Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 91,357 : : Positions : : 16,438 27,967 1,553 3,905 3,172 6,087 5,470 3,229 51,185 37,810 8,221 : : : : Changes from: October 21, 2014 : : 1,799 -661 60 1,985 -345 -165 370 -316 -499 -104 -317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 30.6 1.7 4.3 3.5 6.7 6.0 3.5 56.0 41.4 9.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 15 14 . . 4 . . . 19 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 40,756 : : Positions : : 13,185 5,195 1,320 978 1,390 5,592 220 2,526 12,683 26,152 3,380 : : : : Changes from: October 21, 2014 : : 1,010 55 -592 697 205 150 40 -395 305 -204 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 12.7 3.2 2.4 3.4 13.7 0.5 6.2 31.1 64.2 8.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 10 . . . . . . 10 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 1,085 : : Positions : : 64 22 105 28 0 0 367 95 570 322 252 : : : : Changes from: October 21, 2014 : : 2 -2 -11 -2 0 0 -10 2 -12 -7 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.9 2.1 9.6 2.5 0.0 0.0 33.8 8.7 52.5 29.7 23.2 : : : : Number of Traders in Each Category Total Traders: 22 : : . . . . 0 0 . . 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 154,381 : : Positions : : 97,437 106,486 2,634 3,577 15,963 5,981 5,992 4,742 13,905 3,599 13,423 : : : : Changes from: October 21, 2014 : : 267 -291 20 -254 252 -80 330 152 -605 -146 -485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 69.0 1.7 2.3 10.3 3.9 3.9 3.1 9.0 2.3 8.7 : : : : Number of Traders in Each Category Total Traders: 82 : : 49 49 . 4 4 4 4 7 7 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 46,741 : : Positions : : 24,551 39,962 17,466 2,302 308 1,305 116 2,817 0 966 270 : : : : Changes from: October 21, 2014 : : 520 92 -502 0 0 117 116 42 0 -48 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 85.5 37.4 4.9 0.7 2.8 0.2 6.0 0.0 2.1 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 365,253 : : Positions : : 236,931 314,183 69,075 18,390 10,430 26,567 0 22,250 0 0 0 : : : : Changes from: October 21, 2014 : : -362 -675 -1,289 0 -1,904 976 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 86.0 18.9 5.0 2.9 7.3 0.0 6.1 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 28, 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 1,469,293 : : Positions : :1,163,379 1,257,391 138,705 27,804 84,567 760 25,724 20,766 25,528 17,453 35,588 : : : : Changes from: October 21, 2014 : : 355 -15,099 -7,270 -1,176 4,503 0 3,071 -760 -759 5,530 -11,091 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 85.6 9.4 1.9 5.8 0.1 1.8 1.4 1.7 1.2 2.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 37 4 . 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 51,006 : : Positions : : 40,439 31,333 0 9,777 2,151 600 758 5,667 1,721 868 416 : : : : Changes from: October 21, 2014 : : 1,108 987 0 -20 400 39 -165 -9 -298 22 56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 61.4 0.0 19.2 4.2 1.2 1.5 11.1 3.4 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 293,933 : : Positions : : 211,235 203,905 69,845 21,210 0 656 52,729 11,285 0 3,892 912 : : : : Changes from: October 21, 2014 : : 17,812 15,083 -1,123 0 0 656 48 1,904 0 2,214 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 69.4 23.8 7.2 0.0 0.2 17.9 3.8 0.0 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 613,897 : : Positions : : 517,262 500,131 1,185 66,170 30,871 41,902 0 8,885 5,952 0 7,840 : : : : Changes from: October 21, 2014 : : 19,488 2,985 0 18,833 -18,816 2,330 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 81.5 0.2 10.8 5.0 6.8 0.0 1.4 1.0 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 26 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 RT PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 53,146 : : Positions : : 38,662 40,987 4,222 1,196 668 3,807 0 1,123 2,126 6,817 1,566 : : : : Changes from: October 21, 2014 : : 1,164 665 -722 0 41 676 0 -132 -82 432 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 77.1 7.9 2.3 1.3 7.2 0.0 2.1 4.0 12.8 2.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 44,995 : : Positions : : 34,045 44,270 9,975 0 105 50 150 150 100 0 0 : : : : Changes from: October 21, 2014 : : 145 2,175 2,150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 98.4 22.2 0.0 0.2 0.1 0.3 0.3 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 18 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 3,700 : : Positions : : 3,250 3,450 0 200 0 400 0 50 0 0 0 : : : : Changes from: October 21, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 93.2 0.0 5.4 0.0 10.8 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 0 . 