Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 90,271 : : Positions : : 19,121 31,353 1,352 6,943 2,696 6,631 6,881 1,651 50,212 32,204 7,304 : : : : Changes from: November 11, 2014 : : 383 1,593 0 -1,815 -400 -165 1,470 79 347 -358 197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 34.7 1.5 7.7 3.0 7.3 7.6 1.8 55.6 35.7 8.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 16 15 . . 4 . . . 17 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 38,155 : : Positions : : 12,535 5,795 1,346 2,106 1,261 7,604 150 1,027 11,057 23,861 2,650 : : : : Changes from: November 11, 2014 : : -5 40 -2 928 37 780 0 55 45 -475 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 15.2 3.5 5.5 3.3 19.9 0.4 2.7 29.0 62.5 6.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 9 . . . 4 . . 9 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 1,275 : : Positions : : 70 206 151 0 102 11 254 75 532 305 334 : : : : Changes from: November 11, 2014 : : -6 -11 -11 0 -8 -3 4 0 2 -12 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.5 16.1 11.8 0.0 8.0 0.9 19.9 5.9 41.7 23.9 26.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 . . 0 . . . . 8 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 149,763 : : Positions : : 98,781 105,627 2,081 3,183 13,759 6,723 5,557 4,803 10,307 3,871 12,255 : : : : Changes from: November 11, 2014 : : 1,835 1,581 -141 9 -879 461 623 -91 -339 -482 486 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 70.5 1.4 2.1 9.2 4.5 3.7 3.2 6.9 2.6 8.2 : : : : Number of Traders in Each Category Total Traders: 78 : : 48 48 . 4 4 4 4 7 6 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 41,449 : : Positions : : 24,669 35,140 11,377 2,221 725 1,806 90 2,324 242 539 282 : : : : Changes from: November 11, 2014 : : 511 224 606 0 153 -1,287 64 183 242 -320 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 84.8 27.4 5.4 1.7 4.4 0.2 5.6 0.6 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 344,011 : : Positions : : 220,895 291,033 67,276 17,142 6,966 28,136 0 20,738 0 8,132 0 : : : : Changes from: November 11, 2014 : : 4,645 633 3,216 0 -2,512 904 0 64 0 8,132 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 84.6 19.6 5.0 2.0 8.2 0.0 6.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 1,444,037 : : Positions : :1,165,039 1,245,723 113,250 30,068 90,919 784 12,494 22,283 15,824 6,611 35,939 : : : : Changes from: November 11, 2014 : : 42,788 34,130 -15,985 -391 9,352 0 -4,336 0 -392 -2,992 1,912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 86.3 7.8 2.1 6.3 0.1 0.9 1.5 1.1 0.5 2.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 37 4 . 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 51,506 : : Positions : : 40,483 37,185 381 4,884 2,762 1,516 234 5,145 839 892 358 : : : : Changes from: November 11, 2014 : : 716 1,601 112 7 10 939 -178 -437 -338 0 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 72.2 0.7 9.5 5.4 2.9 0.5 10.0 1.6 1.7 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 268,397 : : Positions : : 196,690 191,710 59,743 20,586 943 656 45,745 8,461 1,289 337 615 : : : : Changes from: November 11, 2014 : : 631 4,159 -7,257 0 943 0 -8,553 0 1,289 -943 615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 71.4 22.3 7.7 0.4 0.2 17.0 3.2 0.5 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 607,943 : : Positions : : 520,179 491,943 809 55,675 30,871 35,708 0 9,262 1,945 11,023 9,169 : : : : Changes from: November 11, 2014 : : 7,821 -723 0 -760 0 -4,744 0 0 0 4,560 -4,560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 80.9 0.1 9.2 5.1 5.9 0.0 1.5 0.3 1.8 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 51,290 : : Positions : : 39,516 40,951 2,727 1,104 756 4,094 0 1,075 1,115 5,853 1,318 : : : : Changes from: November 11, 2014 : : 1,454 696 -1,145 0 88 -261 0 63 -126 -432 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 79.8 5.3 2.2 1.5 8.0 0.0 2.1 2.2 11.4 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 45,176 : : Positions : : 33,607 44,635 9,810 0 70 500 0 0 0 0 0 : : : : Changes from: November 11, 2014 : : 130 95 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 98.8 21.7 0.0 0.2 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 5,250 : : Positions : : 4,550 4,500 300 50 0 0 250 50 0 0 0 : : : : Changes from: November 11, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 85.7 5.7 1.0 0.0 0.0 4.8 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 14 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 58,461 : : Positions : : 43,722 57,795 13,000 0 0 405 0 300 0 0 0 : : : : Changes from: November 11, 2014 : : 665 730 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 98.9 22.2 0.0 0.0 0.7 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 28 19 . 