Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 87,281 : : Positions : : 16,184 28,323 1,051 5,785 1,921 4,184 8,277 1,910 53,425 32,217 7,758 : : : : Changes from: December 2, 2014 : : -123 -938 -20 92 0 405 820 -15 159 273 364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.5 32.5 1.2 6.6 2.2 4.8 9.5 2.2 61.2 36.9 8.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 15 14 . . 4 . . . 18 14 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 34,402 : : Positions : : 10,915 6,275 1,458 1,581 876 7,809 150 431 10,101 22,147 2,147 : : : : Changes from: December 2, 2014 : : -295 150 -15 120 -90 120 0 55 350 85 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 18.2 4.2 4.6 2.5 22.7 0.4 1.3 29.4 64.4 6.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 9 . . . 4 . . 8 15 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 141,522 : : Positions : : 93,570 103,151 2,252 1,735 13,396 6,879 5,358 4,171 11,073 4,104 9,238 : : : : Changes from: December 2, 2014 : : -5,463 -4,424 -338 -332 328 21 157 -546 641 -476 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 72.9 1.6 1.2 9.5 4.9 3.8 2.9 7.8 2.9 6.5 : : : : Number of Traders in Each Category Total Traders: 80 : : 48 48 . 4 4 . 5 5 6 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 40,266 : : Positions : : 25,946 33,832 9,106 0 1,108 1,450 0 2,020 0 2,670 636 : : : : Changes from: December 2, 2014 : : 1,221 92 -468 0 124 -585 0 73 -16 59 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 84.0 22.6 0.0 2.8 3.6 0.0 5.0 0.0 6.6 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 18 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 329,679 : : Positions : : 232,152 273,287 50,569 0 7,574 13,251 1,597 26,133 0 21,088 0 : : : : Changes from: December 2, 2014 : : 8,799 -3,532 -5,636 0 912 -5,433 1,597 1,623 0 -335 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 82.9 15.3 0.0 2.3 4.0 0.5 7.9 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 1,448,208 : : Positions : :1,153,536 1,254,122 135,836 36,581 87,652 5,096 10,245 22,626 14,590 8,110 28,872 : : : : Changes from: December 2, 2014 : : -36,798 -55,065 -14,792 6,089 4,836 4,312 125 -808 -466 1,107 -3,139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 86.6 9.4 2.5 6.1 0.4 0.7 1.6 1.0 0.6 2.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 38 . . 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 53,058 : : Positions : : 41,081 38,424 2,299 0 2,426 0 343 6,030 1,193 5,782 0 : : : : Changes from: December 2, 2014 : : 651 -364 274 0 -3 -1,355 317 951 383 0 -308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 72.4 4.3 0.0 4.6 0.0 0.6 11.4 2.2 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 292,780 : : Positions : : 207,739 212,288 49,809 0 5,667 2,560 29,138 24,149 2,241 20,923 615 : : : : Changes from: December 2, 2014 : : 3,915 5,760 -2,882 0 952 1,904 -1,871 1,904 952 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 72.5 17.0 0.0 1.9 0.9 10.0 8.2 0.8 7.1 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 9, 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 600,961 : : Positions : : 509,841 487,928 11,304 48,437 33,991 25,132 0 10,413 1,528 11,440 8,752 : : : : Changes from: December 2, 2014 : : -13,879 -14,540 2,919 -5,838 -3,336 -8,584 0 0 -417 417 -417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 81.2 1.9 8.1 5.7 4.2 0.0 1.7 0.3 1.9 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 52,003 : : Positions : : 41,513 42,466 1,439 984 1,012 3,600 0 1,107 1,185 5,081 1,141 : : : : Changes from: December 2, 2014 : : -1,453 -1,442 -228 -120 0 -390 0 75 114 -512 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 81.7 2.8 1.9 1.9 6.9 0.0 2.1 2.3 9.8 2.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 52,291 : : Positions : : 39,152 51,415 11,415 0 35 0 100 270 0 0 0 : : : : Changes from: December 2, 2014 : : -855 -850 405 0 -35 -470 100 270 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 98.3 21.8 0.0 0.1 0.0 0.2 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 19 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 66,945 : : Positions : : 51,890 66,125 14,290 0 0 0 5 455 0 0 0 : : : : Changes from: December 2, 2014 : : 1,630 1,250 90 0 0 -465 5 155 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 98.8 21.3 0.0 0.0 0.0 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 31 22 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 13,485 : : Positions : : 13,180 11,000 0 2,180 195 0 110 0 50 0 0 : : : : Changes from: December 2, 2014 : : 900 1,150 0 -300 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 81.6 0.0 16.2 1.4 0.0 0.8 0.0 0.4 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 9, 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 255,592 : : Positions : : 170,624 241,920 62,432 392 10,144 8,864 0 3,136 392 0 0 : : : : Changes from: December 2, 2014 : : -13,896 -15,976 -2,424 -416 0 296 0 -416 -368 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 94.7 24.4 0.2 4.0 3.5 0.0 1.