Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 86,587 : : Positions : : 16,307 29,261 1,071 5,693 1,921 3,779 7,457 1,925 53,266 31,944 7,394 : : : : Changes from: November 25, 2014 : : -2,982 -2,655 -281 -35 -560 -2,372 -234 -56 1,105 -1,479 -553 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 33.8 1.2 6.6 2.2 4.4 8.6 2.2 61.5 36.9 8.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 14 14 . . 4 . . . 17 15 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 34,292 : : Positions : : 11,210 6,125 1,473 1,461 966 7,689 150 376 9,751 22,062 2,187 : : : : Changes from: November 25, 2014 : : -1,620 180 127 -1,110 -130 85 0 -511 -1,106 -1,609 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 17.9 4.3 4.3 2.8 22.4 0.4 1.1 28.4 64.3 6.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 9 . . . 4 . . 8 15 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 147,305 : : Positions : : 99,034 107,574 2,590 2,067 13,068 6,858 5,202 4,717 10,432 4,580 9,565 : : : : Changes from: November 25, 2014 : : -452 -1,293 -127 -255 -679 133 154 -69 -985 -61 -1,826 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 73.0 1.8 1.4 8.9 4.7 3.5 3.2 7.1 3.1 6.5 : : : : Number of Traders in Each Category Total Traders: 81 : : 47 48 . . 4 4 4 6 6 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 39,950 : : Positions : : 24,725 33,740 9,575 0 984 2,036 0 1,946 16 2,611 668 : : : : Changes from: November 25, 2014 : : -1,023 -1,733 -1,053 0 28 250 -66 -422 -122 -149 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 84.5 24.0 0.0 2.5 5.1 0.0 4.9 0.0 6.5 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 18 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 329,414 : : Positions : : 223,353 276,819 56,205 0 6,662 18,684 0 24,510 0 21,423 0 : : : : Changes from: November 25, 2014 : : -8,238 -22,162 -10,535 0 -304 -5,680 0 0 0 -2,291 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 84.0 17.1 0.0 2.0 5.7 0.0 7.4 0.0 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 20 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 1,495,064 : : Positions : :1,190,334 1,309,188 150,629 30,492 82,816 784 10,120 23,434 15,056 7,003 32,011 : : : : Changes from: November 25, 2014 : : 2,705 -1,813 -677 760 0 0 2,705 0 -1,160 -784 -3,536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 87.6 10.1 2.0 5.5 0.1 0.7 1.6 1.0 0.5 2.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 38 4 . 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 52,470 : : Positions : : 40,431 38,788 2,025 0 2,429 1,355 26 5,079 810 5,782 308 : : : : Changes from: November 25, 2014 : : -623 492 1,033 0 -80 -25 -85 114 22 0 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 73.9 3.9 0.0 4.6 2.6 0.0 9.7 1.5 11.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 286,035 : : Positions : : 203,824 206,528 52,691 0 4,715 656 31,009 22,245 1,289 20,923 615 : : : : Changes from: November 25, 2014 : : 1,886 -1,877 -3,772 0 3,772 0 -9 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 72.2 18.4 0.0 1.6 0.2 10.8 7.8 0.5 7.3 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 624,675 : : Positions : : 523,720 502,468 8,385 54,275 37,327 33,716 0 10,413 1,945 11,023 9,169 : : : : Changes from: November 25, 2014 : : -25,059 685 7,576 -15,864 15,864 1,912 0 0 392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 80.4 1.3 8.7 6.0 5.4 0.0 1.7 0.3 1.8 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 53,986 : : Positions : : 42,966 43,908 1,667 1,104 1,012 3,990 0 1,032 1,071 5,593 1,148 : : : : Changes from: November 25, 2014 : : 2,347 2,371 -508 0 0 22 0 0 0 -510 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 81.3 3.1 2.0 1.9 7.4 0.0 1.9 2.0 10.4 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 27 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 52,806 : : Positions : : 40,007 52,265 11,010 0 70 470 0 0 0 0 0 : : : : Changes from: November 25, 2014 : : 6,175 6,125 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 99.0 20.8 0.0 0.1 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 65,535 : : Positions : : 50,260 64,875 14,200 0 0 465 0 300 0 0 0 : : : : Changes from: November 25, 2014 : : 5,375 5,375 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 99.0 21.7 0.0 0.0 0.7 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 30 21 . 