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 58,281 : : Positions : : 44,741 57,621 13,130 0 0 0 370 50 0 0 0 : : : : Changes from: October 21, 2014 : : 465 2,565 2,100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 98.9 22.5 0.0 0.0 0.0 0.6 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 29 18 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 12,800 : : Positions : : 12,555 10,265 0 2,180 195 0 110 0 0 0 50 : : : : Changes from: October 21, 2014 : : 470 470 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 80.2 0.0 17.0 1.5 0.0 0.9 0.0 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 0 . . 0 . 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 292,496 : : Positions : : 202,056 277,616 64,008 1,184 10,536 11,192 0 3,160 1,544 0 0 : : : : Changes from: October 21, 2014 : : -2,280 -344 760 0 0 1,176 0 -808 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 94.9 21.9 0.4 3.6 3.8 0.0 1.1 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,798 : : Positions : : 5,079 7,410 0 894 361 0 43 44 3,104 0 0 : : : : Changes from: October 21, 2014 : : -76 281 0 -41 41 0 0 0 275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 84.2 0.0 10.2 4.1 0.0 0.5 0.5 35.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 17 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 18,000 : : Positions : : 12,900 15,150 0 2,050 500 250 0 100 4,200 150 50 : : : : Changes from: October 21, 2014 : : 1,150 1,400 0 -50 50 -150 0 50 350 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 84.2 0.0 11.4 2.8 1.4 0.0 0.6 23.3 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 8 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 17,640 : : Positions : : 14,670 14,925 0 75 2,400 290 0 40 0 100 0 : : : : Changes from: October 21, 2014 : : 395 345 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 84.6 0.0 0.4 13.6 1.6 0.0 0.2 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 13,556 : : Positions : : 12,451 9,346 50 2,490 420 0 700 360 0 0 0 : : : : Changes from: October 21, 2014 : : 170 230 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 68.9 0.4 18.4 3.1 0.0 5.2 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 18,057 : : Positions : : 13,834 13,038 0 1,420 1,432 1,402 82 518 0 0 0 : : : : Changes from: October 21, 2014 : : 337 88 0 -85 0 19 82 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 72.2 0.0 7.9 7.9 7.8 0.5 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 19 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 42,241 : : Positions : : 37,818 28,904 1,255 160 1,485 0 6,454 1,050 0 3,775 390 : : : : Changes from: October 21, 2014 : : 635 760 354 -36 -214 0 220 0 0 33 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 68.4 3.0 0.4 3.5 0.0 15.3 2.5 0.0 8.9 0.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 30 26 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 50,287 : : Positions : : 45,812 34,263 633 1,865 1,460 170 5,972 1,565 120 4,749 405 : : : : Changes from: October 21, 2014 : : 586 -408 15 -10 5 5 680 -15 0 370 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 68.1 1.3 3.7 2.9 0.3 11.9 3.1 0.2 9.4 0.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 32 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 30,785 : : Positions : : 27,640 24,480 2,300 4,185 525 200 0 0 0 1,535 0 : : : : Changes from: October 21, 2014 : : -880 -880 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 79.5 7.5 13.6 1.7 0.6 0.0 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 16 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 42,350 : : Positions : : 40,345 36,145 1,250 4,105 475 20 0 80 0 1,545 0 : : : : Changes from: October 21, 2014 : : -645 -645 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 85.3 3.0 9.7 1.1 0.0 0.0 0.2 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 29 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 409,564 : : Positions : : 267,524 355,942 35,607 15,217 3,119 43,192 0 24,901 34,387 9,551 834 : : : : Changes from: October 21, 2014 : : 8,769 13,897 0 24 0 2,041 0 -834 2,694 -417 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 86.9 8.7 3.7 0.8 10.5 0.0 6.1 8.4 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 29 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 28,858 : : Positions : : 17,358 26,123 3,079 327 321 4,181 0 548 2,067 127 1,052 : : : : Changes from: October 21, 2014 : : 240 509 294 -41 20 -195 0 19 78 -29 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 90.5 10.7 1.1 1.1 14.5 0.0 1.9 7.2 0.4 3.