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 8,250 : : Positions : : 4,798 6,605 0 457 220 22 0 22 2,866 604 22 : : : : Changes from: December 2, 2014 : : -318 -382 0 114 -114 19 0 -19 -285 38 -114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 80.1 0.0 5.5 2.7 0.3 0.0 0.3 34.7 7.3 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 14,700 : : Positions : : 10,250 12,150 0 1,550 250 250 0 0 3,950 750 0 : : : : Changes from: December 2, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 82.7 0.0 10.5 1.7 1.7 0.0 0.0 26.9 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 17,700 : : Positions : : 15,795 15,100 0 725 1,665 0 210 0 0 0 0 : : : : Changes from: December 2, 2014 : : -525 -725 0 175 -135 0 75 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 85.3 0.0 4.1 9.4 0.0 1.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 20 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 13,212 : : Positions : : 12,057 9,152 50 2,355 420 0 685 360 0 0 0 : : : : Changes from: December 2, 2014 : : -262 -342 0 -65 0 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 69.3 0.4 17.8 3.2 0.0 5.2 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 9, 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 16,203 : : Positions : : 12,746 11,928 0 1,507 1,302 1,173 79 431 0 0 0 : : : : Changes from: December 2, 2014 : : -467 -527 0 155 -54 -95 0 -84 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 73.6 0.0 9.3 8.0 7.2 0.5 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 21 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 47,290 : : Positions : : 42,587 32,565 1,885 954 1,419 0 6,029 1,138 0 5,177 0 : : : : Changes from: December 2, 2014 : : -378 522 -96 5 -127 0 -818 260 0 -198 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 68.9 4.0 2.0 3.0 0.0 12.7 2.4 0.0 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 30 29 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 54,433 : : Positions : : 51,118 37,025 632 5,144 816 0 6,044 1,387 0 3,763 150 : : : : Changes from: December 2, 2014 : : -669 -1,304 0 1,446 -388 -180 -170 -45 0 -829 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 68.0 1.2 9.5 1.5 0.0 11.1 2.5 0.0 6.9 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 31 . . 4 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 33,705 : : Positions : : 30,780 27,560 2,300 4,435 275 200 0 0 0 1,375 0 : : : : Changes from: December 2, 2014 : : -1,435 -1,640 0 175 -175 0 0 0 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 81.8 6.8 13.2 0.8 0.6 0.0 0.0 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 10 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 42,015 : : Positions : : 40,320 35,980 1,250 4,355 225 20 0 80 0 1,375 0 : : : : Changes from: December 2, 2014 : : -1,855 -1,895 0 125 -125 0 0 0 0 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 85.6 3.0 10.4 0.5 0.0 0.0 0.2 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 29 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 378,229 : : Positions : : 242,797 339,115 25,588 16,425 4,590 42,767 0 18,099 44,388 0 0 : : : : Changes from: December 2, 2014 : : -20,918 -15,782 -1,649 2,720 -784 4,139 0 -7,506 5,366 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 89.7 6.8 4.3 1.2 11.3 0.0 4.8 11.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 27 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 25,759 : : Positions : : 15,662 23,933 2,586 44 644 4,057 0 380 1,978 26 326 : : : : Changes from: December 2, 2014 : : -1,877 -1,441 58 -113 242 18 0 -152 289 -43 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 92.9 10.0 0.2 2.5 15.7 0.0 1.5 7.7 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 27 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 15,412 : : Positions : : 11,028 12,922 677 0 1,236 519 0 1,078 874 152 0 : : : : Changes from: December 2, 2014 : : 307 841 302 0 154 384 0 -308 0 152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 83.8 4.4 0.0 8.0 