Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 88,563 : : Positions : : 16,978 28,677 1,347 6,008 2,492 6,436 6,281 2,460 50,897 33,803 6,741 : : : : Changes from: October 28, 2014 : : 540 710 -206 2,103 -680 349 811 -769 -288 -4,007 -1,480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.2 32.4 1.5 6.8 2.8 7.3 7.1 2.8 57.5 38.2 7.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 16 15 . . 4 . . . 18 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 36,909 : : Positions : : 11,840 5,780 1,703 674 1,037 7,162 150 842 10,857 24,583 2,773 : : : : Changes from: October 28, 2014 : : -1,345 585 383 -304 -353 1,570 -70 -1,684 -1,826 -1,569 -607 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 15.7 4.6 1.8 2.8 19.4 0.4 2.3 29.4 66.6 7.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 10 10 . . . 4 . . 9 15 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 1,319 : : Positions : : 82 80 152 0 31 0 479 83 677 348 294 : : : : Changes from: October 28, 2014 : : 18 57 47 -28 31 0 112 -12 108 26 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.2 6.0 11.5 0.0 2.3 0.0 36.3 6.3 51.3 26.4 22.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 . . 0 . 0 4 . 8 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 150,812 : : Positions : : 99,354 105,035 2,277 3,707 14,720 5,779 5,171 4,945 10,525 3,749 12,902 : : : : Changes from: October 28, 2014 : : 1,916 -1,451 -357 130 -1,243 -202 -821 203 -3,380 150 -520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 69.6 1.5 2.5 9.8 3.8 3.4 3.3 7.0 2.5 8.6 : : : : Number of Traders in Each Category Total Traders: 81 : : 49 50 . 4 4 4 4 7 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 42,247 : : Positions : : 24,228 36,018 12,330 2,221 470 2,630 64 2,293 0 885 270 : : : : Changes from: October 28, 2014 : : -324 -3,945 -5,136 -81 162 1,325 -52 -524 0 -81 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 85.3 29.2 5.3 1.1 6.2 0.2 5.4 0.0 2.1 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 342,531 : : Positions : : 221,649 289,525 62,546 17,142 10,430 22,472 0 25,434 0 0 0 : : : : Changes from: October 28, 2014 : : -15,282 -24,658 -6,529 -1,248 0 -4,095 0 3,184 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 84.5 18.3 5.0 3.0 6.6 0.0 7.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 1,474,135 : : Positions : :1,189,792 1,274,864 124,202 29,298 84,199 392 18,733 22,659 16,984 8,475 35,907 : : : : Changes from: October 28, 2014 : : 26,413 17,473 -14,503 1,494 -368 -368 -6,991 1,893 -8,544 -8,978 319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 86.5 8.4 2.0 5.7 0.0 1.3 1.5 1.2 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 36 39 4 . 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 53,443 : : Positions : : 42,471 35,925 0 6,366 2,699 387 899 5,959 1,599 1,000 308 : : : : Changes from: October 28, 2014 : : 2,032 4,592 0 -3,411 548 -213 141 293 -122 132 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 67.2 0.0 11.9 5.1 0.7 1.7 11.2 3.0 1.9 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 296,189 : : Positions : : 213,832 209,685 70,416 21,210 0 656 52,729 11,285 0 1,280 0 : : : : Changes from: October 28, 2014 : : 2,597 5,780 571 0 0 0 0 0 0 -2,612 -912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 70.8 23.8 7.2 0.0 0.2 17.8 3.8 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 . . 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 628,242 : : Positions : : 530,453 502,874 1,185 65,827 30,871 44,245 0 8,478 1,945 9,127 11,065 : : : : Changes from: October 28, 2014 : : 13,191 2,743 0 -343 0 2,343 0 -407 -4,007 9,127 3,225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 80.0 0.2 10.5 4.9 7.0 0.0 1.3 0.3 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 54,014 : : Positions : : 39,233 42,560 4,288 1,196 668 4,619 0 1,060 1,633 6,153 1,607 : : : : Changes from: October 28, 2014 : : 571 1,573 66 0 0 812 0 -63 -493 -664 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 78.8 7.9 2.2 1.2 8.6 0.0 2.0 3.0 11.4 3.