Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 87,936 : : Positions : : 11,905 28,051 2,577 1,354 2,620 6,492 8,143 3,660 51,599 35,077 7,421 : : : : Changes from: September 30, 2014 : : -42 2,857 1,139 -81 118 765 1,180 125 1,905 -124 221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 31.9 2.9 1.5 3.0 7.4 9.3 4.2 58.7 39.9 8.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 13 15 4 . . . 5 4 16 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 38,592 : : Positions : : 13,085 3,445 1,732 2,577 1,073 5,029 0 2,195 11,888 25,712 2,890 : : : : Changes from: September 30, 2014 : : 2,950 140 -480 1,635 510 880 -35 104 540 2,050 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 8.9 4.5 6.7 2.8 13.0 0.0 5.7 30.8 66.6 7.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 10 . . . 5 0 . 10 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 152,142 : : Positions : : 92,476 106,384 2,549 2,579 15,891 6,859 4,655 4,708 15,826 3,893 13,426 : : : : Changes from: September 30, 2014 : : -2,366 1,070 -720 -6,440 -1,126 639 466 -670 -1,740 206 -334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 69.9 1.7 1.7 10.4 4.5 3.1 3.1 10.4 2.6 8.8 : : : : Number of Traders in Each Category Total Traders: 78 : : 47 47 . . 4 5 . 5 7 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 46,342 : : Positions : : 23,002 40,023 18,026 2,302 308 2,257 0 2,527 0 961 222 : : : : Changes from: September 30, 2014 : : -905 -1,153 -372 -1,474 -717 -1,149 0 54 0 201 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 86.4 38.9 5.0 0.7 4.9 0.0 5.5 0.0 2.1 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 17 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 362,533 : : Positions : : 229,072 311,472 73,623 18,390 12,334 27,167 0 20,337 0 0 0 : : : : Changes from: September 30, 2014 : : 48,174 262 -45,032 -1,600 -6,904 -4,480 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 85.9 20.3 5.1 3.4 7.5 0.0 5.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 18 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 1,456,989 : : Positions : :1,104,345 1,279,524 178,699 28,563 71,007 1,177 13,975 24,566 44,511 6,670 32,684 : : : : Changes from: September 30, 2014 : : -25,507 -8,539 -1,245 -27,109 -15,331 760 -4,681 3,497 -11,196 3,141 -4,309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 87.8 12.3 2.0 4.9 0.1 1.0 1.7 3.1 0.5 2.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 38 4 . 4 . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 49,718 : : Positions : : 38,463 28,233 0 8,417 3,484 162 3,439 4,651 2,402 940 554 : : : : Changes from: September 30, 2014 : : 359 2,527 -130 -994 -250 162 -1,124 436 83 66 -144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 56.8 0.0 16.9 7.0 0.3 6.9 9.4 4.8 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 0 . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 292,905 : : Positions : : 206,769 197,770 74,218 21,850 0 0 59,032 10,678 8 2,343 1,232 : : : : Changes from: September 30, 2014 : : 5,752 7,720 1,960 -8 -3,848 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 67.5 25.3 7.5 0.0 0.0 20.2 3.6 0.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . . 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 616,716 : : Positions : : 487,810 500,613 1,763 29,949 67,909 35,037 0 10,405 5,952 0 7,840 : : : : Changes from: September 30, 2014 : : -3,832 -15,797 -14,595 -3,072 -7,281 -450 0 0 8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 81.2 0.3 4.9 11.0 5.7 0.0 1.7 1.0 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 27 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 50,091 : : Positions : : 36,119 40,131 4,900 1,196 671 2,496 0 1,276 2,372 4,809 1,411 : : : : Changes from: September 30, 2014 : : -2,089 -1,708 -187 -83 0 107 0 -87 168 -106 -146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 80.1 9.8 2.4 1.3 5.0 0.0 2.5 4.7 9.6 2.