3.4 0.0 7.0 5.7 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 557,310 : : Positions : : 449,407 519,098 71,499 5,332 12,136 3,132 0 20,744 392 0 0 : : : : Changes from: December 2, 2014 : : -14,905 -16,981 417 2,919 -3,336 843 0 -843 -417 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 93.1 12.8 1.0 2.2 0.6 0.0 3.7 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 51,956 : : Positions : : 36,578 47,908 3,156 1,044 122 3,704 0 1,823 5,551 0 636 : : : : Changes from: December 2, 2014 : : -314 -484 19 0 -19 452 0 -56 -641 0 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 92.2 6.1 2.0 0.2 7.1 0.0 3.5 10.7 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 17 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 52,431 : : Positions : : 52,431 44,704 0 3,431 0 0 4,296 0 0 0 0 : : : : Changes from: December 2, 2014 : : -5,028 -4,611 0 -417 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 85.3 0.0 6.5 0.0 0.0 8.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 16,118 : : Positions : : 10,289 13,365 24 1,062 879 842 0 0 3,465 0 490 : : : : Changes from: December 2, 2014 : : -74 -682 -41 389 -19 169 0 0 -404 -38 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 82.9 0.1 6.6 5.5 5.2 0.0 0.0 21.5 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 170,898 : : Positions : : 112,364 167,858 22,528 0 0 784 0 0 32,182 0 3,040 : : : : Changes from: December 2, 2014 : : -6,955 -14,313 -417 0 -834 0 0 0 -6,941 0 1,520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 98.2 13.2 0.0 0.0 0.5 0.0 0.0 18.8 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 10,355 : : Positions : : 5,907 9,373 2,273 0 322 1,356 0 242 44 224 22 : : : : Changes from: December 2, 2014 : : -622 -1,056 -168 0 0 -413 0 9 -76 60 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 90.5 22.0 0.0 3.1 13.1 0.0 2.3 0.4 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 18 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 110,013 : : Positions : : 89,143 101,983 11,240 2,601 3,102 3,441 0 2,327 760 0 0 : : : : Changes from: December 2, 2014 : : -4,760 -7,461 -1,291 -1,926 -402 -3,336 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 92.7 10.2 2.4 2.8 3.1 0.0 2.1 0.7 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 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,186 : : Positions : : 15,650 12,093 0 1,866 3,742 0 1,998 1,487 307 0 0 : : : : Changes from: December 2, 2014 : : 331 179 0 -103 103 0 231 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 57.1 0.0 8.8 17.7 0.0 9.4 7.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 94,291 : : Positions : : 5,509 6,169 1,158 0 176 0 113 133 0 385 1,789 : : : : Changes from: December 2, 2014 : : 240 -9 -156 0 -40 0 48 36 -48 -96 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.8 6.5 1.2 0.0 0.2 0.0 0.1 0.1 0.0 0.4 1.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . 0 . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 19,920 : : Positions : : 16,655 13,490 2,675 5,505 0 0 925 0 0 0 0 : : : : Changes from: December 2, 2014 : : -530 -510 -200 -260 0 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 67.7 13.4 27.6 0.0 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 17,040 : : Positions : : 14,610 10,185 1,850 5,855 0 0 1,000 0 0 0 0 : : : : Changes from: December 2, 2014 : : -690 -620 -175 -260 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 59.8 10.9 34.4 0.0 0.0 5.9 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 9, 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 24,455 : : Positions : : 24,355 17,465 0 1,320 0 100 0 0 0 5,600 0 : : : : Changes from: December 2, 2014 : : -260 150 0 0 0 0 0 0 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 71.4 0.0 5.4 0.0 0.4 0.0 0.0 0.0 22.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 10 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 15,475 : : Positions : : 15,475 11,745 0 1,320 0 0 0 0 0 2,400 0 : : : : Changes from: December 2, 2014 : : -520 -1,110 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 75.9 0.0 8.5 0.0 0.0 0.0 0.0 0.0 15.5 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 9, 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 17,965 : : Positions : : 16,705 16,290 0 1,130 495 50 50 0 0 0 0 : : : : Changes from: December 2, 2014 : : -1,495 -1,500 0 -15 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 90.7 0.0 6.3 2.8 0.3 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 9 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 19,075 : : Positions : : 17,920 19,075 300 0 0 200 0 0 0 0 0 : : : : Changes from: December 2, 2014 : : -1,840 -1,895 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 100.0 1.6 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 20 10 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 19,860 : : Positions : : 18,580 19,830 390 0 5 250 25 0 0 0 0 : : : : Changes from: December 2, 2014 : : -1,935 -2,045 -65 0 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 99.8 2.0 0.0 0.0 1.3 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 23 10 . 