0 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 12,635 : : Positions : : 12,280 9,850 0 2,480 195 0 110 0 100 0 0 : : : : Changes from: November 25, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 78.0 0.0 19.6 1.5 0.0 0.9 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 272,400 : : Positions : : 184,520 257,896 64,856 808 10,144 8,568 0 3,552 760 0 0 : : : : Changes from: November 25, 2014 : : -1,960 -1,960 392 0 -392 0 0 0 -392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 94.7 23.8 0.3 3.7 3.1 0.0 1.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 8,879 : : Positions : : 5,116 6,987 0 343 334 3 0 41 3,151 566 136 : : : : Changes from: November 25, 2014 : : 0 -152 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 78.7 0.0 3.9 3.8 0.0 0.0 0.5 35.5 6.4 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 18,360 : : Positions : : 16,320 15,825 0 550 1,800 0 135 0 0 50 0 : : : : Changes from: November 25, 2014 : : 150 100 0 0 0 0 110 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 86.2 0.0 3.0 9.8 0.0 0.7 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 13,499 : : Positions : : 12,319 9,494 50 2,420 420 0 565 360 0 0 0 : : : : Changes from: November 25, 2014 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 70.3 0.4 17.9 3.1 0.0 4.2 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 16 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 16,922 : : Positions : : 13,213 12,455 0 1,352 1,356 1,268 79 515 0 0 0 : : : : Changes from: November 25, 2014 : : 25 108 0 0 0 64 0 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 73.6 0.0 8.0 8.0 7.5 0.5 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 20 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 47,651 : : Positions : : 42,965 32,043 1,981 949 1,546 0 6,847 878 0 5,375 0 : : : : Changes from: November 25, 2014 : : 412 -101 58 18 -15 0 79 -5 0 135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 67.2 4.2 2.0 3.2 0.0 14.4 1.8 0.0 11.3 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 December 2, 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 55,726 : : Positions : : 51,787 38,329 632 3,698 1,204 180 6,214 1,432 0 4,592 200 : : : : Changes from: November 25, 2014 : : 359 140 0 89 -49 0 31 0 0 73 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 68.8 1.1 6.6 2.2 0.3 11.2 2.6 0.0 8.2 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 32 . . 4 . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 35,435 : : Positions : : 32,215 29,200 2,300 4,260 450 200 0 0 0 1,455 0 : : : : Changes from: November 25, 2014 : : 1,890 1,890 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 82.4 6.5 12.0 1.3 0.6 0.0 0.0 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 13 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 43,995 : : Positions : : 42,175 37,875 1,250 4,230 350 20 0 80 0 1,460 0 : : : : Changes from: November 25, 2014 : : 220 220 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 86.1 2.8 9.6 0.8 0.0 0.0 0.2 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 29 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 399,581 : : Positions : : 263,715 354,897 27,237 13,705 5,374 38,628 0 25,605 39,022 0 0 : : : : Changes from: November 25, 2014 : : -32 1,911 0 -1,911 1,911 -392 0 392 424 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 88.8 6.8 3.4 1.3 9.7 0.0 6.4 9.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 27 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 27,268 : : Positions : : 17,539 25,374 2,528 157 402 4,039 0 532 1,689 69 397 : : : : Changes from: November 25, 2014 : : 452 186 20 -61 61 -44 0 0 -193 69 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 93.1 9.3 0.6 1.5 14.8 0.0 2.0 6.2 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 29 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 14,573 : : Positions : : 10,721 12,081 375 0 1,082 135 0 1,386 874 0 0 : : : : Changes from: November 25, 2014 : : 307 -537 -769 0 154 77 0 77 -152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 82.9 2.6 0.0 7.4 0.9 0.0 9.5 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 8 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 575,551 : : Positions : : 464,312 536,079 71,082 2,413 15,472 2,289 0 21,587 809 0 0 : : : : Changes from: November 25, 2014 : : 28,339 29,132 0 0 0 793 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 93.1 12.4 0.4 2.7 0.4 0.0 3.8 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 52,405 : : Positions : : 36,892 48,392 3,137 1,044 141 3,252 0 1,879 6,192 0 507 : : : : Changes from: November 25, 2014 : : 3,902 3,461 -2 0 82 -106 0 -22 -416 0 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 92.3 6.0 2.0 0.3 6.2 0.0 3.6 11.8 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 49,315 0 3,848 0 0 4,296 0 0 0 0 : : : : Changes from: November 25, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 85.8 0.0 6.7 0.0 0.0 7.