Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 90,206 : : Positions : : 12,868 28,214 1,548 1,950 3,212 6,267 7,130 3,465 52,766 35,694 8,598 : : : : Changes from: October 7, 2014 : : 963 163 -1,029 596 592 -225 -1,013 -195 1,167 617 1,177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 31.3 1.7 2.2 3.6 6.9 7.9 3.8 58.5 39.6 9.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 14 15 . . . . . . 17 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 38,241 : : Positions : : 12,595 3,740 1,687 1,847 1,128 4,299 385 2,565 12,103 24,697 3,179 : : : : Changes from: October 7, 2014 : : -490 295 -45 -730 55 -730 385 370 215 -1,015 289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 9.8 4.4 4.8 2.9 11.2 1.0 6.7 31.6 64.6 8.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 10 . . . . . . 10 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 1,065 : : Positions : : 62 0 90 30 0 0 374 93 550 299 270 : : : : Changes from: October 7, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.8 0.0 8.5 2.8 0.0 0.0 35.1 8.8 51.7 28.0 25.3 : : : : Number of Traders in Each Category Total Traders: 20 : : . 0 . . 0 0 . . 8 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 153,998 : : Positions : : 94,506 107,564 2,685 3,003 15,532 6,697 4,665 4,983 15,692 4,045 13,522 : : : : Changes from: October 7, 2014 : : 2,030 1,180 136 424 -358 -162 10 275 -134 153 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 69.8 1.7 2.0 10.1 4.3 3.0 3.2 10.2 2.6 8.8 : : : : Number of Traders in Each Category Total Traders: 79 : : 48 47 . . 4 5 . 6 7 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 46,451 : : Positions : : 23,314 39,956 18,002 2,302 308 1,980 0 2,625 0 1,038 222 : : : : Changes from: October 7, 2014 : : 312 -67 -24 0 0 -278 0 99 0 77 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 86.0 38.8 5.0 0.7 4.3 0.0 5.7 0.0 2.2 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 14, 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 367,551 : : Positions : : 237,012 315,538 70,364 18,390 12,334 26,552 0 21,289 0 0 0 : : : : Changes from: October 7, 2014 : : 7,940 4,066 -3,259 0 0 -615 0 952 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 85.8 19.1 5.0 3.4 7.2 0.0 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 18 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 1,464,891 : : Positions : :1,114,710 1,279,688 179,647 28,980 69,848 1,177 14,735 23,806 36,448 8,579 39,255 : : : : Changes from: October 7, 2014 : : 10,364 163 948 417 -1,159 0 760 -760 -8,063 1,909 6,571 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 87.4 12.3 2.0 4.8 0.1 1.0 1.6 2.5 0.6 2.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 38 4 . 4 . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 46,808 : : Positions : : 36,224 27,246 0 9,758 1,804 473 1,329 5,825 2,481 846 0 : : : : Changes from: October 7, 2014 : : -2,239 -987 0 1,341 -1,681 311 -2,110 1,175 79 -94 -554 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 58.2 0.0 20.8 3.9 1.0 2.8 12.4 5.3 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 274,347 : : Positions : : 192,075 188,485 71,642 21,210 0 0 52,344 9,718 0 1,678 912 : : : : Changes from: October 7, 2014 : : -14,694 -9,285 -2,576 -640 0 0 -6,688 -960 -8 -665 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 68.7 26.1 7.7 0.0 0.0 19.1 3.5 0.0 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 14 . . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 609,971 : : Positions : : 494,352 495,462 1,185 42,633 54,391 36,606 0 9,645 5,952 0 7,840 : : : : Changes from: October 7, 2014 : : 6,542 -5,151 -578 12,684 -13,518 1,569 0 -760 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 81.2 0.2 7.0 8.9 6.0 0.0 1.6 1.0 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 25 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 50,044 : : Positions : : 36,095 40,014 4,862 1,196 627 2,590 0 1,241 2,372 4,749 1,389 : : : : Changes from: October 7, 2014 : : -24 -117 -38 0 -44 94 0 -35 0 -60 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 80.0 9.7 2.4 1.3 5.2 0.0 2.5 4.7 9.5 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 14, 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 42,855 : : Positions : : 34,275 42,200 7,705 0 105 0 250 50 100 0 0 : : : : Changes from: October 7, 2014 : : 50 100 0 0 0 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 98.5 18.0 0.0 0.2 0.0 0.6 0.1 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 17 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 55,036 : : Positions : : 43,766 54,196 10,910 0 0 0 600 0 0 0 0 : : : : Changes from: October 7, 2014 : : 1,075 1,075 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 98.5 19.8 0.0 0.0 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 28 17 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 11,755 : : Positions : : 9,785 9,445 0 230 1,920 0 110 0 0 0 50 : : : : Changes from: October 7, 2014 : : -1,040 -1,240 -170 230 -430 0 0 0 0 -200 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 80.3 0.0 2.0 16.3 0.0 0.9 0.0 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 0 . . 0 . 