0 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 104,625 : : Positions : : 92,037 98,769 4,872 0 4,756 1,610 0 570 550 480 50 : : : : Changes from: December 2, 2014 : : -4,545 -3,675 1,375 0 -334 -335 0 100 -200 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 94.4 4.7 0.0 4.5 1.5 0.0 0.5 0.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 29 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 130,040 : : Positions : : 115,782 124,779 5,607 0 4,651 3,510 0 220 200 380 0 : : : : Changes from: December 2, 2014 : : -6,955 -6,200 980 0 -385 -210 -275 -200 -350 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 96.0 4.3 0.0 3.6 2.7 0.0 0.2 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 35 33 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 152,037 : : Positions : : 116,302 121,715 1,771 12,715 6,337 3,503 652 2,117 17,433 3,920 4,450 : : : : Changes from: December 2, 2014 : : -9,762 -10,670 -569 314 -767 262 131 -387 41 208 -595 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 80.1 1.2 8.4 4.2 2.3 0.4 1.4 11.5 2.6 2.9 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 34 4 . 4 . . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 92,726 : : Positions : : 75,653 81,865 8,193 2,925 4,650 1,379 50 866 1,000 1,620 750 : : : : Changes from: December 2, 2014 : : -4,965 -5,270 -370 -125 -290 -90 50 -60 45 -50 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 88.3 8.8 3.2 5.0 1.5 0.1 0.9 1.1 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 29 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 17,775 : : Positions : : 15,730 15,630 315 480 545 570 1,120 0 0 0 0 : : : : Changes from: December 2, 2014 : : -1,750 -1,640 5 90 -95 -50 -275 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 87.9 1.8 2.7 3.1 3.2 6.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 16,835 : : Positions : : 14,495 15,530 450 360 555 850 365 25 0 0 0 : : : : Changes from: December 2, 2014 : : -1,450 -1,185 0 90 -90 325 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 92.2 2.7 2.1 3.3 5.0 2.2 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 9, 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 12,360 : : Positions : : 10,530 10,350 0 90 1,200 150 0 150 0 0 0 : : : : Changes from: December 2, 2014 : : 485 460 -145 20 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 83.7 0.0 0.7 9.7 1.2 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 19,781 : : Positions : : 14,025 15,112 321 152 1,377 172 0 148 805 0 73 : : : : Changes from: December 2, 2014 : : 65 28 -69 7 11 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 76.4 1.6 0.8 7.0 0.9 0.0 0.7 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 9, 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 11,024 : : Positions : : 5,615 8,529 3,850 0 20 0 2,475 0 1,239 0 0 : : : : Changes from: December 2, 2014 : : 42 42 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 77.4 34.9 0.0 0.2 0.0 22.5 0.0 11.2 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 9, 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 197,822 : : Positions : : 110,230 155,464 68,554 0 2,735 0 39,623 0 16,303 0 0 : : : : Changes from: December 2, 2014 : : 2,719 2,719 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 78.6 34.7 0.0 1.4 0.0 20.0 0.0 8.2 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 9, 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: December 2, 2014 : : 0 0 0 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 9, 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: December 2, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 9, 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 3,025,274 : : Positions : :2,603,713 1,261,898 171,320 1,205,199 249,457 0 308,720 0 784 0 0 : : : : Changes from: December 2, 2014 : : -66 -66 0 0 0 0 0 0 0 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 9, 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 