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 42,755 : : Positions : : 34,225 42,100 7,705 0 105 0 300 0 100 0 0 : : : : Changes from: September 30, 2014 : : -2,455 -2,615 -65 0 -35 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 98.5 18.0 0.0 0.2 0.0 0.7 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 17 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 53,961 : : Positions : : 42,691 53,121 10,910 0 0 0 600 0 0 0 0 : : : : Changes from: September 30, 2014 : : -4,675 -5,135 -130 0 0 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 98.4 20.2 0.0 0.0 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 27 17 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 : : 10,825 10,685 170 0 2,350 0 110 0 0 200 0 : : : : Changes from: September 30, 2014 : : 2,100 0 -2,100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 80.1 1.3 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 : : 20 20 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 287,688 : : Positions : : 215,464 268,464 45,264 1,184 14,504 8,496 0 2,000 808 0 1,152 : : : : Changes from: September 30, 2014 : : 19,880 22,976 3,904 1,184 -18,704 0 0 0 760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 93.3 15.7 0.4 5.0 3.0 0.0 0.7 0.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 9,393 : : Positions : : 5,773 7,711 0 933 490 42 106 44 2,958 42 0 : : : : Changes from: September 30, 2014 : : 337 1,769 0 -1,410 -318 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 82.1 0.0 9.9 5.2 0.4 1.1 0.5 31.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 : : 12,850 14,400 0 2,350 450 500 0 50 3,800 400 150 : : : : Changes from: September 30, 2014 : : 300 1,800 0 -1,500 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 80.9 0.0 13.2 2.5 2.8 0.0 0.3 21.3 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 19,300 : : Positions : : 16,485 16,515 0 50 2,425 90 0 60 0 250 0 : : : : Changes from: September 30, 2014 : : 2,130 230 -2,100 0 0 90 -110 -90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 85.6 0.0 0.3 12.6 0.5 0.0 0.3 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 24 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 : : 12,858 9,533 0 2,620 420 0 685 375 0 0 0 : : : : Changes from: September 30, 2014 : : 90 1,440 0 -1,340 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 68.5 0.0 18.8 3.0 0.0 4.9 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 18 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 18,294 : : Positions : : 13,586 13,008 0 1,632 1,516 1,462 0 559 64 0 0 : : : : Changes from: September 30, 2014 : : 127 190 0 -194 -255 19 0 22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 71.1 0.0 8.9 8.3 8.0 0.0 3.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 22 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 39,871 : : Positions : : 35,659 28,266 952 0 1,273 0 5,570 1,064 430 3,570 120 : : : : Changes from: September 30, 2014 : : 118 517 72 -1,245 -17 0 519 -349 75 290 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 70.9 2.4 0.0 3.2 0.0 14.0 2.7 1.1 9.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 29 26 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 47,625 : : Positions : : 42,242 34,230 878 1,533 1,204 200 4,172 1,800 100 3,583 1,085 : : : : Changes from: September 30, 2014 : : -513 -85 17 -1,707 -83 0 919 -580 -50 286 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 71.9 1.8 3.2 2.5 0.4 8.8 3.8 0.2 7.5 2.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 31 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 29,580 : : Positions : : 26,635 22,675 2,300 4,785 525 0 0 0 0 1,535 0 : : : : Changes from: September 30, 2014 : : -3,245 -2,820 0 -425 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 76.7 7.8 16.2 1.8 0.0 0.0 0.0 0.0 5.2 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 October 7, 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 41,810 : : Positions : : 39,845 35,685 1,250 4,105 475 0 0 0 0 1,545 0 : : : : Changes from: September 30, 2014 : : -4,235 -3,345 -50 -940 -260 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 85.4 3.0 9.8 1.1 0.0 0.0 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 28 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 385,538 : : Positions : : 242,082 349,409 43,031 5,785 2,303 41,858 0 25,777 28,936 713 1,551 : : : : Changes from: September 30, 2014 : : -18,258 -33,753 -17,408 -1,159 -1,152 3,091 0 -6,163 -2,041 296 -1,130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 