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 282,872 : : Positions : : 204,400 264,000 48,008 1,184 13,720 11,624 0 3,968 1,152 0 0 : : : : Changes from: October 7, 2014 : : -11,064 -4,464 2,744 0 -784 3,128 0 1,968 344 0 -1,152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 93.3 17.0 0.4 4.9 4.1 0.0 1.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 8,318 : : Positions : : 4,903 6,911 0 1,017 238 0 43 44 2,769 0 0 : : : : Changes from: October 7, 2014 : : -870 -800 0 84 -252 -42 -63 0 -189 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 83.1 0.0 12.2 2.9 0.0 0.5 0.5 33.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 16,600 : : Positions : : 11,750 13,750 0 2,100 450 400 0 50 3,850 150 100 : : : : Changes from: October 7, 2014 : : -1,100 -650 0 -250 0 -100 0 0 50 -250 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 82.8 0.0 12.7 2.7 2.4 0.0 0.3 23.2 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 17,020 : : Positions : : 14,230 14,335 0 75 2,400 90 0 60 0 50 0 : : : : Changes from: October 7, 2014 : : -2,255 -2,180 0 25 -25 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 84.2 0.0 0.4 14.1 0.5 0.0 0.4 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 21 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 13,361 : : Positions : : 12,296 9,131 0 2,490 420 0 700 360 0 0 0 : : : : Changes from: October 7, 2014 : : -562 -402 0 -130 0 0 15 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 68.3 0.0 18.6 3.1 0.0 5.2 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 18 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 17,885 : : Positions : : 13,425 12,643 0 1,760 1,432 1,384 0 536 0 0 0 : : : : Changes from: October 7, 2014 : : -161 -365 0 128 -84 -78 0 -23 -64 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 70.7 0.0 9.8 8.0 7.7 0.0 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 20 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 41,423 : : Positions : : 37,661 28,496 888 486 1,364 0 5,832 1,050 0 3,967 220 : : : : Changes from: October 7, 2014 : : 2,002 230 -64 486 91 0 262 -14 -430 397 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 68.8 2.1 1.2 3.3 0.0 14.1 2.5 0.0 9.6 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 29 26 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 49,621 : : Positions : : 45,426 34,176 638 2,299 1,131 170 5,127 1,635 120 4,844 385 : : : : Changes from: October 7, 2014 : : 3,184 -54 -240 766 -73 -30 955 -165 20 1,261 -700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 68.9 1.3 4.6 2.3 0.3 10.3 3.3 0.2 9.8 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 32 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 31,225 : : Positions : : 28,280 24,320 2,300 4,785 525 0 0 0 0 1,535 0 : : : : Changes from: October 7, 2014 : : 1,645 1,645 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 77.9 7.4 15.3 1.7 0.0 0.0 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 25 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 42,305 : : Positions : : 40,340 36,180 1,250 4,105 475 0 0 0 0 1,545 0 : : : : Changes from: October 7, 2014 : : 495 495 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 85.5 3.0 9.7 1.1 0.0 0.0 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 28 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 390,669 : : Positions : : 253,715 336,637 35,607 15,193 3,119 42,300 0 24,943 30,151 9,943 834 : : : : Changes from: October 7, 2014 : : 11,633 -12,772 -7,424 9,408 816 442 0 -834 1,215 9,230 -717 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 86.2 9.1 3.9 0.8 10.8 0.0 6.4 7.7 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 27,588 : : Positions : : 16,548 24,818 2,795 368 324 4,392 0 605 1,756 156 960 : : : : Changes from: October 7, 2014 : : 724 -369 -211 323 20 -60 0 19 -586 0 366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 90.0 10.1 1.3 1.2 15.9 0.0 2.2 6.4 0.6 3.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 29 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 15,682 : : Positions : : 10,414 13,202 2,382 0 878 54 353 1,172 705 0 77 : : : : Changes from: October 7, 2014 : : -1,522 -2,077 -254 0 -150 0 175 -300 -126 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 84.2 15.2 0.0 5.6 0.3 2.3 7.5 4.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 9 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 472,705 : : Positions : : 347,921 428,356 74,165 0 20,893 6,979 0 21,562 1,185 1,894 0 : : : : Changes from: October 7, 2014 : : 3,490 3,122 -834 0 417 466 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 90.6 15.7 0.0 4.4 1.5 0.0 4.6 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 15 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 : : 31,330 44,326 2,854 1,044 81 3,785 0 1,379 7,827 0 0 : : : : Changes from: October 7, 2014 : : 310 73 -256 0 41 19 0 -19 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 93.0 6.0 2.2 0.2 7.9 0.0 2.9 16.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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: October 7, 2014 : : 0 0 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 14, 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 17,399 : : Positions : : 9,779 12,983 0 1,126 517 504 0 87 5,446 1,508 601 : : : : Changes from: October 7, 2014 : : 283 263 -66 187 132 0 0 0 523 290 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 74.6 0.0 6.5 3.0 2.9 0.0 0.5 31.3 8.7 3.