Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 86,915 : : Positions : : 16,576 27,449 1,156 5,868 1,508 3,812 9,417 1,640 53,832 32,590 7,614 : : : : Changes from: December 9, 2014 : : 392 -874 105 83 -413 -372 1,140 -270 407 373 -144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.1 31.6 1.3 6.8 1.7 4.4 10.8 1.9 61.9 37.5 8.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 15 14 . . . . . . 18 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 34,213 : : Positions : : 10,630 6,270 1,472 1,661 691 7,404 150 586 10,467 21,722 2,283 : : : : Changes from: December 9, 2014 : : -285 -5 14 80 -185 -405 0 155 366 -425 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 18.3 4.3 4.9 2.0 21.6 0.4 1.7 30.6 63.5 6.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 10 . . . 4 . . 9 14 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 144,198 : : Positions : : 95,761 104,021 2,233 2,314 13,205 7,276 5,389 4,252 11,296 5,476 9,173 : : : : Changes from: December 9, 2014 : : 2,191 870 -19 579 -191 396 30 81 223 1,372 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 72.1 1.5 1.6 9.2 5.0 3.7 2.9 7.8 3.8 6.4 : : : : Number of Traders in Each Category Total Traders: 82 : : 47 48 . 4 4 . 5 6 6 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,987 : : Positions : : 26,894 34,792 8,641 0 1,804 1,513 0 2,187 356 2,611 592 : : : : Changes from: December 9, 2014 : : 948 960 -465 0 696 62 0 168 356 -59 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 82.9 20.6 0.0 4.3 3.6 0.0 5.2 0.8 6.2 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 18 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 338,415 : : Positions : : 239,878 279,382 48,994 0 8,870 11,642 1,955 29,031 0 19,177 0 : : : : Changes from: December 9, 2014 : : 7,726 6,095 -1,575 0 1,296 -1,609 358 2,898 0 -1,911 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 82.6 14.5 0.0 2.6 3.4 0.6 8.6 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 1,459,160 : : Positions : :1,168,874 1,266,282 140,777 37,412 81,429 3,144 14,013 21,474 14,590 9,678 28,872 : : : : Changes from: December 9, 2014 : : 15,338 12,159 4,940 831 -6,223 -1,952 3,768 -1,152 0 1,568 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 86.8 9.6 2.6 5.6 0.2 1.0 1.5 1.0 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 39 . . 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 50,213 : : Positions : : 39,628 36,722 1,849 0 1,898 26 117 5,782 1,003 5,590 0 : : : : Changes from: December 9, 2014 : : -1,454 -1,702 -450 0 -528 26 -227 -248 -190 -192 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 73.1 3.7 0.0 3.8 0.1 0.2 11.5 2.0 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 16 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 282,860 : : Positions : : 201,205 201,246 37,962 0 13,238 2,560 25,024 23,440 4,455 19,912 0 : : : : Changes from: December 9, 2014 : : -6,534 -11,042 -11,847 0 7,571 0 -4,114 -709 2,214 -1,011 -615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 71.1 13.4 0.0 4.7 0.9 8.8 8.3 1.6 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 634,277 : : Positions : : 540,084 520,011 11,304 48,493 36,688 27,028 0 8,893 1,528 11,440 8,752 : : : : Changes from: December 9, 2014 : : 30,243 32,083 0 56 2,697 1,896 0 -1,520 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 82.0 1.8 7.6 5.8 4.3 0.0 1.4 0.2 1.8 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 53,669 : : Positions : : 42,874 43,935 1,685 1,004 1,012 3,786 0 1,067 1,010 5,125 1,273 : : : : Changes from: December 9, 2014 : : 1,361 1,469 246 20 0 186 0 -40 -175 44 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 81.9 3.1 1.9 1.9 7.1 0.0 2.0 1.9 9.5 2.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 58,940 : : Positions : : 46,235 58,070 11,265 0 35 0 0 370 0 0 0 : : : : Changes from: December 9, 2014 : : 7,083 6,655 -150 0 0 0 -100 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 98.5 19.1 0.0 0.1 0.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 21 . 0 . 0 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 71,750 : : Positions : : 57,195 70,930 13,790 0 0 0 5 455 0 0 0 : : : : Changes from: December 9, 2014 : : 5,305 4,805 -500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 98.9 19.2 0.0 0.0 0.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 30 22 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 17,715 : : Positions : : 17,340 15,280 0 2,060 265 0 110 0 50 0 0 : : : : Changes from: December 9, 2014 : : 4,160 4,280 0 -120 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 86.3 0.0 11.6 1.5 0.0 0.6 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 266,080 : : Positions : : 181,464 252,408 61,672 392 10,144 9,272 0 3,136 392 0 0 : : : : Changes from: December 9, 2014 : : 10,840 10,488 -760 0 0 408 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 94.9 23.2 0.1 3.8 3.5 0.0 1.