0 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 12,335 : : Positions : : 11,980 9,550 0 2,480 195 0 110 0 100 0 0 : : : : Changes from: November 11, 2014 : : 600 660 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 77.4 0.0 20.1 1.6 0.0 0.9 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 273,176 : : Positions : : 184,936 258,280 64,464 808 10,536 8,144 0 3,552 1,544 0 0 : : : : Changes from: November 11, 2014 : : -3,512 -5,448 -1,568 0 1,176 -760 0 0 392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 94.5 23.6 0.3 3.9 3.0 0.0 1.3 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,420 : : Positions : : 4,789 6,918 0 785 334 3 0 41 3,111 0 0 : : : : Changes from: November 11, 2014 : : -22 110 0 -132 88 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 82.2 0.0 9.3 4.0 0.0 0.0 0.5 36.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 DA PEAK - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 10,350 : : Positions : : 7,700 7,700 900 0 300 1,150 100 300 0 1,950 0 : : : : Changes from: November 11, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 74.4 8.7 0.0 2.9 11.1 1.0 2.9 0.0 18.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 16,275 : : Positions : : 11,600 13,675 0 2,150 350 250 0 50 3,975 0 50 : : : : Changes from: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 84.0 0.0 13.2 2.2 1.5 0.0 0.3 24.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 5,530 : : Positions : : 4,940 5,530 0 0 0 50 0 0 0 0 0 : : : : Changes from: November 11, 2014 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 100.0 0.0 0.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 15 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 18,110 : : Positions : : 16,070 15,625 0 550 1,800 0 25 0 0 50 0 : : : : Changes from: November 11, 2014 : : 975 305 -50 550 -550 -90 0 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 86.3 0.0 3.0 9.9 0.0 0.1 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 13,274 : : Positions : : 12,194 9,144 50 2,420 420 0 690 360 0 0 0 : : : : Changes from: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 68.9 0.4 18.2 3.2 0.0 5.2 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 16,492 : : Positions : : 12,567 11,733 0 1,352 1,356 1,147 79 554 0 0 0 : : : : Changes from: November 11, 2014 : : -211 48 0 -212 -44 25 0 -44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 71.1 0.0 8.2 8.2 7.0 0.5 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 18 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 46,013 : : Positions : : 41,580 30,862 1,169 1,141 1,796 0 6,438 883 0 4,880 0 : : : : Changes from: November 11, 2014 : : 2,486 1,482 -425 40 480 0 615 -213 0 270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 67.1 2.5 2.5 3.9 0.0 14.0 1.9 0.0 10.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 30 28 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 53,834 : : Positions : : 50,076 36,381 632 4,186 1,033 160 5,951 1,432 0 4,601 200 : : : : Changes from: November 11, 2014 : : 2,737 1,392 0 524 -465 -10 225 0 0 442 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 67.6 1.2 7.8 1.9 0.3 11.1 2.7 0.0 8.5 0.4 : : : : 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 18, 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 33,060 : : Positions : : 30,000 26,825 2,300 4,360 350 200 0 0 0 1,455 0 : : : : Changes from: November 11, 2014 : : 3,455 3,475 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 81.1 7.0 13.2 1.1 0.6 0.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 15 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 42,730 : : Positions : : 41,130 36,610 1,250 4,330 250 20 0 80 0 1,460 0 : : : : Changes from: November 11, 2014 : : 5,715 5,515 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 85.7 2.9 10.1 0.6 0.0 0.0 0.2 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 30 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 390,679 : : Positions : : 259,777 344,787 24,517 15,616 5,063 39,020 0 25,213 37,089 0 0 : : : : Changes from: November 11, 2014 : : 3,929 407 -2,353 -401 1,176 -2,355 0 760 785 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 88.3 6.3 4.0 1.3 10.0 0.0 6.5 9.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 27 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 26,461 : : Positions : : 16,917 24,591 2,424 196 383 4,083 0 532 1,646 88 334 : : : : Changes from: November 11, 2014 : : 738 109 -260 -3 23 -130 0 0 -264 -22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 92.9 9.2 0.7 1.4 15.4 0.0 2.0 6.2 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 30 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 15,131 : : Positions : : 10,693 12,718 1,544 0 928 0 19 1,290 676 152 0 : : : : Changes from: November 11, 2014 : : 308 52 -104 0 104 0 -52 52 -52 152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 84.1 10.2 0.0 6.1 0.0 0.1 8.5 4.