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 187,447 : : Positions : : 112,736 185,143 27,242 0 0 392 0 0 44,773 0 2,304 : : : : Changes from: October 7, 2014 : : -2,361 -1,086 -75 0 0 0 0 0 1,350 0 -1,643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 98.8 14.5 0.0 0.0 0.2 0.0 0.0 23.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 19 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 11,905 : : Positions : : 6,087 10,597 2,384 67 407 2,263 46 19 284 270 330 : : : : Changes from: October 7, 2014 : : 72 246 41 44 0 41 0 0 60 -76 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 89.0 20.0 0.6 3.4 19.0 0.4 0.2 2.4 2.3 2.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 119,191 : : Positions : : 86,105 111,497 13,627 4,182 2,728 7,445 0 392 8,502 0 392 : : : : Changes from: October 7, 2014 : : 759 3,238 0 759 0 834 0 0 2,404 0 -1,668 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 93.5 11.4 3.5 2.3 6.2 0.0 0.3 7.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 21,386 : : Positions : : 15,912 12,638 307 2,096 3,282 0 1,509 1,861 0 0 0 : : : : Changes from: October 7, 2014 : : 254 254 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 59.1 1.4 9.8 15.3 0.0 7.1 8.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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: October 7, 2014 : : 0 0 0 0 0 0 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 14, 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 104,432 : : Positions : : 6,726 8,044 1,794 0 320 0 15 87 411 871 2,004 : : : : Changes from: October 7, 2014 : : 354 -138 -573 0 -66 0 2 10 29 -52 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 7.7 1.7 0.0 0.3 0.0 0.0 0.1 0.4 0.8 1.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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: October 7, 2014 : : 0 0 0 0 0 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 14, 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: October 7, 2014 : : 0 0 0 0 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 14, 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 17,190 : : Positions : : 17,190 16,500 0 0 0 0 0 0 0 600 0 : : : : Changes from: October 7, 2014 : : 1,120 520 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 96.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 21 10 0 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 11,870 : : Positions : : 11,870 11,840 0 0 0 0 0 0 0 0 0 : : : : Changes from: October 7, 2014 : : 100 100 0 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 : : 17 9 0 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 19,795 : : Positions : : 18,365 17,990 0 1,160 595 50 50 0 150 0 0 : : : : Changes from: October 7, 2014 : : -40 320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 90.9 0.0 5.9 3.0 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 14, 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: October 7, 2014 : : 0 0 0 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 14, 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 20,008 : : Positions : : 18,268 20,003 520 0 5 0 0 0 300 0 0 : : : : Changes from: October 7, 2014 : : 325 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 100.0 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: 22 : : 19 8 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 110,600 : : Positions : : 100,130 103,475 2,360 470 5,335 1,545 0 300 900 1,020 0 : : : : Changes from: October 7, 2014 : : 275 -10 50 285 -285 -50 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 93.6 2.1 0.4 4.8 1.4 0.0 0.3 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 14, 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 130,261 : : Positions : : 117,385 123,161 2,950 290 5,455 3,845 50 225 350 1,030 50 : : : : Changes from: October 7, 2014 : : -2,375 -2,405 120 200 -110 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 94.5 2.3 0.2 4.2 3.0 0.0 0.2 0.3 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 14, 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 157,852 : : Positions : : 116,385 127,900 6,392 9,104 5,344 3,118 32 2,740 17,237 5,972 5,872 : : : : Changes from: October 7, 2014 : : 1,686 -836 -195 -265 -71 -2,550 32 114 -576 -585 656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 81.0 4.0 5.8 3.4 2.0 0.0 1.7 10.9 3.8 3.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 37 33 5 . 4 . . . 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 96,230 : : Positions : : 76,215 84,880 9,610 2,550 4,885 1,420 0 970 2,255 2,220 725 : : : : Changes from: October 7, 2014 : : 1,020 305 -570 20 70 0 0 0 -120 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 88.2 10.0 2.6 5.1 1.5 0.0 1.0 2.3 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 27 . . 