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 8,386 : : Positions : : 4,668 6,846 0 239 354 22 0 22 2,866 494 132 : : : : Changes from: December 9, 2014 : : -130 241 0 -218 134 0 0 0 0 -110 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 81.6 0.0 2.8 4.2 0.3 0.0 0.3 34.2 5.9 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 18,170 : : Positions : : 17,295 15,420 0 1,805 635 0 310 0 0 0 0 : : : : Changes from: December 9, 2014 : : 1,500 320 0 1,080 -1,030 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 84.9 0.0 9.9 3.5 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 13,442 : : Positions : : 12,322 9,602 50 2,405 420 0 635 380 0 0 0 : : : : Changes from: December 9, 2014 : : 265 450 0 50 0 0 -50 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 71.4 0.4 17.9 3.1 0.0 4.7 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 16,277 : : Positions : : 12,442 12,281 0 996 1,615 1,214 38 411 0 0 0 : : : : Changes from: December 9, 2014 : : -304 353 0 -511 313 41 -41 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 75.5 0.0 6.1 9.9 7.5 0.2 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 22 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 47,597 : : Positions : : 42,985 32,010 1,038 1,063 2,130 0 5,974 1,183 0 5,229 0 : : : : Changes from: December 9, 2014 : : 398 -555 -847 109 711 0 -55 45 0 52 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 67.3 2.2 2.2 4.5 0.0 12.6 2.5 0.0 11.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 30 30 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 54,825 : : Positions : : 51,748 36,923 632 5,750 516 80 5,901 1,405 0 4,094 150 : : : : Changes from: December 9, 2014 : : 630 -102 0 606 -300 80 -143 18 0 331 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 67.3 1.2 10.5 0.9 0.1 10.8 2.6 0.0 7.5 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 31 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 41,990 : : Positions : : 38,875 36,330 2,300 3,835 425 100 0 0 0 1,375 0 : : : : Changes from: December 9, 2014 : : 8,095 8,770 0 -600 150 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 86.5 5.5 9.1 1.0 0.2 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 9 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 47,880 : : Positions : : 46,165 41,925 1,250 4,355 225 0 0 0 0 1,375 0 : : : : Changes from: December 9, 2014 : : 5,845 5,945 0 0 0 -20 0 -80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 87.6 2.6 9.1 0.5 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 29 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 381,364 : : Positions : : 246,731 342,641 25,180 16,425 4,590 43,158 0 17,708 43,997 0 0 : : : : Changes from: December 9, 2014 : : 3,934 3,526 -408 0 0 391 0 -391 -391 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 89.8 6.6 4.3 1.2 11.3 0.0 4.6 11.5 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 16, 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 25,970 : : Positions : : 15,723 24,190 2,524 105 603 4,098 0 380 2,234 4 282 : : : : Changes from: December 9, 2014 : : 61 257 -62 61 -41 41 0 0 256 -22 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 93.1 9.7 0.4 2.3 15.8 0.0 1.5 8.6 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 13,880 : : Positions : : 10,176 11,746 933 0 828 375 0 1,078 490 228 0 : : : : Changes from: December 9, 2014 : : -852 -1,176 256 0 -408 -144 0 0 -384 76 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 84.6 6.7 0.0 6.0 2.7 0.0 7.8 3.5 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 541,030 : : Positions : : 437,439 502,818 66,835 5,332 12,136 3,484 0 20,744 392 0 0 : : : : Changes from: December 9, 2014 : : -11,968 -16,280 -4,664 0 0 352 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 92.9 12.4 1.0 2.2 0.6 0.0 3.8 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 19 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 50,484 : : Positions : : 35,117 46,354 3,156 1,044 122 3,608 0 1,844 5,511 0 676 : : : : Changes from: December 9, 2014 : : -1,461 -1,554 0 0 0 -96 0 21 -40 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 91.8 6.3 2.1 0.2 7.1 0.0 3.7 10.9 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 53,951 : : Positions : : 53,951 44,704 0 3,431 0 0 5,816 0 0 0 0 : : : : Changes from: December 9, 2014 : : 1,520 0 0 0 0 0 1,520 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 82.9 0.0 6.4 0.0 0.0 10.8 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 16, 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 16,329 : : Positions : : 10,415 13,708 0 906 903 842 0 0 3,509 0 490 : : : : Changes from: December 9, 2014 : : 126 343 -24 -156 24 0 0 0 44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 83.9 0.0 5.5 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 4 . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 184,659 : : Positions : : 126,885 181,619 21,768 0 0 784 0 0 32,182 0 3,040 : : : : Changes from: December 9, 2014 : : 14,521 13,761 -760 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 98.4 11.8 0.0 0.0 0.4 0.0 0.0 17.4 0.0 1.6 : : : : 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 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 11,015 : : Positions : : 6,488 10,051 2,226 0 366 1,438 0 242 44 164 0 : : : : Changes from: December 9, 2014 : : 581 678 -47 0 44 82 0 0 0 -60 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 91.2 20.2 0.0 3.3 13.1 0.0 2.2 0.4 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 19 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 111,533 : : Positions : : 89,143 104,263 11,240 1,841 3,102 4,961 0 2,327 760 0 0 : : : : Changes from: December 9, 2014 : : 0 2,280 0 -760 0 1,520 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 93.5 10.1 1.7 2.8 4.4 0.0 2.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 22,055 : : Positions : : 15,981 13,242 0 1,072 4,306 0 1,974 1,461 307 0 0 : : : : Changes from: December 9, 2014 : : 331 1,149 0 -794 564 0 -24 -26 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 60.0 0.0 4.9 19.5 0.0 9.0 6.6 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 90,750 : : Positions : : 59,351 65,375 10,356 0 1,636 0 520 1,408 2,001 5,813 15,997 : : : : Changes from: December 9, 2014 : : 53,842 59,206 9,198 0 1,461 0 407 1,275 2,001 5,428 14,209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 72.0 11.4 0.0 1.8 0.0 0.6 1.6 2.2 6.4 17.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 20,060 : : Positions : : 16,795 13,630 2,675 5,505 0 0 925 0 0 0 0 : : : : Changes from: December 9, 2014 : : 140 140 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 67.9 13.3 27.4 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 16, 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 9, 2014 : : 0 0 0 0 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 16, 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 25,355 : : Positions : : 25,255 18,565 0 1,320 0 100 0 0 0 5,400 0 : : : : Changes from: December 9, 2014 : : 900 1,100 0 0 0 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 73.2 0.0 5.2 0.0 0.4 0.0 0.0 0.0 21.3 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 16, 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 16,575 : : Positions : : 16,575 12,245 0 1,320 0 0 0 0 0 3,000 0 : : : : Changes from: December 9, 2014 : : 1,100 500 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 73.9 0.0 8.0 0.0 0.0 0.0 0.0 0.0 18.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 6 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 19,090 : : Positions : : 17,830 17,415 0 1,130 495 50 50 0 0 0 0 : : : : Changes from: December 9, 2014 : : 1,125 1,125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 91.2 0.0 5.9 2.6 0.3 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 8 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 19,435 : : Positions : : 18,280 19,385 300 0 0 200 50 0 0 0 0 : : : : Changes from: December 9, 2014 : : 360 310 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 99.7 1.5 0.0 0.0 1.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 10 . 0 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 20,250 : : Positions : : 18,970 20,220 390 0 5 250 25 0 0 0 0 : : : : Changes from: December 9, 2014 : : 390 390 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 99.9 1.9 0.0 0.0 1.2 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 23 9 . 0 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 106,806 : : Positions : : 94,318 101,150 4,872 0 4,606 1,710 0 520 550 480 50 : : : : Changes from: December 9, 2014 : : 2,281 2,381 0 0 -150 100 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 94.7 4.6 0.0 4.3 1.6 0.0 0.5 0.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 29 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 136,102 : : Positions : : 121,243 131,000 6,307 0 4,452 3,560 0 270 200 380 0 : : : : Changes from: December 9, 2014 : : 5,461 6,221 700 0 -199 50 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 96.3 4.6 0.0 3.3 2.6 0.0 0.2 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 35 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 156,645 : : Positions : : 120,952 123,786 1,681 14,614 6,479 3,673 652 2,067 17,043 4,281 4,635 : : : : Changes from: December 9, 2014 : : 4,650 2,071 -90 1,899 142 170 0 -50 -390 361 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 79.0 1.1 9.3 4.1 2.3 0.4 1.3 10.9 2.7 3.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 38 33 . . 4 . . . 