20,598 : : Positions : : 19,938 15,683 0 1,757 220 0 1,363 440 0 880 0 : : : : Changes from: December 2, 2014 : : 254 254 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 76.1 0.0 8.5 1.1 0.0 6.6 2.1 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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: December 2, 2014 : : 0 0 0 0 0 0 0 0 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 9, 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: December 2, 2014 : : 0 0 0 0 0 0 0 0 0 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 9, 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: December 2, 2014 : : 0 0 0 0 0 0 0 0 0 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 9, 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: December 2, 2014 : : 0 0 0 0 0 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 9, 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 358,925 : : Positions : : 330,901 318,637 0 12,888 0 4,544 0 23,480 0 3,920 0 : : : : Changes from: December 2, 2014 : : 4,696 4,696 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 88.8 0.0 3.6 0.0 1.3 0.0 6.5 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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: December 2, 2014 : : 0 0 0 0 0 0 0 0 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 9, 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: December 2, 2014 : : 0 0 0 0 0 0 0 0 0 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 9, 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: December 2, 2014 : : 0 0 0 0 0 0 0 0 0 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 9, 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: December 2, 2014 : : 0 0 0 0 0 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 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 21,968 : : Positions : : 13,270 19,083 4,105 0 1,800 70 25 50 1,848 0 0 : : : : Changes from: December 2, 2014 : : -425 -202 635 0 0 -100 0 0 -292 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 86.9 18.7 0.0 8.2 0.3 0.1 0.2 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 14 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 18,696 : : Positions : : 10,741 16,131 3,790 0 1,550 20 25 100 1,816 0 0 : : : : Changes from: December 2, 2014 : : -500 -127 770 0 -50 -100 0 0 -292 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 86.3 20.3 0.0 8.3 0.1 0.1 0.5 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 14 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 28,784 : : Positions : : 23,253 22,653 0 1,091 1,770 1,100 30 20 1,523 2,570 650 : : : : Changes from: December 2, 2014 : : -133 -155 0 -55 -20 -50 -50 0 -35 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 78.7 0.0 3.8 6.1 3.8 0.1 0.1 5.3 8.9 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 9, 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 19,142 : : Positions : : 11,695 15,514 2,191 2,770 225 805 0 0 3,655 0 35 : : : : Changes from: December 2, 2014 : : 493 -403 15 275 -265 -50 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 81.0 11.4 14.5 1.2 4.2 0.0 0.0 19.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 21,729 : : Positions : : 20,461 13,355 457 6,469 135 0 1,510 65 0 100 0 : : : : Changes from: December 2, 2014 : : 29 29 -60 -42 50 0 -40 -60 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 61.5 2.1 29.8 0.6 0.0 6.9 0.3 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 21 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 18,794 : : Positions : : 17,670 11,808 290 5,618 200 0 883 185 0 0 0 : : : : Changes from: December 2, 2014 : : -395 -255 290 -31 -40 -27 28 -78 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 62.8 1.5 29.9 1.1 0.0 4.7 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 16 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 13,455 : : Positions : : 11,140 11,510 1,155 1,230 615 0 100 0 100 0 0 : : : : Changes from: December 2, 2014 : : 27 -162 -65 0 0 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 85.5 8.6 9.1 4.6 0.0 0.7 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 14,135 : : Positions : : 12,730 9,445 635 1,410 100 0 1,980 315 50 775 0 : : : : Changes from: December 2, 2014 : : 265 335 50 95 -95 0 50 -50 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 66.8 4.5 10.0 0.7 0.0 14.0 2.2 0.4 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 8,292 : : Positions : : 6,612 6,977 0 665 0 750 0 450 0 200 0 : : : : Changes