4 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 21,085 : : Positions : : 19,095 18,430 50 345 690 525 1,520 0 0 50 50 : : : : Changes from: October 7, 2014 : : -50 -50 0 0 0 0 0 0 0 0 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 14, 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: October 7, 2014 : : 0 0 0 0 0 0 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 14, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 7,430 : : Positions : : 5,215 6,270 610 0 630 295 0 15 0 0 0 : : : : Changes from: October 7, 2014 : : -60 125 -20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 84.4 8.2 0.0 8.5 4.0 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 15 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 26,380 : : Positions : : 18,847 20,779 883 159 1,391 140 0 180 1,059 0 219 : : : : Changes from: October 7, 2014 : : -42 -31 1 6 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 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 : : 24 21 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 13,586 : : Positions : : 7,750 11,646 4,664 0 20 0 1,920 0 768 0 0 : : : : Changes from: October 7, 2014 : : 322 238 -20 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 85.7 34.3 0.0 0.1 0.0 14.1 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 263,940 : : Positions : : 168,474 230,450 85,296 0 2,735 0 30,755 0 7,435 0 0 : : : : Changes from: October 7, 2014 : : 2,311 1,168 -1,143 0 1,143 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 87.3 32.3 0.0 1.0 0.0 11.7 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 14, 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: October 7, 2014 : : 0 0 0 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 14, 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: October 7, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 98.2 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 14, 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: October 7, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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 3,142,266 : : Positions : :2,700,087 1,378,890 177,664 1,192,511 262,145 0 308,720 0 2,370 0 0 : : : : Changes from: October 7, 2014 : : -160 -160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 43.9 5.7 38.0 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 14, 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: October 7, 2014 : : 0 0 0 0 0 0 0 0 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 14, 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 1,256 0 0 : : : : Changes from: October 7, 2014 : : 0 0 0 0 0 0 0 0 -95 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 1.8 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 14, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 39,988 : : Positions : : 29,536 34,203 3,181 832 2,621 0 0 0 2,382 0 2,268 : : : : Changes from: October 7, 2014 : : -960 -960 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 85.5 8.0 2.1 6.6 0.0 0.0 0.0 6.0 0.0 5.7 : : : : 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 14, 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: October 7, 2014 : : 0 0 0 0 0 0 0 0 0 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 14, 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: October 7, 2014 : : 0 0 0 0 0 0 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 14, 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: October 7, 2014 : : 0 0 0 0 0 0 0 0 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 14, 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: October 7, 2014 : : 0 0 0 0 0 0 0 0 0 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 14, 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 589,570 : : Positions : : 352,383 544,948 5,697 25,734 18,888 0 0 0 212,602 0 0 : : : : Changes from: October 7, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 92.4 1.0 4.4 3.2 0.0 0.0 0.0 36.1 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 14, 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: October 7, 2014 : : 0 0 0 0 0 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 14, 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 14,937 : : Positions : : 14,557 14,302 0 0 0 0 150 0 270 0 0 : : : : Changes from: October 7, 2014 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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 21,776 : : Positions : : 13,064 18,766 3,075 0 1,800 220 0 0 2,432 0 0 : : : : Changes from: October 7, 2014 : : 365 365 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 86.2 14.1 0.0 8.3 1.0 0.0 0.0 11.2 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 14, 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 19,525 : : Positions : : 11,376 16,885 2,970 0 1,650 220 0 0 2,400 0 0 : : : : Changes from: October 7, 2014 : : 221 221 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 86.5 15.2 0.0 8.5 1.1 0.0 0.0 12.3 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 14, 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 21,136 : : Positions : : 13,784 15,587 0 2,105 840 1,050 130 20 3,588 1,200 1,050 : : : : Changes from: October 7, 2014 : : 535 515 0 35 0 0 0 0 65 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 73.7 0.0 10.0 4.0 5.0 0.6 0.1 17.0 5.7 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 14, 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 13,765 : : Positions : : 7,637 9,668 778 3,300 40 555 0 0 3,945 610 75 : : : : Changes from: October 7, 2014 : : 201 140 125 60 -45 0 0 0 0 140 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 70.2 5.7 24.0 0.3 4.0 0.0 0.0 28.7 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 18,379 : : Positions : : 16,469 10,288 626 4,508 178 125 1,220 25 0 1,420 650 : : : : Changes from: October 7, 2014 : : 341 596 -55 100 -40 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 56.0 3.4 24.5 1.0 0.7 6.6 0.1 0.0 7.7 3.