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 546,027 : : Positions : : 435,189 506,555 71,474 2,413 15,472 1,496 0 21,587 809 0 0 : : : : Changes from: November 11, 2014 : : 1,864 -1,290 0 0 0 -3,154 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 92.8 13.1 0.4 2.8 0.3 0.0 4.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 48,072 : : Positions : : 32,203 44,210 3,183 1,044 59 3,292 0 1,967 6,696 0 331 : : : : Changes from: November 11, 2014 : : -1,206 -1,356 0 0 0 -128 0 0 41 0 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 92.0 6.6 2.2 0.1 6.8 0.0 4.1 13.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 57,459 : : Positions : : 57,459 49,707 0 3,848 0 0 3,904 0 0 0 0 : : : : Changes from: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 86.5 0.0 6.7 0.0 0.0 6.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 16,979 : : Positions : : 10,580 14,454 0 911 770 632 0 41 4,466 38 364 : : : : Changes from: November 11, 2014 : : 633 99 0 -598 321 44 0 0 -1,132 0 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 85.1 0.0 5.4 4.5 3.7 0.0 0.2 26.3 0.2 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 20 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 184,060 : : Positions : : 116,943 182,834 24,881 0 834 784 0 0 40,226 0 392 : : : : Changes from: November 11, 2014 : : 1,520 0 0 0 0 0 0 0 -1,520 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 99.3 13.5 0.0 0.5 0.4 0.0 0.0 21.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 4 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 11,671 : : Positions : : 6,680 10,750 2,355 0 363 1,747 0 233 208 164 0 : : : : Changes from: November 11, 2014 : : 321 153 -124 0 -43 -110 0 110 44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 92.1 20.2 0.0 3.1 15.0 0.0 2.0 1.8 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 116,298 : : Positions : : 91,943 107,092 12,139 3,767 3,504 6,777 0 1,935 0 0 0 : : : : Changes from: November 11, 2014 : : 392 392 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 92.1 10.4 3.2 3.0 5.8 0.0 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 21,526 : : Positions : : 15,624 13,150 307 1,361 3,939 0 1,468 1,608 0 0 0 : : : : Changes from: November 11, 2014 : : -154 158 0 -132 132 0 -180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 61.1 1.4 6.3 18.3 0.0 6.8 7.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 203,076 : : Positions : : 169,232 100,996 0 75,932 22,292 7,696 0 3,856 0 0 0 : : : : Changes from: November 11, 2014 : : 0 2,560 0 -2,560 1,312 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 49.7 0.0 37.4 11.0 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 18, 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 126,835 : : Positions : : 7,793 8,663 1,651 0 327 20 0 78 0 801 2,393 : : : : Changes from: November 11, 2014 : : -738 -608 -43 0 31 3 0 18 0 -169 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.1 6.8 1.3 0.0 0.3 0.0 0.0 0.1 0.0 0.6 1.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . 0 . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 20,540 : : Positions : : 17,095 13,800 2,875 5,765 0 0 950 25 0 0 0 : : : : Changes from: November 11, 2014 : : -150 -100 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 67.2 14.0 28.1 0.0 0.0 4.6 0.1 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 18, 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 17,920 : : Positions : : 15,360 10,805 2,025 6,115 0 0 1,000 0 0 0 0 : : : : Changes from: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 60.3 11.3 34.1 0.0 0.0 5.6 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 18, 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 24,715 : : Positions : : 24,615 17,315 0 1,320 0 100 0 0 0 6,000 0 : : : : Changes from: November 11, 2014 : : 2,340 1,140 0 1,320 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 70.1 0.0 5.3 0.0 0.4 0.0 0.0 0.0 24.