90.6 11.2 1.5 0.6 10.9 0.0 6.7 7.5 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 27 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 27,276 : : Positions : : 15,824 25,187 3,007 45 304 4,452 0 586 2,342 156 594 : : : : Changes from: September 30, 2014 : : -1,695 -1,904 -206 -273 4 30 0 -121 38 -190 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 92.3 11.0 0.2 1.1 16.3 0.0 2.1 8.6 0.6 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 29 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 18,034 : : Positions : : 11,936 15,279 2,636 0 1,028 54 178 1,472 831 0 77 : : : : Changes from: September 30, 2014 : : 280 -302 -428 0 120 0 178 -178 24 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 84.7 14.6 0.0 5.7 0.3 1.0 8.2 4.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 10 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 230,596 : : Positions : : 97,176 212,629 61,073 0 9,312 53,117 0 8,655 1,263 0 0 : : : : Changes from: September 30, 2014 : : 1,953 1,928 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 92.2 26.5 0.0 4.0 23.0 0.0 3.8 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 469,166 : : Positions : : 344,431 425,234 74,999 0 20,476 6,513 0 21,562 1,185 1,894 0 : : : : Changes from: September 30, 2014 : : -10,348 -21,611 -14,434 0 -768 3,555 0 -384 -384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 90.6 16.0 0.0 4.4 1.4 0.0 4.6 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 15 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 47,638 : : Positions : : 31,020 44,253 3,110 1,044 40 3,766 0 1,398 7,827 0 0 : : : : Changes from: September 30, 2014 : : -1,266 -1,533 -614 -126 40 25 0 -42 211 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 92.9 6.5 2.2 0.1 7.9 0.0 2.9 16.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 5,439 : : Positions : : 4,239 2,720 382 595 105 0 1,786 0 287 128 0 : : : : Changes from: September 30, 2014 : : -865 -1,142 -42 0 0 0 256 0 0 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 50.0 7.0 10.9 1.9 0.0 32.8 0.0 5.3 2.4 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 October 7, 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 60,835 : : Positions : : 60,835 52,707 0 4,224 0 0 3,904 0 0 0 0 : : : : Changes from: September 30, 2014 : : -5,792 -5,792 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 86.6 0.0 6.9 0.0 0.0 6.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 16,563 : : Positions : : 9,496 12,720 66 939 385 504 0 87 4,923 1,218 637 : : : : Changes from: September 30, 2014 : : -341 77 -194 661 -124 -62 0 -41 1,054 -560 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 76.8 0.4 5.7 2.3 3.0 0.0 0.5 29.7 7.4 3.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 190,176 : : Positions : : 115,097 186,229 27,317 0 0 392 0 0 43,423 0 3,947 : : : : Changes from: September 30, 2014 : : -9,999 -2,630 1,144 -1,953 -1,536 0 0 0 4,272 0 -1,512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 97.9 14.4 0.0 0.0 0.2 0.0 0.0 22.8 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 18 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 11,656 : : Positions : : 6,015 10,351 2,343 23 407 2,222 46 19 224 346 295 : : : : Changes from: September 30, 2014 : : -1,033 -728 -263 -318 3 276 0 -42 -61 -118 -198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 88.8 20.1 0.2 3.5 19.1 0.4 0.2 1.9 3.0 2.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 116,862 : : Positions : : 85,346 108,259 13,627 3,423 2,728 6,611 0 392 6,098 0 2,060 : : : : Changes from: September 30, 2014 : : -10,508 -9,166 -6,227 -4,354 792 2,723 0 0 492 0 -1,251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 92.6 11.7 2.9 2.3 5.7 0.0 0.3 5.2 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 21,132 : : Positions : : 15,658 12,384 307 2,096 3,282 0 1,509 1,861 0 0 0 : : : : Changes from: September 30, 2014 : : -1,752 -1,102 0 -451 -395 0 -175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 58.6 1.5 9.9 15.5 0.0 7.1 8.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 202,711 : : Positions : : 170,326 97,232 0 76,630 24,681 3,536 0 4,168 0 0 0 : : : : Changes from: September 30, 2014 : : -13,743 10,678 0 -24,741 644 -320 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 48.0 0.0 37.8 12.2 1.7 0.