944 3,455 38,767 0 31,940 30,977 417 2,681 : : : : Changes from: September 23, 2014 : : -1,438 1,837 376 759 0 -1,504 0 1,120 2,994 -2,168 1,065 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 89.4 14.1 1.6 0.8 9.0 0.0 7.5 7.2 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 29,803 : : Positions : : 17,520 27,091 3,212 318 301 4,422 0 707 2,304 346 637 : : : : Changes from: September 23, 2014 : : -299 -50 102 0 -47 -228 0 138 465 70 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 90.9 10.8 1.1 1.0 14.8 0.0 2.4 7.7 1.2 2.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 30 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 18,240 : : Positions : : 11,656 15,581 3,064 0 908 54 0 1,650 807 0 101 : : : : Changes from: September 23, 2014 : : 0 299 539 0 -39 -211 0 135 -29 0 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 85.4 16.8 0.0 5.0 0.3 0.0 9.0 4.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 11 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 228,668 : : Positions : : 95,223 210,701 61,098 0 9,312 53,117 0 8,655 1,263 0 0 : : : : Changes from: September 23, 2014 : : 959 5,802 4,843 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 92.1 26.7 0.0 4.1 23.2 0.0 3.8 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 491,929 : : Positions : : 354,779 446,845 89,433 0 21,244 2,958 0 21,946 1,569 1,894 0 : : : : Changes from: September 23, 2014 : : 20,972 22,091 -3,144 0 0 2,958 -929 1,305 0 -376 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 90.8 18.2 0.0 4.3 0.6 0.0 4.5 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 16 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 49,288 : : Positions : : 32,286 45,786 3,724 1,170 0 3,741 0 1,440 7,616 0 0 : : : : Changes from: September 23, 2014 : : 1,586 831 0 0 0 -816 0 510 82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 92.9 7.6 2.4 0.0 7.6 0.0 2.9 15.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 6,409 : : Positions : : 5,104 3,862 424 595 105 0 1,530 0 287 170 0 : : : : Changes from: September 23, 2014 : : -191 69 0 0 0 0 22 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 60.3 6.6 9.3 1.6 0.0 23.9 0.0 4.5 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 66,627 : : Positions : : 66,627 58,499 0 4,224 0 0 3,904 0 0 0 0 : : : : Changes from: September 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 87.8 0.0 6.3 0.0 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 16,802 : : Positions : : 9,837 12,643 260 278 509 566 0 128 3,869 1,778 847 : : : : Changes from: September 23, 2014 : : -207 241 -81 193 -23 -41 0 41 701 -85 394 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 75.2 1.5 1.7 3.0 3.4 0.0 0.8 23.0 10.6 5.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 197,807 : : Positions : : 125,096 188,859 26,173 1,953 1,536 392 0 0 39,151 0 5,459 : : : : Changes from: September 23, 2014 : : 3,136 -416 -4,664 0 0 0 0 0 1,112 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 95.5 13.2 1.0 0.8 0.2 0.0 0.0 19.8 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 13,014 : : Positions : : 7,048 11,079 2,606 341 404 1,946 46 61 285 464 493 : : : : Changes from: September 23, 2014 : : 176 436 120 -82 -41 261 46 0 0 180 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 85.1 20.0 2.6 3.1 15.0 0.4 0.5 2.2 3.6 3.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 130,841 : : Positions : : 95,854 117,425 19,854 7,777 1,936 3,888 0 392 5,606 0 3,311 : : : : Changes from: September 23, 2014 : : 3,123 2,336 0 -759 0 0 0 0 -1,546 0 -317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 89.7 15.2 5.9 1.5 3.0 0.0 0.3 4.3 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 23,255 : : Positions : : 17,410 13,486 307 2,547 3,677 0 1,684 1,861 0 0 0 : : : : Changes from: September 23, 2014 : : 189 501 0 -312 236 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 58.0 1.3 11.0 15.8 0.0 7.2 8.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 216,130 : : Positions : : 184,069 86,554 0 101,371 24,037 3,856 0 4,168 0 0 0 : : : : Changes from: September 23, 2014 : : -976 0 0 -976 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 40.0 0.0 46.9 11.1 1.8 0.0 1.9 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 30, 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 111,881 : : Positions : : 6,620 8,803 2,779 16 493 0 5 63 588 1,279 2,130 : : : : Changes from: September 23, 2014 : : 310 474 261 16 -166 0 -7 -16 -55 64 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 7.9 2.5 0.0 0.4 0.0 0.0 0.1 0.5 1.1 1.