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 16,462 : : Positions : : 10,363 14,047 65 673 898 673 0 0 3,869 38 449 : : : : Changes from: November 25, 2014 : : -145 -82 0 -88 88 0 0 0 -44 0 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 85.3 0.4 4.1 5.5 4.1 0.0 0.0 23.5 0.2 2.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 184,525 : : Positions : : 119,319 182,171 22,945 0 834 784 0 0 39,123 0 1,520 : : : : Changes from: November 25, 2014 : : -760 -2,648 -1,152 0 0 0 0 0 -736 0 1,520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 98.7 12.4 0.0 0.5 0.4 0.0 0.0 21.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 20 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 11,600 : : Positions : : 6,529 10,429 2,441 0 322 1,769 0 233 120 164 0 : : : : Changes from: November 25, 2014 : : 69 -162 -22 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 89.9 21.0 0.0 2.8 15.3 0.0 2.0 1.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 119,802 : : Positions : : 93,903 109,444 12,531 4,527 3,504 6,777 0 2,327 760 0 0 : : : : Changes from: November 25, 2014 : : -392 -392 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 91.4 10.5 3.8 2.9 5.7 0.0 1.9 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 20,776 : : Positions : : 15,319 11,914 0 1,969 3,639 0 1,767 1,487 307 0 0 : : : : Changes from: November 25, 2014 : : -612 -1,237 0 403 -173 0 198 -198 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 57.3 0.0 9.5 17.5 0.0 8.5 7.2 1.5 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 December 2, 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 86,389 : : Positions : : 5,269 6,178 1,314 0 216 0 66 98 48 481 1,852 : : : : Changes from: November 25, 2014 : : -2,572 -2,620 -339 0 -104 -18 66 20 48 -231 -578 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.1 7.2 1.5 0.0 0.3 0.0 0.1 0.1 0.1 0.6 2.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 20,690 : : Positions : : 17,185 14,000 2,875 5,765 0 0 900 25 0 0 0 : : : : Changes from: November 25, 2014 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 67.7 13.9 27.9 0.0 0.0 4.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 : : 15,300 10,805 2,025 6,115 0 0 1,000 0 0 0 0 : : : : Changes from: November 25, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 60.3 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: 23 : : 15 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 25, 2014 : : 0 0 0 0 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: 28 : : 23 8 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 15,995 : : Positions : : 15,995 12,855 0 1,320 0 0 0 0 0 1,800 0 : : : : Changes from: November 25, 2014 : : 365 -235 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 80.4 0.0 8.3 0.0 0.0 0.0 0.0 0.0 11.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 7 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 19,530 : : Positions : : 18,200 17,790 0 1,145 545 50 50 0 0 0 0 : : : : Changes from: November 25, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 91.1 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 December 2, 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 20,970 : : Positions : : 19,760 20,970 325 0 0 200 0 0 0 0 0 : : : : Changes from: November 25, 2014 : : 40 40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 100.0 1.5 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 20 10 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 21,880 : : Positions : : 20,515 21,875 455 0 5 250 0 0 0 0 0 : : : : Changes from: November 25, 2014 : : 40 40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 100.0 2.1 0.0 0.0 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 23 10 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 108,589 : : Positions : : 96,582 102,444 3,497 0 5,090 1,945 0 470 750 525 50 : : : : Changes from: November 25, 2014 : : 50 -50 0 0 -64 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 94.3 3.2 0.0 4.7 1.8 0.0 0.4 0.