COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 90,009: 18,304 25,447 890 8,191 639 6,195 11,270 1,546 54,642 34,844 6,748: 1,045 1,324
Old : 90,009: 18,304 25,447 890 8,191 639 6,195 11,270 1,546 54,642 34,844 6,748: 1,045 1,324
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 4,502: 1,236 377 0 1,400 -492 1,770 1,380 200 1,656 1,460 -88: 220 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 28.3 1.0 9.1 0.7 6.9 12.5 1.7 60.7 38.7 7.5: 1.2 1.5
Old : 100.0: 20.3 28.3 1.0 9.1 0.7 6.9 12.5 1.7 60.7 38.7 7.5: 1.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 14 15 . . . . 4 . 15 13 16:
Old : 53: 14 15 . . . . 4 . 15 13 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 33.7 67.8 56.2 46.5 33.5 62.4 53.0
Old : 48.4 33.7 67.8 56.2 46.5 33.5 62.4 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 31,063: 8,905 5,420 1,320 1,922 445 7,885 150 420 9,596 20,174 1,607: 885 925
Old : 31,063: 8,905 5,420 1,320 1,922 445 7,885 150 420 9,596 20,174 1,607: 885 925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 570: -505 230 0 -120 0 585 0 45 45 280 145: 255 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 17.4 4.2 6.2 1.4 25.4 0.5 1.4 30.9 64.9 5.2: 2.8 3.0
Old : 100.0: 28.7 17.4 4.2 6.2 1.4 25.4 0.5 1.4 30.9 64.9 5.2: 2.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 9 10 . . . 4 . . 9 11 10:
Old : 38: 9 10 . . . 4 . . 9 11 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 50.8 74.7 69.2 52.0 47.8 70.5 66.1
Old : 54.6 50.8 74.7 69.2 52.0 47.8 70.5 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 133,016: 89,669 98,952 2,802 1,615 11,853 7,272 5,762 3,945 8,927 2,712 7,471: 1,077 706
Old : 133,016: 89,669 98,952 2,802 1,615 11,853 7,272 5,762 3,945 8,927 2,712 7,471: 1,077 706
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -5,856: -4,271 -2,448 166 427 -1,046 -160 -343 -154 461 -1,423 -827: -25 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 74.4 2.1 1.2 8.9 5.5 4.3 3.0 6.7 2.0 5.6: 0.8 0.5
Old : 100.0: 67.4 74.4 2.1 1.2 8.9 5.5 4.3 3.0 6.7 2.0 5.6: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 71: 42 44 . . 4 . 4 5 6 6 8:
Old : 71: 42 44 . . 4 . 4 5 6 6 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 29.2 63.2 50.5 30.0 19.9 43.0 34.9
Old : 42.3 29.2 63.2 50.5 30.0 19.9 43.0 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 40,509: 27,604 34,001 8,411 2,071 1,593 186 1 2,507 0 128 208: 0 0
Old : 40,509: 27,604 34,001 8,411 2,071 1,593 186 1 2,507 0 128 208: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -2,323: -291 -2,274 -611 -78 -399 -1,218 1 427 -103 128 -128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 83.9 20.8 5.1 3.9 0.5 0.0 6.2 0.0 0.3 0.5: 0.0 0.0
Old : 100.0: 68.1 83.9 20.8 5.1 3.9 0.5 0.0 6.2 0.0 0.3 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 19 . . . . . . 0 . .:
Old : 29: 20 19 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 49.4 81.2 71.0 49.9 39.2 60.6 55.4
Old : 59.9 49.4 81.2 71.0 49.9 39.2 60.6 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 329,023: 247,654 268,789 27,929 14,482 11,447 12,946 1,915 29,047 0 3,343 0: 0 0
Old : 329,023: 247,654 268,789 27,929 14,482 11,447 12,946 1,915 29,047 0 3,343 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -18,944: -9,486 -21,752 -12,347 -1,312 3,833 -656 615 -288 0 -40 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 81.7 8.5 4.4 3.5 3.9 0.6 8.8 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 75.3 81.7 8.5 4.4 3.5 3.9 0.6 8.8 0.0 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 19 . . . . . . 0 . 0:
Old : 28: 18 19 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 55.0 80.8 79.3 44.2 47.7 60.6 62.7
Old : 52.6 55.0 80.8 79.3 44.2 47.7 60.6 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,403,843: 1,110,668 1,221,882 135,463 33,083 84,963 3,864 2,902 21,887 15,967 8,095 31,031: 0 0
Old : 1,403,843: 1,110,668 1,221,882 135,463 33,083 84,963 3,864 2,902 21,887 15,967 8,095 31,031: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -76,432: -78,324 -70,179 -6,632 727 4,254 368 -12,280 766 4,073 1,217 -937: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 87.0 9.6 2.4 6.1 0.3 0.2 1.6 1.1 0.6 2.2: 0.0 0.0
Old : 100.0: 79.1 87.0 9.6 2.4 6.1 0.3 0.2 1.6 1.1 0.6 2.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 33 38 . . . . . . . . 5:
Old : 57: 33 38 . . . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 43.6 68.7 61.9 35.2 29.7 43.2 41.4
Old : 50.8 43.6 68.7 61.9 35.2 29.7 43.2 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 48,949: 37,745 38,268 3,820 4,794 672 1,316 256 4,067 1,311 796 0: 18 96
Old : 48,949: 37,745 38,268 3,820 4,794 672 1,316 256 4,067 1,311 796 0: 18 96
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 134: -212 374 859 0 -156 84 25 -186 -254 0 0: -1 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 78.2 7.8 9.8 1.4 2.7 0.5 8.3 2.7 1.6 0.0: 0.0 0.2
Old : 100.0: 77.1 78.2 7.8 9.8 1.4 2.7 0.5 8.3 2.7 1.6 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 16 . . . . . . . . 0:
Old : 31: 19 16 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 53.1 80.6 81.7 50.2 52.9 66.7 70.1
Old : 55.7 53.1 80.6 81.7 50.2 52.9 66.7 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 292,292: 230,292 197,700 4,801 19,912 26,168 1,608 24,120 24,392 5,031 0 0: 0 0
Old : 292,292: 230,292 197,700 4,801 19,912 26,168 1,608 24,120 24,392 5,031 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 1,606: 9,693 376 -8,941 0 278 0 952 0 576 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 67.6 1.6 6.8 9.0 0.6 8.3 8.3 1.7 0.0 0.0: 0.0 0.0
Old : 100.0: 78.8 67.6 1.6 6.8 9.0 0.6 8.3 8.3 1.7 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 14 . . . . . . . 0 0:
Old : 26: 14 14 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 56.0 82.9 86.0 39.3 37.4 52.5 55.8
Old : 52.4 56.0 82.9 86.0 39.3 37.4 52.5 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 659,966: 574,974 540,973 11,304 49,293 36,688 17,516 0 12,820 2,640 16,168 4,024: 0 0
Old : 659,966: 574,974 540,973 11,304 49,293 36,688 17,516 0 12,820 2,640 16,168 4,024: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 6,269: 11,854 5,486 0 -3,904 0 -10,272 0 4,687 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 82.0 1.7 7.5 5.6 2.7 0.0 1.9 0.4 2.4 0.6: 0.0 0.0
Old : 100.0: 87.1 82.0 1.7 7.5 5.6 2.7 0.0 1.9 0.4 2.4 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 26 25 . . . . 0 . . . .:
Old : 41: 26 25 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 48.3 76.7 69.6 39.0 39.5 54.2 53.1
Old : 54.6 48.3 76.7 69.6 39.0 39.5 54.2 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 55,638: 45,369 45,780 2,051 960 839 3,253 0 1,306 820 5,269 1,231: 769 253
Old : 55,638: 45,369 45,780 2,051 960 839 3,253 0 1,306 820 5,269 1,231: 769 253
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 814: 1,024 686 234 0 -41 -362 0 193 -61 0 20: -193 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 82.3 3.7 1.7 1.5 5.8 0.0 2.3 1.5 9.5 2.2: 1.4 0.5