from: December 2, 2014 : : -340 -205 0 0 0 15 0 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 84.1 0.0 8.0 0.0 9.0 0.0 5.4 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 13 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 64,295 : : Positions : : 59,306 56,050 0 3,315 2,295 290 0 0 0 0 0 : : : : Changes from: December 2, 2014 : : -2,965 -2,946 0 -30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 87.2 0.0 5.2 3.6 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 20 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 60,957 : : Positions : : 56,507 52,462 0 3,615 2,170 0 0 0 0 0 0 : : : : Changes from: December 2, 2014 : : -2,590 -2,569 0 -5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 86.1 0.0 5.9 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 19 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 14,151 : : Positions : : 11,595 14,095 1,510 0 0 0 50 0 800 0 6 : : : : Changes from: December 2, 2014 : : -600 -890 -80 0 0 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 99.6 10.7 0.0 0.0 0.0 0.4 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 7 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 14,712 : : Positions : : 13,690 11,750 100 0 500 150 1,010 0 0 1,290 102 : : : : Changes from: December 2, 2014 : : -490 -345 50 0 -50 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 79.9 0.7 0.0 3.4 1.0 6.9 0.0 0.0 8.8 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 9, 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 13,110 : : Positions : : 11,550 10,140 425 0 175 200 725 0 0 2,070 0 : : : : Changes from: December 2, 2014 : : -975 -645 50 0 -50 0 -100 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 77.3 3.2 0.0 1.3 1.5 5.5 0.0 0.0 15.8 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 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 22,411 : : Positions : : 20,801 17,581 0 45 40 1,345 4,375 0 0 370 0 : : : : Changes from: December 2, 2014 : : -675 -810 0 15 -15 50 140 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 78.4 0.0 0.2 0.2 6.0 19.5 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 0 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 57,413 : : Positions : : 43,909 51,298 2,880 450 620 5,075 1,495 0 1,379 0 677 : : : : Changes from: December 2, 2014 : : -2,453 -2,491 100 125 -225 -60 50 0 112 0 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 89.3 5.0 0.8 1.1 8.8 2.6 0.0 2.4 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 22 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 49,213 : : Positions : : 33,291 45,691 2,880 365 565 6,040 575 0 4,590 0 0 : : : : Changes from: December 2, 2014 : : -2,414 -3,004 0 120 -120 -60 100 0 -135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 92.8 5.9 0.7 1.1 12.3 1.2 0.0 9.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 30,200 : : Positions : : 24,630 21,390 0 1,695 475 0 4,850 0 3,125 325 0 : : : : Changes from: December 2, 2014 : : -1,820 -1,505 0 55 -55 0 -75 0 -25 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 70.8 0.0 5.6 1.6 0.0 16.1 0.0 10.3 1.1 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 9, 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 26,405 : : Positions : : 22,945 25,125 580 0 445 300 0 750 800 0 0 : : : : Changes from: December 2, 2014 : : -1,930 -2,170 -400 0 -25 150 0 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 95.2 2.2 0.0 1.7 1.1 0.0 2.8 3.0 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 9, 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 23,190 : : Positions : : 8,055 17,425 1,200 600 600 0 3,410 490 12,300 200 0 : : : : Changes from: December 2, 2014 : : -570 -580 0 0 0 0 190 -190 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 75.1 5.2 2.6 2.6 0.0 14.7 2.1 53.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 28,368 : : Positions : : 17,435 18,335 0 1,250 3,865 2,800 0 150 2,250 3,300 23 : : : : Changes from: December 2, 2014 : : -1,580 -1,975 0 5 -50 150 0 -150 -530 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 64.6 0.0 4.4 13.6 9.9 0.0 0.5 7.9 11.6 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 9, 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 20,220 : : Positions : : 15,945 13,955 550 2,600 690 25 0 650 0 208 252 : : : : Changes from: December 2, 2014 : : -1,585 -1,665 50 0 -50 -75 0 0 0 42 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 69.0 2.7 12.9 3.4 0.1 0.0 3.2 0.0 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 12, 2014