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 45,635 : : Positions : : 34,310 45,125 10,025 0 105 200 0 0 100 0 0 : : : : Changes from: October 28, 2014 : : 265 855 50 0 0 150 -150 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 98.9 22.0 0.0 0.2 0.4 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 21 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 59,276 : : Positions : : 45,306 58,616 13,000 0 0 0 70 230 0 0 0 : : : : Changes from: October 28, 2014 : : 565 995 -130 0 0 0 -300 180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 98.9 21.9 0.0 0.0 0.0 0.1 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 30 19 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 13,100 : : Positions : : 12,855 10,315 0 2,380 195 0 110 0 0 0 50 : : : : Changes from: October 28, 2014 : : 300 50 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 78.7 0.0 18.2 1.5 0.0 0.8 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 November 4, 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 292,520 : : Positions : : 201,224 278,032 66,040 1,184 9,752 10,408 0 3,552 1,544 0 0 : : : : Changes from: October 28, 2014 : : -832 416 2,032 0 -784 -784 0 392 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 95.0 22.6 0.4 3.3 3.6 0.0 1.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 9,098 : : Positions : : 5,165 7,669 0 894 361 0 43 44 3,341 0 0 : : : : Changes from: October 28, 2014 : : 86 259 0 0 0 0 0 0 237 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 84.3 0.0 9.8 4.0 0.0 0.5 0.5 36.7 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 November 4, 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 18,125 : : Positions : : 12,900 15,425 0 2,050 500 250 0 100 4,325 0 50 : : : : Changes from: October 28, 2014 : : 0 275 0 0 0 0 0 0 125 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 85.1 0.0 11.3 2.8 1.4 0.0 0.6 23.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 20,115 : : Positions : : 17,245 17,375 50 0 2,350 190 25 40 0 100 0 : : : : Changes from: October 28, 2014 : : 2,575 2,450 50 -75 -50 -100 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 86.4 0.2 0.0 11.7 0.9 0.1 0.2 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 13,671 : : Positions : : 12,566 9,461 50 2,490 420 0 700 360 0 0 0 : : : : Changes from: October 28, 2014 : : 115 115 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 69.2 0.4 18.2 3.1 0.0 5.1 2.6 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 November 4, 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 17,568 : : Positions : : 13,540 12,547 0 1,379 1,432 1,061 79 644 0 0 0 : : : : Changes from: October 28, 2014 : : -294 -491 0 -41 0 -341 -3 126 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 71.4 0.0 7.8 8.2 6.0 0.4 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 19 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 43,623 : : Positions : : 38,725 29,463 2,405 1,041 1,190 0 6,474 1,050 0 4,142 0 : : : : Changes from: October 28, 2014 : : 907 559 1,150 881 -295 0 20 0 0 367 -390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 67.5 5.5 2.4 2.7 0.0 14.8 2.4 0.0 9.5 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 31 28 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 51,216 : : Positions : : 46,683 36,088 602 2,772 1,795 170 5,782 1,545 0 2,906 300 : : : : Changes from: October 28, 2014 : : 871 1,825 -31 907 335 0 -190 -20 -120 -1,843 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 70.5 1.2 5.4 3.5 0.3 11.3 3.0 0.0 5.7 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 33 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 33,290 : : Positions : : 30,075 26,975 2,300 4,185 525 200 0 0 0 1,535 0 : : : : Changes from: October 28, 2014 : : 2,435 2,495 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 81.0 6.9 12.6 1.6 0.6 0.0 0.0 0.0 4.6 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 November 4, 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 42,100 : : Positions : : 40,075 35,895 1,250 4,330 250 20 0 80 0 1,545 0 : : : : Changes from: October 28, 2014 : : -270 -250 0 225 -225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 85.3 3.0 10.3 0.6 0.0 0.0 0.2 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 29 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 413,250 : : Positions : : 269,005 368,173 36,367 15,585 3,119 42,480 0 26,373 35,906 0 0 : : : : Changes from: October 28, 2014 : : 1,481 12,231 760 368 0 -712 0 1,472 1,519 -9,551 -834 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 89.1 8.8 3.8 0.8 10.3 0.0 6.4 8.