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 13,832 : : Positions : : 12,597 10,149 0 1,872 649 210 555 25 0 572 0 : : : : Changes from: October 7, 2014 : : 537 305 0 -70 260 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 73.4 0.0 13.5 4.7 1.5 4.0 0.2 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 10,337 : : Positions : : 8,212 8,292 1,330 910 365 0 75 0 0 675 0 : : : : Changes from: October 7, 2014 : : -120 0 50 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 80.2 12.9 8.8 3.5 0.0 0.7 0.0 0.0 6.5 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 14, 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 10,125 : : Positions : : 7,510 6,915 850 200 795 0 1,515 460 350 225 0 : : : : Changes from: October 7, 2014 : : 305 290 -40 200 -165 0 -120 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 68.3 8.4 2.0 7.9 0.0 15.0 4.5 3.5 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 19 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 8,204 : : Positions : : 5,844 6,839 0 665 0 820 0 430 600 200 0 : : : : Changes from: October 7, 2014 : : 380 -220 -235 665 -240 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 83.4 0.0 8.1 0.0 10.0 0.0 5.2 7.3 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 0 . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 60,834 : : Positions : : 57,916 53,137 0 3,470 1,835 100 0 0 0 1,500 0 : : : : Changes from: October 7, 2014 : : 180 1,110 0 -900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 87.3 0.0 5.7 3.0 0.2 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 19 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 57,672 : : Positions : : 55,452 49,805 0 3,745 1,710 0 0 0 0 1,500 0 : : : : Changes from: October 7, 2014 : : 180 1,110 0 -900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 86.4 0.0 6.5 3.0 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 15,392 : : Positions : : 14,415 11,055 0 0 600 100 1,260 0 0 2,320 77 : : : : Changes from: October 7, 2014 : : 25 250 0 0 0 0 100 0 0 -325 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 71.8 0.0 0.0 3.9 0.6 8.2 0.0 0.0 15.1 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 0 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 22,859 : : Positions : : 21,424 18,614 0 0 0 720 3,770 0 0 290 100 : : : : Changes from: October 7, 2014 : : 44 -126 0 0 0 320 200 0 0 290 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 81.4 0.0 0.0 0.0 3.1 16.5 0.0 0.0 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 0 0 0 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 56,292 : : Positions : : 40,903 49,173 2,130 175 1,365 5,100 820 0 2,555 550 994 : : : : Changes from: October 7, 2014 : : 730 445 0 0 0 20 320 0 -35 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 87.4 3.8 0.3 2.4 9.1 1.5 0.0 4.5 1.0 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 47,248 : : Positions : : 33,188 42,468 2,280 100 1,150 4,990 0 0 3,060 950 300 : : : : Changes from: October 7, 2014 : : 150 120 0 0 0 120 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 89.9 4.8 0.2 2.4 10.6 0.0 0.0 6.5 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 14, 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 34,255 : : Positions : : 26,940 24,975 300 685 885 0 5,000 0 3,700 975 0 : : : : Changes from: October 7, 2014 : : -70 30 0 0 0 0 0 0 100 -130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 72.9 0.9 2.0 2.6 0.0 14.6 0.0 10.8 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 20 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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 28,850 1,380 0 495 0 0 1,050 800 600 0 : : : : Changes from: October 7, 2014 : : 0 -10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 92.6 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 14, 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: October 7, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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 31,248 : : Positions : : 20,110 18,875 0 2,440 2,765 2,500 0 450 3,310 5,025 23 : : : : Changes from: October 7, 2014 : : 100 0 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 60.4 0.0 7.8 8.8 8.0 0.0 1.4 10.6 16.1 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 14, 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: October 7, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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 26,415 : : Positions : : 24,925 23,985 0 2,330 0 0 100 0 600 0 0 : : : : Changes from: October 7, 2014 : : 900 0 0 900 -370 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 90.8 0.0 8.8 0.0 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 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 17, 2014