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 32 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 137,150 : : Positions : : 122,737 130,979 4,627 0 5,036 3,720 275 420 550 430 0 : : : : Changes from: November 25, 2014 : : 390 470 100 0 -74 -70 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 95.5 3.4 0.0 3.7 2.7 0.2 0.3 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 37 34 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 163,814 : : Positions : : 126,064 132,385 2,340 12,401 7,104 3,241 521 2,504 17,392 3,712 5,045 : : : : Changes from: November 25, 2014 : : 46 -404 -252 356 282 -200 283 -177 1,022 529 -226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 80.8 1.4 7.6 4.3 2.0 0.3 1.5 10.6 2.3 3.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 35 . . 4 . . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 98,516 : : Positions : : 80,618 87,135 8,563 3,050 4,940 1,469 0 926 955 1,670 795 : : : : Changes from: November 25, 2014 : : 1,345 805 -780 -50 70 0 0 0 70 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 88.4 8.7 3.1 5.0 1.5 0.0 0.9 1.0 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 29 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 19,695 : : Positions : : 17,480 17,270 310 390 640 620 1,395 0 0 0 0 : : : : Changes from: November 25, 2014 : : 50 120 0 0 0 70 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 87.7 1.6 2.0 3.2 3.1 7.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 18,070 : : Positions : : 15,945 16,715 450 270 645 525 415 25 0 0 0 : : : : Changes from: November 25, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 92.5 2.5 1.5 3.6 2.9 2.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 11,910 : : Positions : : 10,045 9,890 145 70 1,220 150 0 150 0 0 0 : : : : Changes from: November 25, 2014 : : 965 965 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 83.0 1.2 0.6 10.2 1.3 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 19 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 19,730 : : Positions : : 13,959 15,084 390 145 1,366 172 0 148 805 0 73 : : : : Changes from: November 25, 2014 : : -2,409 -2,518 -253 12 -5 16 0 -16 73 0 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 76.5 2.0 0.7 6.9 0.9 0.0 0.8 4.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 19 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 10,982 : : Positions : : 5,573 8,487 3,850 0 20 0 2,475 0 1,239 0 0 : : : : Changes from: November 25, 2014 : : -838 -1,318 -404 0 0 0 -38 0 -76 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 77.3 35.1 0.0 0.2 0.0 22.5 0.0 11.3 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 December 2, 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 195,103 : : Positions : : 107,511 152,745 68,554 0 2,735 0 39,623 0 16,303 0 0 : : : : Changes from: November 25, 2014 : : -31,275 -40,449 -9,174 0 0 0 -1,251 0 -1,251 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 78.3 35.1 0.0 1.4 0.0 20.3 0.0 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 1,413,377 : : Positions : : 466,412 1,386,171 919,759 0 27,206 0 0 0 0 0 0 : : : : Changes from: November 25, 2014 : : -24,603 -37,947 -13,344 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 98.1 65.1 0.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 145,930 : : Positions : : 133,488 80,449 1,074 55,645 4,411 4,065 0 2,870 0 2,533 22 : : : : Changes from: November 25, 2014 : : -3,971 -3,306 -209 -1,083 0 -190 0 -285 0 19 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 55.1 0.7 38.1 3.0 2.8 0.0 2.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 3,025,340 : : Positions : :2,603,779 1,261,964 171,320 1,205,199 249,457 0 308,720 0 784 0 0 : : : : Changes from: November 25, 2014 : : -54,260 -65,102 -3,336 6,672 -6,672 0 0 0 -834 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 41.7 5.7 39.8 8.2 0.0 10.