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 108,139 : : Positions : : 6,372 8,182 2,367 0 386 0 13 78 381 924 2,071 : : : : Changes from: September 30, 2014 : : -248 -621 -413 -16 -107 0 7 15 -207 -356 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 7.6 2.2 0.0 0.4 0.0 0.0 0.1 0.4 0.9 1.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 21,580 : : Positions : : 17,945 14,530 3,025 6,025 0 0 925 50 0 50 0 : : : : Changes from: September 30, 2014 : : 2,890 -660 -3,795 -260 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 67.3 14.0 27.9 0.0 0.0 4.3 0.2 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 18,600 : : Positions : : 15,850 11,325 2,200 6,275 0 0 1,000 0 0 0 0 : : : : Changes from: September 30, 2014 : : 1,035 -265 -1,395 -110 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 60.9 11.8 33.7 0.0 0.0 5.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 16,070 : : Positions : : 16,070 15,980 0 0 0 0 0 0 0 0 0 : : : : Changes from: September 30, 2014 : : -185 -775 -545 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 99.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 21 10 0 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 11,770 : : Positions : : 11,770 11,740 0 0 0 0 0 0 0 0 0 : : : : Changes from: September 30, 2014 : : 35 -765 -510 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 99.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 9 0 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 19,475 : : Positions : : 18,405 17,670 0 1,160 595 50 50 0 150 0 0 : : : : Changes from: September 30, 2014 : : -190 -350 -245 -25 -40 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 90.7 0.0 6.0 3.1 0.3 0.3 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 8 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 18,660 : : Positions : : 17,185 18,660 350 0 0 0 0 0 300 0 0 : : : : Changes from: September 30, 2014 : : -1,720 -1,810 -35 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 100.0 1.9 0.0 0.0 0.0 0.0 0.0 1.6 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 October 7, 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 19,908 : : Positions : : 17,943 19,903 520 0 5 0 0 0 300 0 0 : : : : Changes from: September 30, 2014 : : -2,070 -2,180 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 100.0 2.6 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 : : 18 8 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 110,560 : : Positions : : 99,855 103,485 2,310 185 5,620 1,595 0 250 900 1,020 0 : : : : Changes from: September 30, 2014 : : -5,030 -4,395 -5 -995 -415 -235 0 150 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 93.6 2.1 0.2 5.1 1.4 0.0 0.2 0.8 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 28 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 132,576 : : Positions : : 119,760 125,566 2,830 90 5,565 3,845 50 225 300 1,030 50 : : : : Changes from: September 30, 2014 : : -8,260 -8,080 -160 -545 -475 -155 50 0 -100 -100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 94.7 2.1 0.1 4.2 2.9 0.0 0.2 0.2 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 36 30 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 158,584 : : Positions : : 114,699 128,735 6,588 9,369 5,414 5,668 0 2,626 17,813 6,556 5,216 : : : : Changes from: September 30, 2014 : : 416 -1,257 -1,889 383 -755 915 -25 -547 -594 31 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 81.2 4.2 5.9 3.4 3.6 0.0 1.7 11.2 4.1 3.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 36 30 5 . 4 . 0 . 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 95,735 : : Positions : : 75,195 84,575 10,180 2,530 4,815 1,420 0 970 2,375 2,220 625 : : : : Changes from: September 30, 2014 : : -2,305 490 -100 -2,180 -750 -65 0 -35 495 -50 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 88.3 10.6 2.6 5.0 1.5 0.0 1.0 2.5 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 27 . . 4 . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 21,135 : : Positions : : 19,145 18,480 50 345 690 525 1,520 0 0 50 50 : : : : Changes from: September 30, 2014 : : -1,675 -965 0 -725 -155 0 -70 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 87.4 0.2 1.6 3.3 2.5 7.2 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 19,330 : : Positions : : 17,345 17,900 200 180 735 550 465 0 0 50 0 : : : : Changes from: September 30, 2014 : : -1,565 -970 -120 -540 -135 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 92.6 1.0 0.9 3.8 2.8 2.4 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 11 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 26,413 : : Positions : : 18,889 20,810 882 153 1,391 140 0 180 1,059 0 219 : : : : Changes from: September 30, 2014 : : 3,196 1,581 -1,679 6 -1,646 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 78.8 3.3 0.6 5.3 0.5 0.0 0.7 4.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 21 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 13,328 : : Positions : : 7,428 11,408 4,684 0 0 0 1,920 0 768 0 0 : : : : Changes from: September 30, 2014 : : -1,366 -1,659 -399 -105 0 0 -63 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 85.6 35.1 0.0 0.0 0.0 14.4 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 261,629 : : Positions : : 166,163 229,282 86,439 0 1,592 0 30,755 0 7,435 0 0 : : : : Changes from: September 30, 2014 : : -30,793 -39,552 -8,759 0 0 0 -1,152 0 -1,152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 87.6 33.0 0.0 0.6 0.0 11.8 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 October 7, 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 87,158 : : Positions : : 32,756 85,499 52,339 0 1,490 0 0 0 0 0 0 : : : : Changes from: September 30, 2014 : : -1,386 -2,604 -1,218 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 98.1 60.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 1,485,540 : : Positions : : 513,199 1,458,334 945,135 0 27,206 0 0 0 0 0 0 : : : : Changes from: September 30, 2014 : : -19,968 -34,944 -14,976 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 98.2 63.6 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 154,864 : : Positions : : 140,868 87,614 1,536 58,064 4,411 4,485 0 3,500 0 1,211 64 : : : : Changes from: September 30, 2014 : : 2,034 3,200 -399 -1,481 1,999 105 0 -210 0 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 56.6 1.0 37.5 2.8 2.9 0.0 2.3 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 22 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 3,142,427 : : Positions : :2,700,248 1,379,051 177,664 1,192,511 262,145 0 308,720 0 2,370 0 0 : : : : Changes from: September 30, 2014 : : -67,360 -48,009 -3,072 -23,190 -8,794 0 0 0 -768 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 43.9 5.7 37.9 8.3 0.0 9.8 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 20 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 40,175 : : Positions : : 32,948 35,508 72 0 3,325 2,488 0 1,342 0 0 0 : : : : Changes from: September 30, 2014 : : 258 -2,777 -3,497 0 -170 462 0 -462 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 88.4 0.2 0.0 8.3 6.2 0.0 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 70,049 : : Positions : : 57,962 48,607 0 8,265 6,362 0 1,422 4,328 1,351 0 0 : : : : Changes from: September 30, 2014 : : -1,890 -1,029 0 -1,008 0 0 105 -105 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 69.4 0.0 11.8 9.1 0.0 2.0 6.2 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 15 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 40,948 : : Positions : : 30,496 35,163 3,181 832 2,621 0 0 0 2,382 0 2,268 : : : : Changes from: September 30, 2014 : : -1,070 -1,050 126 -63 -210 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 85.9 7.8 2.0 6.4 0.0 0.0 0.0 5.8 0.0 5.5 : : : : 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 October 7, 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 27,360 : : Positions : : 23,784 22,596 2,555 2,299 1,021 0 0 0 0 1,380 0 : : : : Changes from: September 30, 2014 : : -2,182 -1,911 19 -336 -189 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 82.6 9.3 8.4 3.7 0.0 0.0 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 304,907 : : Positions : : 267,367 256,689 0 12,888 0 14,060 0 23,480 0 11,850 0 : : : : Changes from: September 30, 2014 : : -7,014 -25,728 -3,138 12,888 0 -2,688 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 84.2 0.0 4.2 0.0 4.6 0.0 7.7 0.0 3.9 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 October 7, 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 749,995 : : Positions : : 419,679 551,952 131,337 105,590 80,603 106,526 0 11,850 0 0 0 : : : : Changes from: September 30, 2014 : : -39,112 -8,940 3,456 -22,876 -12,344 3,840 0 -3,840 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 73.6 17.5 14.1 10.7 14.2 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 1,654,473 : : Positions : :1,035,056 1,057,952 131,376 300,056 225,145 174,810 0 70,560 16,766 0 760 : : : : Changes from: September 30, 2014 : : -28,360 -34,944 -4,664 -384 -1,920 -1,920 0 0 -384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 63.9 7.9 18.1 13.6 10.6 0.0 4.3 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 : : 352,383 544,948 5,697 25,734 18,888 0 0 0 212,602 0 0 : : : : Changes from: September 30, 2014 : : -16,896 -19,584 2,688 -2,304 -3,072 0 0 0 -7,680 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 88.7 0.9 4.2 3.1 0.0 0.0 0.0 34.6 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 October 7, 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 386,286 : : Positions : : 327,796 326,531 53,750 55,015 4,740 0 0 0 0 0 0 : : : : Changes from: September 30, 2014 : : -27,648 -17,148 -384 -10,884 -3,456 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 84.5 13.9 14.2 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 14,917 : : Positions : : 14,537 14,282 0 0 0 0 150 0 270 0 0 : : : : Changes from: September 30, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 95.7 0.0 0.0 0.0 0.0 1.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 0 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 21,411 : : Positions : : 12,699 18,401 3,075 0 1,800 220 0 0 2,432 0 0 : : : : Changes from: September 30, 2014 : : -824 -721 395 0 0 0 0 0 -292 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 85.9 14.4 0.0 8.4 1.0 0.0 0.0 11.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 19,304 : : Positions : : 11,155 16,664 2,970 0 1,650 220 0 0 2,400 0 0 : : : : Changes from: September 30, 2014 : : -575 -362 530 0 -50 0 0 0 -292 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 86.3 15.4 0.0 8.5 1.1 0.0 0.0 12.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 16 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 20,530 : : Positions : : 13,249 15,072 0 2,070 840 1,050 130 20 3,523 1,200 1,030 : : : : Changes from: September 30, 2014 : : -576 -394 0 529 -249 -125 -50 0 590 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 73.4 0.0 10.1 4.1 5.1 0.6 0.1 17.2 5.8 5.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 13,542 : : Positions : : 7,436 9,528 653 3,240 85 555 0 0 3,945 470 115 : : : : Changes from: September 30, 2014 : : -203 -205 -40 -5 0 0 0 0 25 -20 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 70.4 4.8 23.9 0.6 4.1 0.0 0.0 29.1 3.5 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 18,023 : : Positions : : 16,128 9,692 681 4,408 218 125 1,220 25 0 1,720 650 : : : : Changes from: September 30, 2014 : : -658 -236 -650 -718 141 0 -150 0 0 -235 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 53.8 3.8 24.5 1.2 0.7 6.8 0.1 0.0 9.5 3.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 13,337 : : Positions : : 12,060 9,844 0 1,942 389 210 555 25 0 572 0 : : : : Changes from: September 30, 2014 : : -487 193 0 -661 180 75 0 0 0 95 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 73.8 0.0 14.6 2.9 1.6 4.2 0.2 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 10,287 : : Positions : : 8,332 8,292 1,280 910 365 0 75 0 0 625 0 : : : : Changes from: September 30, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 80.6 12.4 8.8 3.5 0.0 0.7 0.0 0.0 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 9,800 : : Positions : : 7,205 6,625 890 0 960 0 1,635 340 350 225 0 : : : : Changes from: September 30, 2014 : : 220 -200 -55 0 0 0 350 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 67.6 9.1 0.0 9.8 0.0 16.7 3.5 3.6 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 7,999 : : Positions : : 5,464 7,059 235 0 240 520 0 430 600 200 0 : : : : Changes from: September 30, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 88.2 2.9 0.0 3.0 6.5 0.0 5.4 7.5 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 60,654 : : Positions : : 57,736 52,027 0 4,370 1,835 100 0 0 0 1,500 0 : : : : Changes from: September 30, 2014 : : -3,420 -3,214 0 -5 0 100 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 85.8 0.0 7.2 3.0 0.2 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 57,492 : : Positions : : 55,272 48,695 0 4,645 1,710 0 0 0 0 1,500 0 : : : : Changes from: September 30, 2014 : : -2,675 -2,593 0 -5 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 84.7 0.0 8.1 3.0 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 October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 15,290 : : Positions : : 14,390 10,805 0 0 600 100 1,160 0 0 2,645 0 : : : : Changes from: September 30, 2014 : : -1,025 -830 0 -50 0 0 -250 0 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 70.7 0.0 0.0 3.9 0.7 7.6 0.0 0.0 17.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 0 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 22,495 : : Positions : : 21,380 18,740 0 0 0 400 3,570 0 0 0 100 : : : : Changes from: September 30, 2014 : : -973 -1,098 0 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 83.3 0.0 0.0 0.0 1.8 15.9 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 October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 55,527 : : Positions : : 40,173 48,728 2,130 175 1,365 5,080 500 0 2,590 600 944 : : : : Changes from: September 30, 2014 : : -3,119 -3,733 0 110 -110 -500 0 0 -89 -100 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 87.8 3.8 0.3 2.5 9.1 0.9 0.0 4.7 1.1 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 47,128 : : Positions : : 33,038 42,348 2,280 100 1,150 4,870 0 0 3,210 950 300 : : : : Changes from: September 30, 2014 : : -2,789 -3,139 0 70 -70 -400 0 0 15 -100 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 89.9 4.8 0.2 2.4 10.3 0.0 0.0 6.8 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 34,225 : : Positions : : 27,010 24,945 300 685 885 0 5,000 0 3,600 1,105 0 : : : : Changes from: September 30, 2014 : : -1,895 -1,355 0 5 -5 0 -250 0 -25 -195 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 72.9 0.9 2.0 2.6 0.0 14.6 0.0 10.5 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 31,140 : : Positions : : 26,780 28,860 1,380 0 495 0 0 1,050 800 600 0 : : : : Changes from: September 30, 2014 : : -1,315 -1,815 -300 0 -25 -100 0 0 100 200 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 92.7 4.4 0.0 1.6 0.0 0.0 3.4 2.6 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . 0 . 0 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 24,825 : : Positions : : 8,340 19,110 1,200 600 600 0 3,030 870 13,500 600 0 : : : : Changes from: September 30, 2014 : : -890 -850 0 0 0 0 165 -165 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 77.0 4.8 2.4 2.4 0.0 12.2 3.5 54.4 2.4 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 October 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 31,098 : : Positions : : 20,010 18,875 0 2,440 2,765 2,500 0 450 3,310 4,925 23 : : : : Changes from: September 30, 2014 : : -1,315 -1,510 0 -55 0 -25 0 0 -525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 60.7 0.0 7.8 8.9 8.0 0.0 1.4 10.6 15.8 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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 23,715 : : Positions : : 19,200 16,750 450 2,600 790 175 0 650 0 724 336 : : : : Changes from: September 30, 2014 : : -1,605 -1,280 -75 -300 0 175 0 -175 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 70.6 1.9 11.0 3.3 0.7 0.0 2.7 0.0 3.1 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 7, 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.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 25,885 : : Positions : : 24,025 23,985 0 1,430 370 0 100 0 600 0 0 : : : : Changes from: September 30, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 92.7 0.0 5.5 1.4 0.0 0.4 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 0 . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 10, 2014