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 30 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 16,341 : : Positions : : 10,877 13,890 2,358 0 902 54 353 1,172 978 0 0 : : : : Changes from: October 21, 2014 : : 180 280 -24 0 24 0 0 0 148 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 85.0 14.4 0.0 5.5 0.3 2.2 7.2 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 487,655 : : Positions : : 362,887 442,153 74,149 0 20,893 5,826 0 22,715 1,185 1,894 0 : : : : Changes from: October 21, 2014 : : 9,491 8,322 -16 0 0 -1,153 0 1,153 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 90.7 15.2 0.0 4.3 1.2 0.0 4.7 0.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 16 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 49,325 : : Positions : : 32,757 46,231 2,797 1,044 100 4,226 0 1,164 7,899 0 0 : : : : Changes from: October 21, 2014 : : 517 -303 -57 0 19 -324 0 40 -461 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 93.7 5.7 2.1 0.2 8.6 0.0 2.4 16.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 5,458 : : Positions : : 4,201 2,822 22 595 105 0 1,786 0 325 128 0 : : : : Changes from: October 21, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 51.7 0.4 10.9 1.9 0.0 32.7 0.0 6.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 DA OFF-PK - 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 21, 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 28, 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 DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 18,322 : : Positions : : 10,621 13,696 0 1,170 494 523 0 87 5,673 1,820 459 : : : : Changes from: October 21, 2014 : : 590 694 0 85 -44 19 0 0 227 38 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 74.8 0.0 6.4 2.7 2.9 0.0 0.5 31.0 9.9 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 192,138 : : Positions : : 113,113 189,000 26,385 0 834 392 0 0 49,110 0 2,304 : : : : Changes from: October 21, 2014 : : 2,337 3,097 760 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 98.4 13.7 0.0 0.4 0.2 0.0 0.0 25.6 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 19 4 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,445 : : Positions : : 6,504 11,023 2,450 45 407 2,355 46 60 284 441 235 : : : : Changes from: October 21, 2014 : : 303 366 66 0 0 16 0 41 0 38 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 88.6 19.7 0.4 3.3 18.9 0.4 0.5 2.3 3.5 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 119,533 : : Positions : : 85,663 112,230 14,491 3,479 2,648 6,661 0 1,176 8,894 0 0 : : : : Changes from: October 21, 2014 : : -833 -49 864 -312 -80 -392 0 392 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 93.9 12.1 2.9 2.2 5.6 0.0 1.0 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,875 : : Positions : : 16,470 12,975 307 1,936 3,442 0 1,914 1,608 0 0 0 : : : : Changes from: October 21, 2014 : : 22 -125 0 71 -71 0 100 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 59.3 1.4 8.9 15.7 0.0 8.7 7.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 209,801 : : Positions : : 174,848 101,417 0 80,815 23,401 7,384 0 4,168 0 0 0 : : : : Changes from: October 21, 2014 : : 674 337 0 337 -337 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 48.3 0.0 38.5 11.2 3.5 0.0 2.0 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 28, 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 RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 102,143 : : Positions : : 6,623 7,880 1,780 0 320 0 8 90 422 938 1,916 : : : : Changes from: October 21, 2014 : : -32 -119 -2 0 -1 0 -4 0 -3 86 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 7.7 1.7 0.0 0.3 0.0 0.0 0.1 0.4 0.9 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 28, 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 21,510 : : Positions : : 17,875 14,410 3,025 6,025 0 0 925 50 0 100 0 : : : : Changes from: October 21, 2014 : : -70 -70 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 67.0 14.1 28.0 0.0 0.0 4.3 0.2 0.0 0.5 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 28, 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 18,800 : : Positions : : 16,050 11,425 2,200 6,375 0 0 1,000 0 0 0 0 : : : : Changes from: October 21, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 60.8 11.7 33.9 0.0 0.0 5.3 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 28, 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 PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 19,130 : : Positions : : 19,080 