Old : 100.0: 81.5 82.3 3.7 1.7 1.5 5.8 0.0 2.3 1.5 9.5 2.2: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 25 . . . . 0 . . . .:
Old : 36: 25 25 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 60.3 70.3 73.2 39.7 57.3 54.4 65.8
Old : 50.5 60.3 70.3 73.2 39.7 57.3 54.4 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 62,105: 49,430 61,235 11,265 0 35 150 0 370 0 0 0: 855 465
Old : 62,105: 49,430 61,235 11,265 0 35 150 0 370 0 0 0: 855 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 145: 145 145 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 98.6 18.1 0.0 0.1 0.2 0.0 0.6 0.0 0.0 0.0: 1.4 0.7
Old : 100.0: 79.6 98.6 18.1 0.0 0.1 0.2 0.0 0.6 0.0 0.0 0.0: 1.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 24 21 . 0 . . 0 . 0 0 0:
Old : 33: 24 21 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 77.7 74.6 89.2 39.4 64.6 58.5 72.5
Old : 49.9 77.7 74.6 89.2 39.4 64.6 58.5 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 74,395: 59,790 73,860 13,790 0 0 0 5 455 50 0 0: 310 75
Old : 74,395: 59,790 73,860 13,790 0 0 0 5 455 50 0 0: 310 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 315: 265 315 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 99.3 18.5 0.0 0.0 0.0 0.0 0.6 0.1 0.0 0.0: 0.4 0.1
Old : 100.0: 80.4 99.3 18.5 0.0 0.0 0.0 0.0 0.6 0.1 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 31 22 . 0 0 0 . . . 0 0:
Old : 39: 31 22 . 0 0 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 77.1 71.5 88.5 38.8 65.4 55.2 73.6
Old : 51.9 77.1 71.5 88.5 38.8 65.4 55.2 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,115: 17,690 15,530 0 2,060 265 0 260 0 100 0 0: 60 0
Old : 18,115: 17,690 15,530 0 2,060 265 0 260 0 100 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.7 85.7 0.0 11.4 1.5 0.0 1.4 0.0 0.6 0.0 0.0: 0.3 0.0
Old : 100.0: 97.7 85.7 0.0 11.4 1.5 0.0 1.4 0.0 0.6 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 17 0 . . 0 . 0 . 0 0:
Old : 32: 21 17 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 75.0 80.5 89.1 43.9 54.3 60.4 66.8
Old : 56.7 75.0 80.5 89.1 43.9 54.3 60.4 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 264,840: 179,872 251,168 62,080 392 10,144 9,216 0 3,136 392 0 0: 0 0
Old : 264,840: 179,872 251,168 62,080 392 10,144 9,216 0 3,136 392 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 392: 392 392 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 94.8 23.4 0.1 3.8 3.5 0.0 1.2 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 67.9 94.8 23.4 0.1 3.8 3.5 0.0 1.2 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 18 . . . . 0 . . 0 0:
Old : 34: 22 18 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 69.1 74.1 86.7 37.5 48.8 49.6 55.5
Old : 54.5 69.1 74.1 86.7 37.5 48.8 49.6 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 8,838: 4,967 7,277 0 584 375 0 19 44 3,276 128 132: 44 279
Old : 8,838: 4,967 7,277 0 584 375 0 19 44 3,276 128 132: 44 279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 20: 20 0 0 0 0 -1 19 1 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 82.3 0.0 6.6 4.2 0.0 0.2 0.5 37.1 1.4 1.5: 0.5 3.2
Old : 100.0: 56.2 82.3 0.0 6.6 4.2 0.0 0.2 0.5 37.1 1.4 1.5: 0.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 14 0 . . 0 . . . . .:
Old : 27: 16 14 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 45.8 77.3 71.8 52.7 39.3 69.6 56.3
Old : 53.7 45.8 77.3 71.8 52.7 39.3 69.6 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,250: 10,200 12,700 0 2,200 250 250 0 0 4,550 100 0: 0 0