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 9 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 15,630 : : Positions : : 15,630 13,090 0 1,320 0 0 0 0 0 1,200 0 : : : : Changes from: November 11, 2014 : : 2,420 20 0 1,320 0 0 0 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 83.7 0.0 8.4 0.0 0.0 0.0 0.0 0.0 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 8 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 19,410 : : Positions : : 18,200 17,670 0 1,145 545 50 50 0 0 0 0 : : : : Changes from: November 11, 2014 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 91.0 0.0 5.9 2.8 0.3 0.3 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 18, 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 19,755 : : Positions : : 18,435 19,755 325 0 0 200 0 0 0 0 0 : : : : Changes from: November 11, 2014 : : 550 560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 100.0 1.6 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 10 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 20,845 : : Positions : : 19,250 20,840 455 0 5 250 0 0 0 0 0 : : : : Changes from: November 11, 2014 : : 525 525 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 100.0 2.2 0.0 0.0 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 22 10 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 110,125 : : Positions : : 97,845 104,210 3,705 0 5,080 2,140 0 350 750 425 50 : : : : Changes from: November 11, 2014 : : 1,030 3,370 1,955 -385 -590 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 94.6 3.4 0.0 4.6 1.9 0.0 0.3 0.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 33 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 133,795 : : Positions : : 119,145 127,795 4,845 0 4,985 3,960 275 300 500 430 0 : : : : Changes from: November 11, 2014 : : 1,380 3,480 2,100 0 -850 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 95.5 3.6 0.0 3.7 3.0 0.2 0.2 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 38 34 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 163,564 : : Positions : : 124,051 133,649 3,641 10,862 6,918 4,548 100 2,254 15,265 2,740 6,054 : : : : Changes from: November 11, 2014 : : 3,759 1,776 -473 853 483 -3 45 250 -669 -115 139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 81.7 2.2 6.6 4.2 2.8 0.1 1.4 9.3 1.7 3.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 38 35 5 . 4 4 . . 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 95,851 : : Positions : : 77,571 84,240 9,000 3,150 5,095 1,419 0 951 930 1,670 745 : : : : Changes from: November 11, 2014 : : 1,285 295 -440 600 400 50 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 87.9 9.4 3.3 5.3 1.5 0.0 1.0 1.0 1.7 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 18, 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 19,550 : : Positions : : 17,405 17,125 310 390 640 550 1,395 0 0 0 0 : : : : Changes from: November 11, 2014 : : 0 0 -40 -40 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 87.6 1.6 2.0 3.3 2.8 7.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 18,045 : : Positions : : 15,920 16,715 450 270 645 550 415 0 0 0 0 : : : : Changes from: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 92.6 2.5 1.5 3.6 3.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 10,375 : : Positions : : 8,335 8,365 145 70 1,220 220 0 90 0 0 0 : : : : Changes from: November 11, 2014 : : 1,075 905 -50 70 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 80.6 1.4 0.7 11.8 2.1 0.0 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 18 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 22,871 : : Positions : : 16,617 17,785 636 116 1,371 156 0 164 732 0 146 : : : : Changes from: November 11, 2014 : : -131 -153 7 8 7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 77.8 2.8 0.5 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 18, 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: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 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 18, 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: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 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 18, 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: November 11, 2014 : : 0 0 0 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 18, 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: November 11, 2014 : : 0 0 0 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 18, 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: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 18, 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 3,090,448 : : Positions : :2,658,045 1,327,072 174,656 1,198,527 256,129 0 308,720 0 1,618 0 0 : : : : Changes from: November 11, 2014 : : -79 -79 0 0 0 0 0 0 0 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 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 21,985 : : Positions : : 20,755 16,291 0 1,567 410 0 1,002 820 0 1,640 0 : : : : Changes from: November 11, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 74.1 0.0 7.1 1.9 0.0 4.6 3.7 0.0 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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: November 11, 2014 : : 0 0 0 0 0 0 0 0 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 18, 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: November 11, 2014 : : 0 0 0 0 0 0 0 0 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 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 39,469 : : Positions : : 29,201 34,213 3,319 533 2,414 0 0 0 2,267 0 2,268 : : : : Changes from: November 11, 2014 : : 1,275 1,275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 86.7 8.4 1.4 6.1 0.0 0.0 0.0 5.7 0.0 5.