17,120 0 0 0 50 0 0 0 1,800 0 : : : : Changes from: October 21, 2014 : : 160 160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 89.5 0.0 0.0 0.0 0.3 0.0 0.0 0.0 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 22 10 0 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 12,150 : : Positions : : 12,150 12,000 0 0 0 0 0 0 0 0 0 : : : : Changes from: October 21, 2014 : : 160 160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 98.8 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 28, 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 DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 20,295 : : Positions : : 18,865 18,490 0 1,160 595 50 50 0 150 0 0 : : : : Changes from: October 21, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 91.1 0.0 5.7 2.9 0.2 0.2 0.0 0.7 0.0 0.0 : : : : 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 28, 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 19,655 : : Positions : : 18,155 19,655 350 0 0 0 0 0 325 0 0 : : : : Changes from: October 21, 2014 : : 500 500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 100.0 1.8 0.0 0.0 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 18 9 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 20,933 : : Positions : : 19,168 20,928 520 0 5 0 0 0 325 0 0 : : : : Changes from: October 21, 2014 : : 500 500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 100.0 2.5 0.0 0.0 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 20 9 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 114,195 : : Positions : : 102,105 107,390 2,755 0 5,885 2,295 0 150 950 745 25 : : : : Changes from: October 21, 2014 : : 2,160 3,605 395 -400 400 350 0 -50 0 -300 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 94.0 2.4 0.0 5.2 2.0 0.0 0.1 0.8 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 29 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 137,931 : : Positions : : 123,345 131,026 3,555 50 5,625 4,395 325 250 635 530 125 : : : : Changes from: October 21, 2014 : : 5,730 7,140 605 -120 120 200 275 75 285 -475 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 95.0 2.6 0.0 4.1 3.2 0.2 0.2 0.5 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 36 32 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 164,117 : : Positions : : 123,471 130,134 4,354 10,575 5,847 3,491 1,002 2,496 17,421 7,172 5,942 : : : : Changes from: October 21, 2014 : : 2,317 1,102 -985 -61 495 270 -10 -245 221 815 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 79.3 2.7 6.4 3.6 2.1 0.6 1.5 10.6 4.4 3.6 : : : : Number of Traders in Each Category Total Traders: 59 : : 36 32 5 . 4 . . . 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 96,975 : : Positions : : 76,510 85,915 9,665 2,600 5,220 1,495 0 895 2,315 1,620 725 : : : : Changes from: October 21, 2014 : : 655 235 -785 0 335 75 0 -75 -310 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 88.6 10.0 2.7 5.4 1.5 0.0 0.9 2.4 1.7 0.7 : : : : 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 28, 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 21,195 : : Positions : : 19,105 18,540 50 345 690 625 1,520 0 0 50 50 : : : : Changes from: October 21, 2014 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 87.5 0.2 1.6 3.3 2.9 7.2 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 21, 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: 27 : : 19 11 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 8,455 : : Positions : : 6,215 6,620 155 0 1,230 220 0 90 0 0 0 : : : : Changes from: October 21, 2014 : : 350 300 145 0 0 -75 0 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 78.3 1.8 0.0 14.5 2.6 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 16 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 26,228 : : Positions : : 19,083 20,585 849 128 1,444 140 0 180 659 0 219 : : : : Changes from: October 21, 2014 : : 177 104 -6 -2 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 78.5 3.2 0.5 5.5 0.5 0.0 0.7 2.5 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 28, 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 14,096 : : Positions : : 7,792 11,646 4,622 0 20 0 2,430 0 1,278 0 0 : : : : Changes from: October 21, 2014 : : 42 0 -42 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 82.6 32.8 0.0 0.1 0.0 17.2 0.0 9.1 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 28, 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 270,931 : : Positions : : 169,306 230,858 84,872 0 2,735 0 37,338 0 14,018 0 0 : : : : Changes from: October 21, 2014 : : 832 408 -424 