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 30 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 29,070 : : Positions : : 18,381 27,043 2,911 327 319 4,200 0 548 1,949 127 346 : : : : Changes from: October 28, 2014 : : 1,023 920 -168 0 -2 19 0 0 -118 0 -706 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 93.0 10.0 1.1 1.1 14.4 0.0 1.9 6.7 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 31 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 16,419 : : Positions : : 11,505 13,968 1,786 0 902 54 353 1,172 730 0 0 : : : : Changes from: October 28, 2014 : : 628 78 -572 0 0 0 0 0 -248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 85.1 10.9 0.0 5.5 0.3 2.1 7.1 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 10 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 550,530 : : Positions : : 431,226 506,922 69,445 0 20,893 5,066 0 22,715 1,185 0 0 : : : : Changes from: October 28, 2014 : : 68,339 64,769 -4,704 0 0 -760 0 0 0 -1,894 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 92.1 12.6 0.0 3.8 0.9 0.0 4.1 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 17 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 50,121 : : Positions : : 34,152 46,067 3,053 1,044 59 3,348 0 2,083 7,003 0 82 : : : : Changes from: October 28, 2014 : : 1,395 -164 256 0 -41 -878 0 919 -896 0 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 91.9 6.1 2.1 0.1 6.7 0.0 4.2 14.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 : : 4,293 2,822 22 595 105 0 1,786 0 164 128 0 : : : : Changes from: October 28, 2014 : : 92 0 0 0 0 0 0 0 -161 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 51.7 0.4 10.9 1.9 0.0 32.7 0.0 3.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 28, 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 November 4, 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 18,218 : : Positions : : 10,997 15,794 0 1,126 516 542 0 87 5,673 38 254 : : : : Changes from: October 28, 2014 : : 376 2,098 0 -44 22 19 0 0 0 -1,782 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 86.7 0.0 6.2 2.8 3.0 0.0 0.5 31.1 0.2 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 21 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 196,828 : : Positions : : 122,183 195,602 26,385 0 834 392 0 0 46,642 0 392 : : : : Changes from: October 28, 2014 : : 9,070 6,602 0 0 0 0 0 0 -2,468 0 -1,912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 99.4 13.4 0.0 0.4 0.2 0.0 0.0 23.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 20 4 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 12,461 : : Positions : : 6,780 11,256 2,450 89 363 2,336 46 79 322 164 0 : : : : Changes from: October 28, 2014 : : 276 233 0 44 -44 -19 0 19 38 -277 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 90.3 19.7 0.7 2.9 18.7 0.4 0.6 2.6 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 22 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 : : 93,306 112,230 14,491 3,479 2,648 7,912 0 1,176 0 0 0 : : : : Changes from: October 28, 2014 : : 7,643 0 0 0 0 1,251 0 0 -8,894 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 93.9 12.1 2.9 2.2 6.6 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 21,215 : : Positions : : 15,880 12,529 307 1,954 3,372 0 1,752 1,608 0 0 0 : : : : Changes from: October 28, 2014 : : -590 -446 0 18 -70 0 -162 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 59.1 1.4 9.2 15.9 0.0 8.3 7.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 201,764 : : Positions : : 169,232 97,484 0 79,444 20,980 7,696 0 3,856 0 0 0 : : : : Changes from: October 28, 2014 : : -5,616 -3,933 0 -1,371 -2,421 312 0 -312 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 48.3 0.0 39.4 10.4 3.8 0.0 1.9 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 November 4, 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 125,111 : : Positions : : 8,157 9,244 1,902 0 333 12 0 57 158 1,088 2,347 : : : : Changes from: October 28, 2014 : : 1,533 1,364 122 0 13 12 -8 -33 -264 150 431 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.5 7.4 1.5 0.0 0.3 0.0 0.0 0.0 0.1 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 November 4, 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 14,510 3,025 6,025 0 0 925 50 0 0 0 : : : : Changes from: October 28, 2014 : : 0 100 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 67.5 14.1 28.0 0.0 0.0 4.3 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 28, 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 November 4, 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 22,500 : : Positions : : 22,400 16,890 0 0 0 100 0 0 0 5,400 0 : : : : Changes from: October 28, 2014 : : 3,320 -230 0 0 0 50 0 0 0 3,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 75.1 0.0 0.0 0.0 0.4 0.0 0.0 0.0 24.