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 20,344 : : Positions : : 19,684 15,429 0 1,757 220 0 1,363 440 0 880 0 : : : : Changes from: November 25, 2014 : : -1,071 -862 0 190 -190 0 361 -380 0 -760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 75.8 0.0 8.6 1.1 0.0 6.7 2.2 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 32,951 : : Positions : : 27,236 29,208 0 1,440 1,885 3,412 0 418 0 0 0 : : : : Changes from: November 25, 2014 : : -2,584 -2,850 0 684 -684 418 0 -418 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 88.6 0.0 4.4 5.7 10.4 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 60,880 : : Positions : : 49,844 46,361 0 3,015 6,362 0 147 3,908 725 0 41 : : : : Changes from: November 25, 2014 : : -3,553 -1,273 0 -2,375 0 0 0 -190 -19 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 76.2 0.0 5.0 10.5 0.0 0.2 6.4 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 37,987 : : Positions : : 27,871 33,168 3,433 286 2,243 0 0 0 2,172 0 2,268 : : : : Changes from: November 25, 2014 : : -1,330 -1,045 114 -247 -171 0 0 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 87.3 9.0 0.8 5.9 0.0 0.0 0.0 5.7 0.0 6.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 22,198 : : Positions : : 18,622 19,402 2,723 1,921 853 0 0 0 0 0 0 : : : : Changes from: November 25, 2014 : : -1,919 -1,653 76 -171 -76 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 87.4 12.3 8.7 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 354,229 : : Positions : : 326,205 313,941 0 12,888 0 4,544 0 23,480 0 3,920 0 : : : : Changes from: November 25, 2014 : : -22,985 -23,819 0 0 0 -5,004 0 0 0 -4,170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 88.6 0.0 3.6 0.0 1.3 0.0 6.6 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 650,870 : : Positions : : 329,277 468,687 138,474 113,520 64,743 114,456 0 3,920 0 0 0 : : : : Changes from: November 25, 2014 : : -47,538 -43,785 3,753 4,170 -8,340 4,170 0 -4,170 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 72.0 21.3 17.4 9.9 17.6 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 1,573,587 : : Positions : : 962,893 981,824 135,341 299,263 221,180 166,880 0 70,560 15,973 0 760 : : : : Changes from: November 25, 2014 : : -37,947 -40,032 2,085 -417 -2,085 -4,170 0 0 -417 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 62.4 8.6 19.0 14.1 10.6 0.0 4.5 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 547,659 : : Positions : : 316,281 514,139 11,248 20,976 12,544 0 0 0 207,586 0 0 : : : : Changes from: November 25, 2014 : : -19,182 -23,769 2,919 -2,502 -3,336 0 0 0 -10,008 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 93.9 2.1 3.8 2.3 0.0 0.0 0.0 37.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 338,800 : : Positions : : 288,240 287,768 48,992 49,464 1,568 0 0 0 0 0 0 : : : : Changes from: November 25, 2014 : : -23,012 -22,595 -2,502 -2,919 -1,668 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 84.9 14.5 14.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 22,330 : : Positions : : 13,695 19,285 3,470 0 1,800 170 25 50 2,140 0 0 : : : : Changes from: November 25, 2014 : : 120 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 86.4 15.5 0.0 8.1 0.8 0.1 0.2 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 December 2, 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 18,983 : : Positions : : 11,241 16,258 3,020 0 1,600 120 25 100 2,108 0 0 : : : : Changes from: November 25, 2014 : : 120 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 85.6 15.9 0.0 8.4 0.6 0.1 0.5 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 29,089 : : Positions : : 23,386 22,808 0 1,146 1,790 1,150 80 20 1,558 2,570 665 : : : : Changes from: November 25, 2014 : : 944 569 0 -250 250 0 0 0 -50 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 78.4 0.0 3.9 6.2 4.0 0.3 0.1 5.4 8.8 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 18,969 : : Positions : : 11,202 15,917 2,176 2,495 490 855 0 0 3,670 0 35 : : : : Changes from: November 25, 2014 : : -6 -21 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 83.9 11.5 13.2 2.6 4.5 0.0 0.0 19.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 21,807 : : Positions : : 20,432 13,326 517 6,511 85 0 1,550 125 0 115 0 : : : : Changes from: November 25, 2014 : : -43 -41 -45 80 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 61.1 2.4 29.9 0.4 0.0 7.1 0.6 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 21 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 19,180 : : Positions : : 18,065 12,063 0 5,649 240 27 855 263 0 0 0 : : : : Changes from: November 25, 2014 : : 162 -198 0 480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 62.9 0.0 29.5 1.3 0.1 4.5 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 16 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 13,671 : : Positions : : 11,113 11,672 1,220 1,230 615 0 100 0 115 0 0 : : : : Changes from: November 25, 2014 : : 480 475 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 85.4 8.9 9.0 4.5 0.0 0.7 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 10,179 : : Positions : : 8,809 8,574 415 560 600 0 210 0 0 0 0 : : : : Changes from: November 25, 2014 : : -20 -75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 84.2 4.1 5.5 5.9 0.