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 85.2 31.3 0.0 1.0 0.0 13.8 0.0 5.2 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 28, 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 21, 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 28, 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 21, 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 28, 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 156,144 : : Positions : : 142,148 87,614 1,536 58,064 4,411 4,485 0 3,500 0 2,491 64 : : : : Changes from: October 21, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 56.1 1.0 37.2 2.8 2.9 0.0 2.2 0.0 1.6 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 28, 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 3,142,322 : : Positions : :2,700,143 1,378,946 177,664 1,192,511 262,145 0 308,720 0 2,370 0 0 : : : : Changes from: October 21, 2014 : : 19 19 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 37.9 8.3 0.0 9.8 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 20 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 21, 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 28, 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 69,268 : : Positions : : 57,652 49,060 0 8,265 6,362 0 152 4,328 744 0 41 : : : : Changes from: October 21, 2014 : : -822 453 0 0 0 0 -1,270 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 70.8 0.0 11.9 9.2 0.0 0.2 6.2 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 21, 2014 : : 0 0 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 28, 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 21, 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 28, 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 21, 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 28, 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 21, 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 28, 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 21, 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 28, 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 601,330 : : Positions : : 352,383 556,708 5,697 25,734 18,888 0 0 0 224,362 0 0 : : : : Changes from: October 21, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 92.6 0.9 4.3 3.1 0.0 0.0 0.0 37.3 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 28, 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 21, 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 28, 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 15,467 : : Positions : : 15,087 14,832 0 0 0 0 150 0 270 0 0 : : : : Changes from: October 21, 2014 : : 255 255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 95.9 0.0 0.0 0.0 0.0 1.0 0.0 1.7 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 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 22,256 : : Positions : : 13,064 19,246 3,555 0 1,800 220 0 0 2,432 0 0 : : : : Changes from: October 21, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 86.5 16.0 0.0 8.1 1.0 0.0 0.0 10.9 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 28, 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 21, 2014 : : 0 0 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 28, 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 25,253 : : Positions : : 18,008 19,268 0 2,335 710 1,100 130 20 3,388 1,500 1,130 : : : : Changes from: October 21, 2014 : : 745 111 0 295 -120 50 0 0 -125 300 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 76.3 0.0 9.2 2.8 4.4 0.5 0.1 13.4 5.9 4.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 17,740 : : Positions : : 10,532 13,943 1,798 2,700 340 555 0 0 3,945 610 75 : : : : Changes from: October 21, 2014 : : -825 555 1,020 -600 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 78.6 10.1 15.2 1.9 3.1 0.0 0.0 22.2 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 19,627 : : Positions : : 16,816 10,259 574 5,737 66 5 1,270 135 0 795 1,275 : : : : Changes from: October 21, 2014 : : 885 354 0 936 -125 -50 50 50 0 -385 385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 52.3 2.9 29.2 0.3 0.0 6.5 0.7 0.0 4.1 6.