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 10 0 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 13,780 : : Positions : : 13,780 13,630 0 0 0 0 0 0 0 0 0 : : : : Changes from: October 28, 2014 : : 1,630 1,630 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 98.9 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 8 0 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 20,780 : : Positions : : 19,500 18,975 0 1,160 595 50 50 0 0 0 0 : : : : Changes from: October 28, 2014 : : 635 485 0 0 0 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 91.3 0.0 5.6 2.9 0.2 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 19,855 : : Positions : : 18,680 19,855 350 0 0 0 0 0 0 0 0 : : : : Changes from: October 28, 2014 : : 525 200 0 0 0 0 0 0 -325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 100.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 19 9 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 21,083 : : Positions : : 19,643 21,078 520 0 5 0 0 0 0 0 0 : : : : Changes from: October 28, 2014 : : 475 150 0 0 0 0 0 0 -325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 100.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 21 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 114,110 : : Positions : : 101,910 107,570 2,530 0 5,910 2,345 0 150 1,000 470 0 : : : : Changes from: October 28, 2014 : : -195 180 -225 0 25 50 0 0 50 -275 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 94.3 2.2 0.0 5.2 2.1 0.0 0.1 0.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 32 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 139,126 : : Positions : : 124,600 132,346 3,460 50 5,675 4,370 275 250 650 530 0 : : : : Changes from: October 28, 2014 : : 1,255 1,320 -95 0 50 -25 -50 0 15 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 95.1 2.5 0.0 4.1 3.1 0.2 0.2 0.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 39 34 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 166,784 : : Positions : : 126,214 135,801 3,951 9,700 6,755 4,191 1,725 2,276 15,996 3,081 6,795 : : : : Changes from: October 28, 2014 : : 2,744 5,666 -403 -875 908 700 723 -220 -1,425 -4,091 852 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 81.4 2.4 5.8 4.1 2.5 1.0 1.4 9.6 1.8 4.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 33 5 . 4 . . . 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 97,430 : : Positions : : 78,251 85,795 9,325 2,670 5,560 1,554 0 895 910 1,720 790 : : : : Changes from: October 28, 2014 : : 1,741 -120 -340 70 340 59 0 0 -1,405 100 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 88.1 9.6 2.7 5.7 1.6 0.0 0.9 0.9 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 28 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 21,110 : : Positions : : 19,095 18,555 50 345 690 600 1,520 0 0 0 0 : : : : Changes from: October 28, 2014 : : -10 15 0 0 0 -25 0 0 0 -50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 87.9 0.2 1.6 3.3 2.8 7.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 17,950 200 180 735 550 465 0 0 0 0 : : : : Changes from: October 28, 2014 : : 0 50 0 0 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 92.9 1.0 0.9 3.8 2.8 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 9,100 : : Positions : : 6,860 7,265 155 0 1,230 220 0 90 0 0 0 : : : : Changes from: October 28, 2014 : : 645 645 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 79.8 1.7 0.0 13.5 2.4 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 22,941 : : Positions : : 16,696 17,868 627 102 1,366 156 0 164 732 0 146 : : : : Changes from: October 28, 2014 : : -2,386 -2,717 -223 -26 -78 16 0 -16 73 0 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 77.9 2.7 0.4 6.0 0.7 0.0 0.7 3.