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 22,550 : : Positions : : 15,055 15,190 6,820 6,285 50 0 925 50 0 50 0 : : : : Changes from: September 23, 2014 : : 815 725 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 67.4 30.2 27.9 0.2 0.0 4.1 0.2 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 4 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 18,975 : : Positions : : 14,815 11,590 3,595 6,385 0 0 1,000 0 0 0 0 : : : : Changes from: September 23, 2014 : : 880 640 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 61.1 18.9 33.6 0.0 0.0 5.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 4 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 16,800 : : Positions : : 16,255 16,755 545 0 0 0 0 0 0 0 0 : : : : Changes from: September 23, 2014 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 99.7 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: 26 : : 21 10 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 12,545 : : Positions : : 11,735 12,505 510 0 0 0 0 0 0 0 0 : : : : Changes from: September 23, 2014 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 99.7 4.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 9 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 19,890 : : Positions : : 18,595 18,020 245 1,185 635 50 50 0 50 0 0 : : : : Changes from: September 23, 2014 : : 460 510 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 90.6 1.2 6.0 3.2 0.3 0.3 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 20,470 : : Positions : : 18,905 20,470 385 0 0 0 0 0 300 0 0 : : : : Changes from: September 23, 2014 : : 275 575 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 100.0 1.9 0.0 0.0 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 7 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 22,088 : : Positions : : 20,013 22,083 580 0 5 0 0 0 300 0 0 : : : : Changes from: September 23, 2014 : : -95 205 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 100.0 2.6 0.0 0.0 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 18 9 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 116,215 : : Positions : : 104,885 107,880 2,315 1,180 6,035 1,830 0 100 1,050 1,020 0 : : : : Changes from: September 23, 2014 : : 1,720 925 -170 125 -515 100 0 0 -50 550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 92.8 2.0 1.0 5.2 1.6 0.0 0.1 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 33 28 . . 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 141,676 : : Positions : : 128,020 133,646 2,990 635 6,040 4,000 0 225 400 1,130 0 : : : : Changes from: September 23, 2014 : : 820 690 45 0 -275 300 0 -50 0 475 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 94.3 2.1 0.4 4.3 2.8 0.0 0.2 0.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 36 32 . . 4 4 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 161,173 : : Positions : : 114,283 129,993 8,477 8,986 6,170 4,753 25 3,173 18,407 6,526 5,402 : : : : Changes from: September 23, 2014 : : 3,439 3,587 319 328 -353 -11 0 0 465 270 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 80.7 5.3 5.6 3.8 2.9 0.0 2.0 11.4 4.0 3.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 32 6 . 5 . . . 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 98,645 : : Positions : : 77,500 84,085 10,280 4,710 5,565 1,485 0 1,005 1,880 2,270 770 : : : : Changes from: September 23, 2014 : : 2,265 2,230 -625 50 70 25 0 0 620 0 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 85.2 10.4 4.8 5.6 1.5 0.0 1.0 1.9 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 30 . . 5 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 23,000 : : Positions : : 20,820 19,445 50 1,070 845 525 1,590 0 0 0 50 : : : : Changes from: September 23, 2014 : : 100 200 0 0 0 50 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 84.5 0.2 4.7 3.7 2.3 6.9 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 8 . 4 . . . 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 20,975 : : Positions : : 18,910 18,870 320 720 870 350 465 0 0 50 0 : : : : Changes from: September 23, 2014 : : 200 250 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 90.0 1.5 3.4 4.1 1.7 2.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 9 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 7,325 : : Positions : : 5,275 6,145 630 0 630 295 0 15 0 0 0 : : : : Changes from: September 23, 2014 : : 245 935 300 0 0 295 0 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 83.9 8.6 0.0 8.6 4.0 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 16 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 27,771 : : Positions : : 15,693 19,229 2,561 148 3,037 140 0 180 1,059 0 219 : : : : Changes from: September 23, 2014 : : -2,881 -2,205 640 -144 -1,269 56 0 -56 73 0 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 69.2 9.2 0.5 10.9 0.5 0.0 0.6 3.8 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 