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 16,002 : : Positions : : 15,462 10,404 0 3,927 204 105 555 105 0 797 0 : : : : Changes from: October 21, 2014 : : 2,530 195 0 2,170 -430 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 65.0 0.0 24.5 1.3 0.7 3.5 0.7 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 18 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 11,307 : : Positions : : 8,968 8,952 1,510 910 375 0 75 0 0 675 0 : : : : Changes from: October 21, 2014 : : 756 660 180 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 79.2 13.4 8.0 3.3 0.0 0.7 0.0 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 11,265 : : Positions : : 8,700 7,220 850 200 795 0 1,945 280 600 825 0 : : : : Changes from: October 21, 2014 : : 1,090 385 0 0 0 0 250 0 250 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 64.1 7.5 1.8 7.1 0.0 17.3 2.5 5.3 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 8,629 : : Positions : : 5,939 7,524 0 365 0 820 0 430 900 200 0 : : : : Changes from: October 21, 2014 : : -115 -65 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 87.2 0.0 4.2 0.0 9.5 0.0 5.0 10.4 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 13 0 . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 62,434 : : Positions : : 59,566 54,737 0 3,470 1,835 50 0 0 0 1,500 0 : : : : Changes from: October 21, 2014 : : 1,170 1,120 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 87.7 0.0 5.6 2.9 0.1 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 59,172 : : Positions : : 56,952 51,305 0 3,745 1,710 0 0 0 0 1,500 0 : : : : Changes from: October 21, 2014 : : 1,020 1,020 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 86.7 0.0 6.3 2.9 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 18 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 15,546 : : Positions : : 13,070 15,340 1,670 0 0 0 50 0 450 0 156 : : : : Changes from: October 21, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 98.7 10.7 0.0 0.0 0.0 0.3 0.0 2.9 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 5 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 10,015 : : Positions : : 9,875 7,860 0 1,480 0 0 240 50 0 350 0 : : : : Changes from: October 21, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 78.5 0.0 14.8 0.0 0.0 2.4 0.5 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 0 . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 15,602 : : Positions : : 14,560 11,575 0 0 600 100 1,110 0 0 2,095 142 : : : : Changes from: October 21, 2014 : : 400 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 74.2 0.0 0.0 3.8 0.6 7.1 0.0 0.0 13.4 0.9 : : : : 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 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 23,184 : : Positions : : 21,224 18,739 0 0 0 1,245 3,970 0 0 290 100 : : : : Changes from: October 21, 2014 : : -25 125 0 0 0 350 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 80.8 0.0 0.0 0.0 5.4 17.1 0.0 0.0 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 0 0 0 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 59,352 : : Positions : : 43,973 51,643 2,130 175 1,365 5,250 1,345 0 2,330 550 1,059 : : : : Changes from: October 21, 2014 : : -480 -580 0 0 0 250 350 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 87.0 3.6 0.3 2.3 8.8 2.3 0.0 3.9 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 50,358 : : Positions : : 35,198 45,478 2,280 100 1,150 6,090 100 0 3,060 950 300 : : : : Changes from: October 21, 2014 : : -925 275 0 0 0 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 90.3 4.5 0.2 2.3 12.1 0.2 0.0 6.1 1.9 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 19 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 28, 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 : : 26,990 24,975 300 685 885 0 5,000 0 3,650 975 0 : : : : Changes from: October 21, 2014 : : 50 0 0 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 72.9 0.9 2.0 2.6 0.0 14.6 0.0 10.7 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 28, 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 21, 2014 : : 0 0 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 28, 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 21, 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 28, 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 18,925 0 2,440 2,765 2,500 0 450 3,310 4,975 23 : : : : Changes from: October 21, 2014 : : 0 50 0 0 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 60.6 0.0 7.8 8.8 8.0 0.0 1.4 10.6 15.9 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 28, 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 21, 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 28, 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 27,715 : : Positions : : 26,225 24,135 0 2,330 0 0 50 0 600 0 0 : : : : Changes from: October 21, 2014 : : 1,300 150 0 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 87.1 0.0 8.4 0.0 0.0 0.2 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 0 . 0 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 31, 2014