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 21 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 12,338 : : Positions : : 6,411 9,805 4,254 0 20 0 2,513 0 1,315 0 0 : : : : Changes from: October 28, 2014 : : -1,381 -1,841 -368 0 0 0 83 0 37 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 79.5 34.5 0.0 0.2 0.0 20.4 0.0 10.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 236,803 : : Positions : : 138,786 193,194 77,728 0 2,735 0 40,874 0 17,554 0 0 : : : : Changes from: October 28, 2014 : : -30,520 -37,664 -7,144 0 0 0 3,536 0 3,536 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 81.6 32.8 0.0 1.2 0.0 17.3 0.0 7.4 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 November 4, 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 84,283 : : Positions : : 31,077 82,647 51,166 0 1,490 0 0 0 0 0 0 : : : : Changes from: October 28, 2014 : : -1,679 -2,852 -1,173 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 98.1 60.7 0.0 1.8 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 November 4, 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 1,451,324 : : Positions : : 491,015 1,424,118 933,103 0 27,206 0 0 0 0 0 0 : : : : Changes from: October 28, 2014 : : -22,184 -34,216 -12,032 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 98.1 64.3 0.0 1.9 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 November 4, 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 150,164 : : Positions : : 137,019 83,290 1,283 56,753 4,411 4,255 0 3,155 0 2,514 41 : : : : Changes from: October 28, 2014 : : -5,129 -4,324 -253 -1,311 0 -230 0 -345 0 23 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 55.5 0.9 37.8 2.9 2.8 0.0 2.1 0.0 1.7 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 November 4, 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 3,090,484 : : Positions : :2,658,081 1,327,108 174,656 1,198,527 256,129 0 308,720 0 1,618 0 0 : : : : Changes from: October 28, 2014 : : -42,062 -51,838 -3,008 6,016 -6,016 0 0 0 -752 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 42.9 5.7 38.8 8.3 0.0 10.0 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 November 4, 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 36,219 : : Positions : : 29,820 32,058 0 756 2,569 2,994 0 836 0 0 0 : : : : Changes from: October 28, 2014 : : -3,128 -3,450 -72 756 -756 506 0 -506 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 88.5 0.0 2.1 7.1 8.3 0.0 2.3 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 November 4, 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 64,737 : : Positions : : 53,397 47,634 0 5,390 6,362 0 147 4,098 744 0 41 : : : : Changes from: October 28, 2014 : : -4,255 -1,426 0 -2,875 0 0 -5 -230 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 73.6 0.0 8.3 9.8 0.0 0.2 6.3 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 November 4, 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 38,194 : : Positions : : 27,926 32,938 3,319 533 2,414 0 0 0 2,267 0 2,268 : : : : Changes from: October 28, 2014 : : -1,610 -1,265 138 -299 -207 0 0 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 86.2 8.7 1.4 6.3 0.0 0.0 0.0 5.9 0.0 5.9 : : : : 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 November 4, 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 24,117 : : Positions : : 20,541 21,055 2,647 2,092 929 0 0 0 0 0 0 : : : : Changes from: October 28, 2014 : : -3,243 -1,541 92 -207 -92 0 0 0 0 -1,380 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 87.3 11.0 8.7 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 275,579 : : Positions : : 242,551 231,121 0 12,888 0 9,548 0 23,480 0 8,090 0 : : : : Changes from: October 28, 2014 : : -24,816 -25,568 0 0 0 -4,512 0 0 0 -3,760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 83.9 0.0 4.7 0.0 3.5 0.0 8.5 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 702,995 : : Positions : : 376,815 512,472 134,721 109,350 73,083 110,286 0 8,090 0 0 0 : : : : Changes from: October 28, 2014 : : -42,864 -39,480 3,384 3,760 -7,520 3,760 0 -3,760 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 72.9 19.2 15.6 10.4 15.7 0.0 1.2 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 November 4, 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 1,616,121 : : Positions : :1,000,840 1,021,856 133,256 299,680 223,265 