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 93,581 : : Positions : : 77,233 81,855 6,583 2,905 5,535 1,379 50 866 1,000 1,620 750 : : : : Changes from: December 9, 2014 : : 1,580 -10 -1,610 -20 885 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 87.5 7.0 3.1 5.9 1.5 0.1 0.9 1.1 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 29 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 17,845 : : Positions : : 15,750 15,660 300 505 560 620 1,120 0 0 0 0 : : : : Changes from: December 9, 2014 : : 20 30 -15 25 15 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 87.8 1.7 2.8 3.1 3.5 6.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 16,885 : : Positions : : 14,395 15,580 450 360 555 1,000 365 25 0 0 0 : : : : Changes from: December 9, 2014 : : -100 50 0 0 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 92.3 2.7 2.1 3.3 5.9 2.2 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 14,330 : : Positions : : 10,920 12,305 1,260 0 1,260 150 0 150 0 0 0 : : : : Changes from: December 9, 2014 : : 390 1,955 1,260 -90 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 85.9 8.8 0.0 8.8 1.0 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 20,135 : : Positions : : 13,880 15,466 368 150 1,368 172 0 148 1,396 0 329 : : : : Changes from: December 9, 2014 : : -144 355 47 -2 -9 0 0 0 591 0 256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 76.8 1.8 0.7 6.8 0.9 0.0 0.7 6.9 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 20 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 9, 2014 : : 0 0 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 16, 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 9, 2014 : : 0 0 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 16, 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 9, 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 16, 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 146,350 : : Positions : : 133,488 80,449 1,074 56,925 3,551 4,065 0 2,870 1,280 2,533 22 : : : : Changes from: December 9, 2014 : : 0 0 0 1,280 -860 0 0 0 1,280 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 55.0 0.7 38.9 2.4 2.8 0.0 2.0 0.9 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 3,025,340 : : Positions : :2,603,779 1,261,964 171,320 1,205,199 249,457 0 308,720 0 784 0 0 : : : : Changes from: December 9, 2014 : : 67 67 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 16, 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 9, 2014 : : 0 0 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 16, 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 9, 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 16, 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 9, 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 16, 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 9, 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 16, 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 9, 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 16, 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 9, 2014 : : 0 0 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 16, 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 9, 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 16, 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 9, 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 16, 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 9, 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 16, 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 9, 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 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 22,268 : : Positions : : 13,590 19,563 4,105 0 1,800 70 25 50 1,848 0 0 : : : : Changes from: December 9, 2014 : : 320 480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 87.9 18.4 0.0 8.1 0.3 0.1 0.2 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 18,996 : : Positions : : 11,051 16,611 3,790 0 1,550 20 25 100 1,816 0 0 : : : : Changes from: December 9, 2014 : : 310 480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 87.4 20.0 0.0 8.2 0.1 0.1 0.5 9.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 28,951 : : Positions : : 23,670 22,865 0 1,296 1,520 1,100 30 20 1,523 2,570 650 : : : : Changes from: December 9, 2014 : : 417 212 0 205 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 79.0 0.0 4.5 5.3 3.8 0.1 0.1 5.3 8.9 2.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 19,272 : : Positions : : 11,825 15,739 2,191 2,975 225 805 0 0 3,655 0 35 : : : : Changes from: December 9, 2014 : : 130 225 0 205 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 81.7 11.4 15.4 1.2 4.2 0.0 0.0 19.