15,176 : : Positions : : 8,794 13,067 5,083 105 0 0 1,983 0 873 0 0 : : : : Changes from: September 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 86.1 33.5 0.7 0.0 0.0 13.1 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 302,333 : : Positions : : 196,956 268,834 95,198 0 1,592 0 31,907 0 8,587 0 0 : : : : Changes from: September 23, 2014 : : 752 0 -752 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 88.9 31.5 0.0 0.5 0.0 10.6 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 89,783 : : Positions : : 34,142 88,103 53,557 0 1,490 0 0 0 0 0 0 : : : : Changes from: September 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 98.1 59.7 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 : : 533,167 1,493,278 960,111 0 27,206 0 0 0 0 0 0 : : : : Changes from: September 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 98.2 63.1 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 151,356 : : Positions : : 138,834 84,414 1,935 59,545 2,412 4,380 0 3,710 0 1,190 85 : : : : Changes from: September 23, 2014 : : -5,376 1,280 0 0 0 0 -6,656 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 55.8 1.3 39.3 1.6 2.9 0.0 2.5 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 4 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 3,222,420 : : Positions : :2,767,607 1,427,060 180,736 1,215,701 270,939 0 308,720 0 3,138 0 0 : : : : Changes from: September 23, 2014 : : -0 50 0 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 44.3 5.6 37.7 8.4 0.0 9.6 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 19 . 4 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 12,892 425 530 850 0 586 1,280 0 2,980 0 : : : : Changes from: September 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 66.5 2.2 2.7 4.4 0.0 3.0 6.6 0.0 15.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 43,584 : : Positions : : 32,690 38,285 3,569 0 3,495 2,026 0 1,804 0 0 0 : : : : Changes from: September 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 87.8 8.2 0.0 8.0 4.6 0.0 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 72,086 : : Positions : : 59,852 49,636 0 9,273 6,362 0 1,317 4,433 1,351 0 0 : : : : Changes from: September 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 68.9 0.0 12.9 8.8 0.0 1.8 6.1 1.9 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 30, 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 42,292 : : Positions : : 31,566 36,213 3,055 895 2,831 0 0 0 2,487 0 2,268 : : : : Changes from: September 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 85.6 7.2 2.1 6.7 0.0 0.0 0.0 5.9 0.0 5.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 29,817 : : Positions : : 25,966 24,507 2,536 2,635 1,210 0 0 0 105 1,380 0 : : : : Changes from: September 23, 2014 : : 920 -460 0 0 0 0 0 0 0 1,380 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 82.2 8.5 8.8 4.1 0.0 0.0 0.0 0.4 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 23, 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 30, 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 797,995 : : Positions : : 458,791 560,892 127,881 128,466 92,947 102,686 0 15,690 0 0 0 : : : : Changes from: September 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 70.3 16.0 16.1 11.6 12.9 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 1,691,721 : : Positions : :1,063,416 1,092,896 136,040 300,440 227,065 176,730 0 70,560 17,150 0 760 : : : : Changes from: September 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 64.6 8.0 17.8 13.4 10.4 0.0 4.2 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 23, 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 30, 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 417,774 : : Positions : : 355,444 343,679 54,134 65,899 8,196 0 0 0 0 0 0 : : : : Changes from: September 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 82.3 13.0 15.8 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 22,137 : : Positions : : 13,523 19,122 2,680 0 1,800 220 0 0 2,724 0 0 : : : : Changes from: September 23, 2014 : : 500 0 0 0 0 0 0 0 -500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 86.4 12.1 0.0 8.1 1.0 0.0 0.0 12.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 17 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 19,741 : : Positions : : 11,730 17,026 2,440 0 1,700 220 0 0 2,692 0 0 : : : : Changes from: September 23, 2014 : : 75 0 0 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 86.2 12.4 0.0 8.6 1.1 0.0 0.0 13.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 17 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 20,659 : : Positions : : 13,825 15,466 0 1,541 1,089 1,175 180 20 2,933 1,200 995 : : : : Changes from: September 23, 2014 : : -167 -935 0 264 0 0 0 0 -45 600 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 74.9 0.0 7.5 5.3 5.7 0.9 0.1 14.2 5.8 4.