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 18, 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 382,218 : : Positions : : 349,190 337,760 0 12,888 0 9,548 0 23,480 0 8,090 0 : : : : Changes from: November 11, 2014 : : 106,639 106,639 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 88.4 0.0 3.4 0.0 2.5 0.0 6.1 0.0 2.1 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 18, 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: November 11, 2014 : : 0 0 0 0 0 0 0 0 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 18, 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: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 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 18, 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: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 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 18, 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: November 11, 2014 : : 0 0 0 0 0 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 18, 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 15,647 : : Positions : : 15,077 15,087 0 0 0 0 100 0 480 0 0 : : : : Changes from: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 96.4 0.0 0.0 0.0 0.0 0.6 0.0 3.1 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 18, 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 22,210 : : Positions : : 13,575 19,235 3,470 0 1,800 120 25 100 2,140 0 0 : : : : Changes from: November 11, 2014 : : 125 0 0 0 0 -100 25 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 86.6 15.6 0.0 8.1 0.5 0.1 0.5 9.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 18,863 : : Positions : : 11,121 16,258 3,020 0 1,600 120 25 100 2,108 0 0 : : : : Changes from: November 11, 2014 : : 125 0 0 0 0 -100 25 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 86.2 16.0 0.0 8.5 0.6 0.1 0.5 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 16 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 26,276 : : Positions : : 21,873 21,505 0 2,511 615 1,100 80 20 1,408 770 775 : : : : Changes from: November 11, 2014 : : -179 21 0 -315 275 0 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 81.8 0.0 9.6 2.3 4.2 0.3 0.1 5.4 2.9 2.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 18,721 : : Positions : : 11,786 15,639 1,731 2,695 340 555 0 0 3,720 0 35 : : : : Changes from: November 11, 2014 : : 429 677 0 -300 300 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 83.5 9.2 14.4 1.8 3.0 0.0 0.0 19.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 20,749 : : Positions : : 19,461 12,743 602 6,431 55 0 1,335 110 0 0 0 : : : : Changes from: November 11, 2014 : : 585 111 15 505 -108 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 61.4 2.9 31.0 0.3 0.0 6.4 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 17,660 : : Positions : : 17,065 12,001 0 4,749 190 135 555 155 0 0 0 : : : : Changes from: November 11, 2014 : : 873 -267 0 1,140 -160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 68.0 0.0 26.9 1.1 0.8 3.1 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 18 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 12,427 : : Positions : : 10,183 10,762 1,460 910 375 0 75 0 0 0 0 : : : : Changes from: November 11, 2014 : : 160 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 86.6 11.7 7.3 3.0 0.0 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 12,510 : : Positions : : 11,140 8,185 585 1,015 195 0 1,880 395 0 750 0 : : : : Changes from: November 11, 2014 : : 965 790 0 220 -30 0 -45 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 65.4 4.7 8.1 1.6 0.0 15.0 3.2 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 23 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 8,477 : : Positions : : 6,797 7,447 0 365 0 735 0 465 0 200 0 : : : : Changes from: November 11, 2014 : : -30 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 87.8 0.0 4.3 0.0 8.7 0.0 5.5 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 15 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 65,982 : : Positions : : 60,651 57,976 0 2,745 2,545 290 0 0 0 0 0 : : : : Changes from: November 11, 2014 : : 1,710 1,830 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 87.9 0.0 4.2 3.9 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 21 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 62,647 : : Positions : : 57,897 54,431 0 3,020 2,420 0 0 0 0 0 0 : : : : Changes from: November 11, 2014 : : 1,710 1,830 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 86.9 0.0 4.