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 21,705 : : Positions : : 20,480 13,749 212 6,293 213 0 1,190 65 0 100 0 : : : : Changes from: December 9, 2014 : : 19 394 -245 -176 78 0 -320 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 63.3 1.0 29.0 1.0 0.0 5.5 0.3 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 22 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 19,379 : : Positions : : 18,170 12,040 290 5,923 200 0 941 175 0 0 0 : : : : Changes from: December 9, 2014 : : 500 232 0 305 0 0 58 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 62.1 1.5 30.6 1.0 0.0 4.9 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 13,905 : : Positions : : 12,060 11,590 925 1,230 635 0 450 0 100 0 0 : : : : Changes from: December 9, 2014 : : 920 80 -230 0 20 0 350 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 83.4 6.7 8.8 4.6 0.0 3.2 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 9,384 : : Positions : : 7,564 8,109 390 565 495 0 210 0 0 0 0 : : : : Changes from: December 9, 2014 : : -1,245 -465 -25 5 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 86.4 4.2 6.0 5.3 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 16,335 : : Positions : : 13,055 11,495 1,025 0 1,560 0 1,955 340 50 875 0 : : : : Changes from: December 9, 2014 : : 325 2,050 390 -1,410 1,460 0 -25 25 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 70.4 6.3 0.0 9.6 0.0 12.0 2.1 0.3 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 21 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 8,512 : : Positions : : 6,912 7,077 0 785 0 630 0 450 0 200 0 : : : : Changes from: December 9, 2014 : : 300 100 0 120 0 -120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 83.1 0.0 9.2 0.0 7.4 0.0 5.3 0.0 2.3 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 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 65,005 : : Positions : : 60,016 56,760 0 3,315 2,295 290 0 0 0 0 0 : : : : Changes from: December 9, 2014 : : 710 710 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 87.3 0.0 5.1 3.5 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 21 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 61,017 : : Positions : : 56,567 52,522 0 3,615 2,170 0 0 0 0 0 0 : : : : Changes from: December 9, 2014 : : 60 60 0 0 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 16, 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 9, 2014 : : 0 0 0 0 0 0 0 0 0 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 16, 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 14,962 : : Positions : : 13,815 11,875 100 0 500 150 1,010 0 0 1,290 102 : : : : Changes from: December 9, 2014 : : 125 125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 79.4 0.7 0.0 3.3 1.0 6.8 0.0 0.0 8.6 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 16, 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 13,285 : : Positions : : 11,600 10,190 425 0 175 200 725 0 0 2,070 0 : : : : Changes from: December 9, 2014 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 76.7 3.2 0.0 1.3 1.5 5.5 0.0 0.0 15.6 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 16, 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 22,577 : : Positions : : 20,967 17,607 0 45 40 1,325 4,495 0 0 370 0 : : : : Changes from: December 9, 2014 : : 166 26 0 0 0 -20 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 78.0 0.0 0.2 0.2 5.9 19.9 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 0 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 58,333 : : Positions : : 44,474 52,003 2,880 450 620 5,145 1,425 0 1,379 0 677 : : : : Changes from: December 9, 2014 : : 565 705 0 0 0 70 -70 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 89.1 4.9 0.8 1.1 8.8 2.4 0.0 2.4 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 23 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 49,937 : : Positions : : 33,770 46,290 2,880 365 565 6,160 575 0 4,590 0 0 : : : : Changes from: December 9, 2014 : : 479 599 0 0 0 120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 92.7 5.8 0.7 1.1 12.3 1.2 0.0 9.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 30,450 : : Positions : : 24,880 21,590 0 1,695 475 0 4,900 0 3,125 325 0 : : : : Changes from: December 9, 2014 : : 250 200 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 70.9 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: 31 : : 21 21 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 16, 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 26,605 : : Positions : : 23,145 25,275 580 0 445 250 0 750 800 0 0 : : : : Changes from: December 9, 2014 : : 200 150 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 95.0 2.2 0.0 1.7 0.9 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 16, 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 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 16, 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 9, 2014 : : 0 0 0 0 0 0 0 0 0 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 16, 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 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 19, 2014