171,050 0 70,560 16,390 0 760 : : : : Changes from: October 28, 2014 : : -34,216 -36,096 1,880 -376 -1,880 -3,760 0 0 -376 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 63.2 8.2 18.5 13.8 10.6 0.0 4.4 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 November 4, 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 577,266 : : Positions : : 335,463 537,908 8,329 23,478 15,880 0 0 0 217,594 0 0 : : : : Changes from: October 28, 2014 : : -16,920 -18,800 2,632 -2,256 -3,008 0 0 0 -6,768 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 93.2 1.4 4.1 2.8 0.0 0.0 0.0 37.7 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 November 4, 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 365,982 : : Positions : : 311,252 310,363 51,494 52,383 3,236 0 0 0 0 0 0 : : : : Changes from: October 28, 2014 : : -16,544 -16,168 -2,256 -2,632 -1,504 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 84.8 14.1 14.3 0.9 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 November 4, 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 15,682 : : Positions : : 15,002 15,047 0 0 0 0 150 0 570 0 0 : : : : Changes from: October 28, 2014 : : -85 215 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 96.0 0.0 0.0 0.0 0.0 1.0 0.0 3.6 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 November 4, 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 22,376 : : Positions : : 13,184 19,366 3,555 0 1,800 220 0 0 2,432 0 0 : : : : Changes from: October 28, 2014 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 86.5 15.9 0.0 8.0 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 November 4, 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 19,645 : : Positions : : 11,496 17,005 2,970 0 1,650 220 0 0 2,400 0 0 : : : : Changes from: October 28, 2014 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 86.6 15.1 0.0 8.4 1.1 0.0 0.0 12.2 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 November 4, 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 25,658 : : Positions : : 20,916 20,713 0 2,425 710 1,100 130 20 1,438 770 810 : : : : Changes from: October 28, 2014 : : 2,908 1,445 0 90 0 0 0 0 -1,950 -730 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 80.7 0.0 9.5 2.8 4.3 0.5 0.1 5.6 3.0 3.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 17,791 : : Positions : : 10,567 14,704 1,798 2,700 340 555 0 0 3,945 0 35 : : : : Changes from: October 28, 2014 : : 35 761 0 0 0 0 0 0 0 -610 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 82.6 10.1 15.2 1.9 3.1 0.0 0.0 22.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 19,918 : : Positions : : 18,547 12,460 574 5,867 66 0 1,320 115 0 0 0 : : : : Changes from: October 28, 2014 : : 1,731 2,201 0 130 0 -5 50 -20 0 -795 -1,275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 62.6 2.9 29.5 0.3 0.0 6.6 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 26 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 16,224 : : Positions : : 15,484 11,373 0 3,977 204 185 555 105 0 0 0 : : : : Changes from: October 28, 2014 : : 22 969 0 50 0 80 0 0 0 -797 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 70.1 0.0 24.5 1.3 1.1 3.4 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 18 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 9,602 1,510 910 375 0 75 0 0 0 0 : : : : Changes from: October 28, 2014 : : 0 650 0 0 0 0 0 0 0 -675 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 84.9 13.4 8.0 3.3 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 11,390 : : Positions : : 9,975 7,345 850 750 245 0 1,945 280 0 825 0 : : : : Changes from: October 28, 2014 : : 1,275 125 0 550 -550 0 0 0 -600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 64.5 7.5 6.6 2.2 0.0 17.1 2.5 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 18 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 8,664 : : Positions : : 6,874 7,559 0 365 0 820 0 430 0 200 0 : : : : Changes from: October 28, 2014 : : 935 35 0 0 0 0 0 0 -900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 87.2 0.0 4.2 0.0 9.5 0.0 5.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 13 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 64,859 : : Positions : : 59,926 56,597 0 3,470 2,125 50 0 0 0 0 0 : : : : Changes from: October 28, 2014 : : 360 1,860 0 0 290 0 0 0 0 -1,500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 87.3 0.0 5.4 3.3 0.