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 20 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 14,981 : : Positions : : 12,195 14,925 1,590 0 0 0 50 0 1,000 0 6 : : : : Changes from: November 11, 2014 : : -300 450 0 0 0 0 0 0 750 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 99.6 10.6 0.0 0.0 0.0 0.3 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 7 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 9,670 : : Positions : : 9,440 7,965 0 1,430 0 0 90 150 0 0 0 : : : : Changes from: November 11, 2014 : : -100 0 0 0 0 0 -100 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 82.4 0.0 14.8 0.0 0.0 0.9 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 0 . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 15,446 : : Positions : : 14,415 11,925 50 0 550 150 1,110 0 0 1,695 96 : : : : Changes from: November 11, 2014 : : -350 -350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 77.2 0.3 0.0 3.6 1.0 7.2 0.0 0.0 11.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 13,880 : : Positions : : 12,595 10,735 375 0 225 200 825 0 0 2,095 0 : : : : Changes from: November 11, 2014 : : -350 -350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 77.3 2.7 0.0 1.6 1.4 5.9 0.0 0.0 15.1 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 18, 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 23,128 : : Positions : : 21,573 18,488 0 30 55 1,245 4,185 0 0 370 0 : : : : Changes from: November 11, 2014 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 79.9 0.0 0.1 0.2 5.4 18.1 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 0 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 20,935 : : Positions : : 20,425 17,710 0 0 0 275 3,110 0 0 0 0 : : : : Changes from: November 11, 2014 : : -100 0 0 0 0 125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 84.6 0.0 0.0 0.0 1.3 14.9 0.0 0.0 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 18, 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 57,720 : : Positions : : 43,552 51,534 2,780 325 845 5,235 1,395 0 1,672 0 786 : : : : Changes from: November 11, 2014 : : 855 -75 0 0 0 -180 0 0 -750 0 492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 89.3 4.8 0.6 1.5 9.1 2.4 0.0 2.9 0.0 1.4 : : : : 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 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 50,158 : : Positions : : 33,714 46,654 2,880 245 685 6,050 475 0 4,725 0 0 : : : : Changes from: November 11, 2014 : : -1,275 -80 0 0 0 120 125 0 1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 93.0 5.7 0.5 1.4 12.1 0.9 0.0 9.4 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 18, 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 32,240 : : Positions : : 26,450 22,895 0 1,640 530 0 4,925 0 3,150 650 0 : : : : Changes from: November 11, 2014 : : 1,380 0 -300 900 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 71.0 0.0 5.1 1.6 0.0 15.3 0.0 9.8 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 21 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 28,835 : : Positions : : 24,925 27,345 980 0 470 150 0 900 800 0 0 : : : : Changes from: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 94.8 3.4 0.0 1.6 0.5 0.0 3.1 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 23,695 : : Positions : : 8,625 18,005 1,200 600 600 0 3,220 680 12,300 400 0 : : : : Changes from: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 76.0 5.1 2.5 2.5 0.0 13.6 2.9 51.9 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 30,763 : : Positions : : 19,015 20,310 0 1,245 3,915 2,650 0 300 2,780 3,300 23 : : : : Changes from: November 11, 2014 : : 300 1,500 0 -1,200 1,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 66.0 0.0 4.0 12.7 8.6 0.0 1.0 9.0 10.7 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 18, 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 21,975 : : Positions : : 17,530 15,620 500 2,600 740 100 0 650 0 166 294 : : : : Changes from: November 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 71.1 2.3 11.8 3.4 0.5 0.0 3.0 0.0 0.8 1.3 : : : : 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 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 27,510 : : Positions : : 26,420 25,075 0 2,010 135 0 290 0 0 0 0 : : : : Changes from: November 11, 2014 : : 0 -300 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 91.1 0.0 7.3 0.5 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 0 . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 21, 2014