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 13,855 : : Positions : : 12,465 9,110 585 1,315 195 0 1,930 365 50 850 0 : : : : Changes from: November 25, 2014 : : 1,010 710 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 65.8 4.2 9.5 1.4 0.0 13.9 2.6 0.4 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 24 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 8,512 : : Positions : : 6,952 7,182 0 665 0 735 0 465 0 200 0 : : : : Changes from: November 25, 2014 : : 155 -145 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 84.4 0.0 7.8 0.0 8.6 0.0 5.5 0.0 2.3 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 December 2, 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 67,352 : : Positions : : 62,271 58,996 0 3,345 2,295 290 0 0 0 0 0 : : : : Changes from: November 25, 2014 : : 1,300 700 0 600 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 87.6 0.0 5.0 3.4 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 21 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 63,597 : : Positions : : 59,097 55,031 0 3,620 2,170 0 0 0 0 0 0 : : : : Changes from: November 25, 2014 : : 1,200 600 0 600 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 86.5 0.0 5.7 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 20 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 15,041 : : Positions : : 12,195 14,985 1,590 0 0 0 50 0 1,000 0 6 : : : : Changes from: November 25, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 99.6 10.6 0.0 0.0 0.0 0.3 0.0 6.6 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 December 2, 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 15,217 : : Positions : : 14,180 12,095 50 0 550 150 1,110 0 0 1,290 102 : : : : Changes from: November 25, 2014 : : -235 170 0 0 0 0 0 0 0 -405 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 79.5 0.3 0.0 3.6 1.0 7.3 0.0 0.0 8.5 0.7 : : : : 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 December 2, 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 13,930 : : Positions : : 12,525 10,785 375 0 225 200 825 0 0 2,095 0 : : : : Changes from: November 25, 2014 : : -70 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 77.4 2.7 0.0 1.6 1.4 5.9 0.0 0.0 15.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 23,081 : : Positions : : 21,476 18,391 0 30 55 1,295 4,235 0 0 370 0 : : : : Changes from: November 25, 2014 : : -247 -197 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 79.7 0.0 0.1 0.2 5.6 18.3 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 0 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 60,609 : : Positions : : 46,362 53,789 2,780 325 845 5,135 1,445 0 1,267 0 792 : : : : Changes from: November 25, 2014 : : 350 -105 0 0 0 0 50 0 -405 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 88.7 4.6 0.5 1.4 8.5 2.4 0.0 2.1 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 22 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 52,348 : : Positions : : 35,705 48,695 2,880 245 685 6,100 475 0 4,725 0 0 : : : : Changes from: November 25, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 93.0 5.5 0.5 1.3 11.7 0.9 0.0 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 25, 2014 : : 0 0 0 0 0 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: 29 : : 20 20 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 28,785 : : Positions : : 24,875 27,295 980 0 470 150 0 900 800 0 0 : : : : Changes from: November 25, 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: 28 : : 19 17 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 25, 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: 21 : : 11 12 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 25, 2014 : : 0 0 0 0 0 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: 32 : : 20 20 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 2, 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 25, 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: 26 : : 17 17 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 6, 2014