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 20 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 61,622 : : Positions : : 57,312 53,165 0 3,745 2,000 0 0 0 0 0 0 : : : : Changes from: October 28, 2014 : : 360 1,860 0 0 290 0 0 0 0 -1,500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 86.3 0.0 6.1 3.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 19 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 28, 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 November 4, 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 8,210 0 1,480 0 0 240 50 0 0 0 : : : : Changes from: October 28, 2014 : : 0 350 0 0 0 0 0 0 0 -350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 82.0 0.0 14.8 0.0 0.0 2.4 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 0 . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,606 : : Positions : : 15,560 12,925 0 0 600 150 1,210 0 0 1,695 96 : : : : Changes from: October 28, 2014 : : 1,000 1,350 0 0 0 50 100 0 0 -400 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 77.8 0.0 0.0 3.6 0.9 7.3 0.0 0.0 10.2 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 0 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 15,125 : : Positions : : 13,815 11,805 325 0 275 200 925 0 0 2,120 0 : : : : Changes from: October 28, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 78.0 2.1 0.0 1.8 1.3 6.1 0.0 0.0 14.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 23,386 : : Positions : : 21,811 18,886 0 0 0 1,245 4,045 0 0 370 0 : : : : Changes from: October 28, 2014 : : 587 147 0 0 0 0 75 0 0 80 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 80.8 0.0 0.0 0.0 5.3 17.3 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 0 0 0 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 59,842 : : Positions : : 44,678 53,603 2,130 175 1,365 5,425 1,395 0 2,310 0 409 : : : : Changes from: October 28, 2014 : : 705 1,960 0 0 0 175 50 0 -20 -550 -650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 89.6 3.6 0.3 2.3 9.1 2.3 0.0 3.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 52,398 : : Positions : : 36,553 48,733 2,280 100 1,150 6,090 350 0 3,660 0 0 : : : : Changes from: October 28, 2014 : : 1,355 3,255 0 0 0 0 250 0 600 -950 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 93.0 4.4 0.2 2.2 11.6 0.7 0.0 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 : : 27,465 24,975 300 685 885 0 5,000 0 3,175 975 0 : : : : Changes from: October 28, 2014 : : 475 0 0 0 0 0 0 0 -475 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 72.9 0.9 2.0 2.6 0.0 14.6 0.0 9.3 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 20 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 29,450 1,380 0 495 0 0 1,050 800 0 0 : : : : Changes from: October 28, 2014 : : 0 600 0 0 0 0 0 0 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 94.6 4.4 0.0 1.6 0.0 0.0 3.4 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . 0 . 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 : : 9,540 19,110 1,200 600 600 0 3,030 870 12,300 600 0 : : : : Changes from: October 28, 2014 : : 1,200 0 0 0 0 0 0 0 -1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 77.0 4.8 2.4 2.4 0.0 12.2 3.5 49.5 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 : : 19,910 20,400 0 1,840 3,365 2,500 0 450 3,310 3,300 23 : : : : Changes from: October 28, 2014 : : -200 1,475 0 -600 600 0 0 0 0 -1,675 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 65.3 0.0 5.9 10.8 8.0 0.0 1.4 10.6 10.6 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 : : 19,100 17,250 450 2,000 1,390 175 0 650 0 124 336 : : : : Changes from: October 28, 2014 : : -100 500 0 -600 600 0 0 0 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 72.7 1.9 8.4 5.9 0.7 0.0 2.7 0.0 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 4, 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 28,510 : : Positions : : 27,485 26,595 0 1,730 135 0 50 0 0 0 0 : : : : Changes from: October 28, 2014 : : 1,260 2,460 0 -600 135 0 0 0 -600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 93.3 0.0 6.1 0.5 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 0 . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 7, 2014