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 13,777 : : Positions : : 7,639 9,733 693 3,245 85 555 0 0 3,920 490 120 : : : : Changes from: September 23, 2014 : : 650 270 -24 -50 0 350 0 0 0 420 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 70.6 5.0 23.6 0.6 4.0 0.0 0.0 28.5 3.6 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 19,031 : : Positions : : 16,786 9,928 1,331 5,126 77 125 1,370 25 0 1,955 550 : : : : Changes from: September 23, 2014 : : 952 65 310 912 0 25 0 0 0 310 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 52.2 7.0 26.9 0.4 0.7 7.2 0.1 0.0 10.3 2.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 13,650 : : Positions : : 12,547 9,651 0 2,603 209 135 555 25 0 477 100 : : : : Changes from: September 23, 2014 : : 610 -135 0 440 -50 10 350 25 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 70.7 0.0 19.1 1.5 1.0 4.1 0.2 0.0 3.5 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 9,650 : : Positions : : 6,985 6,825 945 0 960 0 1,285 340 350 225 0 : : : : Changes from: September 23, 2014 : : 660 1,070 -50 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 70.7 9.8 0.0 9.9 0.0 13.3 3.5 3.6 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 20 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 64,046 : : Positions : : 61,156 55,241 0 4,375 1,835 0 0 0 0 1,600 0 : : : : Changes from: September 23, 2014 : : 1,025 600 0 0 0 0 0 0 -425 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 86.3 0.0 6.8 2.9 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 60,217 : : Positions : : 57,947 51,288 0 4,650 1,710 0 0 0 0 1,550 0 : : : : Changes from: September 23, 2014 : : 25 0 0 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 85.2 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 : : 15 17 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,430 : : Positions : : 15,415 11,635 0 50 600 100 1,410 0 0 2,545 100 : : : : Changes from: September 23, 2014 : : 400 200 0 0 0 100 310 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 70.8 0.0 0.3 3.7 0.6 8.6 0.0 0.0 15.5 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 11 0 . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 23,513 : : Positions : : 22,353 19,838 0 0 0 400 3,470 0 0 0 100 : : : : Changes from: September 23, 2014 : : -275 -75 0 0 0 200 50 0 0 -50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 84.4 0.0 0.0 0.0 1.7 14.8 0.0 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 0 0 0 . . 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 59,814 : : Positions : : 43,292 52,461 2,130 65 1,475 5,580 500 0 2,679 700 1,008 : : : : Changes from: September 23, 2014 : : -33 -273 0 0 0 410 300 0 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 87.7 3.6 0.1 2.5 9.3 0.8 0.0 4.5 1.2 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 50,871 : : Positions : : 35,827 45,487 2,280 30 1,220 5,270 0 0 3,195 1,050 368 : : : : Changes from: September 23, 2014 : : -25 275 0 0 0 600 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 89.4 4.5 0.1 2.4 10.4 0.0 0.0 6.3 2.1 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 36,265 : : Positions : : 28,905 26,300 300 680 890 0 5,250 0 3,625 1,300 130 : : : : Changes from: September 23, 2014 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 72.5 0.8 1.9 2.5 0.0 14.5 0.0 10.0 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 33,180 : : Positions : : 28,095 30,675 1,680 0 520 100 0 1,050 700 400 300 : : : : Changes from: September 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 92.5 5.1 0.0 1.6 0.3 0.0 3.2 2.1 1.2 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 25,880 : : Positions : : 9,230 19,960 1,200 600 600 0 2,865 1,035 13,500 800 0 : : : : Changes from: September 23, 2014 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 77.1 4.6 2.3 2.3 0.0 11.1 4.0 52.2 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 32,763 : : Positions : : 21,325 20,385 0 2,495 2,765 2,525 0 450 3,835 4,925 23 : : : : Changes from: September 23, 2014 : : -95 -95 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 62.2 0.0 7.6 8.4 7.7 0.0 1.4 11.7 15.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 30, 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 25,385 : : Positions : : 20,805 18,030 525 2,900 790 0 0 825 0 624 436 : : : : Changes from: September 23, 2014 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 71.0 2.1 11.4 3.1 0.0 0.0 3.2 0.0 2.5 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . 0 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated October 3, 2014