Old : 15,250: 10,200 12,700 0 2,200 250 250 0 0 4,550 100 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 83.3 0.0 14.4 1.6 1.6 0.0 0.0 29.8 0.7 0.0: 0.0 0.0
Old : 100.0: 66.9 83.3 0.0 14.4 1.6 1.6 0.0 0.0 29.8 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 0 . . . 0 0 . . 0:
Old : 20: 11 10 0 . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 60.0 92.8 91.5 74.4 57.7 89.5 85.6
Old : 74.8 60.0 92.8 91.5 74.4 57.7 89.5 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,920: 19,045 16,870 0 1,955 635 0 410 0 0 50 0: 240 0
Old : 19,920: 19,045 16,870 0 1,955 635 0 410 0 0 50 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 550: 550 300 0 0 0 0 200 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.6 84.7 0.0 9.8 3.2 0.0 2.1 0.0 0.0 0.3 0.0: 1.2 0.0
Old : 100.0: 95.6 84.7 0.0 9.8 3.2 0.0 2.1 0.0 0.0 0.3 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 22 0 . . 0 . 0 0 . 0:
Old : 36: 22 22 0 . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 62.7 76.0 77.4 51.9 54.0 71.7 67.7
Old : 54.9 62.7 76.0 77.4 51.9 54.0 71.7 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,852: 12,732 9,777 50 2,405 420 0 870 380 0 0 0: 270 0
Old : 13,852: 12,732 9,777 50 2,405 420 0 870 380 0 0 0: 270 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 35: 35 0 0 0 0 0 35 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 70.6 0.4 17.4 3.0 0.0 6.3 2.7 0.0 0.0 0.0: 1.9 0.0
Old : 100.0: 91.9 70.6 0.4 17.4 3.0 0.0 6.3 2.7 0.0 0.0 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 19 . . . 0 . . 0 0 0:
Old : 31: 23 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 56.8 71.8 84.1 39.6 43.6 61.9 61.0
Old : 43.7 56.8 71.8 84.1 39.6 43.6 61.9 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 17,404: 13,402 13,217 0 1,375 1,448 1,594 38 411 0 0 0: 549 915
Old : 17,404: 13,402 13,217 0 1,375 1,448 1,594 38 411 0 0 0: 549 915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 106: -26 148 0 143 -123 235 0 0 0 -82 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 75.9 0.0 7.9 8.3 9.2 0.2 2.4 0.0 0.0 0.0: 3.2 5.3
Old : 100.0: 77.0 75.9 0.0 7.9 8.3 9.2 0.2 2.4 0.0 0.0 0.0: 3.2 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 24 0 . . . . . 0 0 0:
Old : 32: 22 24 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 57.6 64.1 70.9 28.4 36.0 41.7 45.4
Old : 42.1 57.6 64.1 70.9 28.4 36.0 41.7 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,691: 42,790 32,358 1,185 1,251 2,199 0 5,879 1,233 0 4,763 0: 284 8
Old : 47,691: 42,790 32,358 1,185 1,251 2,199 0 5,879 1,233 0 4,763 0: 284 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -438: -540 -150 127 -18 -25 0 0 0 0 -245 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 67.8 2.5 2.6 4.6 0.0 12.3 2.6 0.0 10.0 0.0: 0.6 0.0
Old : 100.0: 89.7 67.8 2.5 2.6 4.6 0.0 12.3 2.6 0.0 10.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 29 30 . . 4 0 . . 0 . 0:
Old : 41: 29 30 . . 4 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 44.0 71.4 66.4 49.6 39.7 62.8 61.4
Old : 53.7 44.0 71.4 66.4 49.6 39.7 62.8 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 55,538: 52,264 37,020 632 5,423 748 82 6,357 1,365 0 4,385 150: 297 90
Old : 55,538: 52,264 37,020 632 5,423 748 82 6,357 1,365 0 4,385 150: 297 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -96: -281 -509 0 -161 182 0 272 0 0 116 0: 3 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 66.7 1.1 9.8 1.3 0.1 11.4 2.5 0.0 7.9 0.3: 0.5 0.2
Old : 100.0: 94.1 66.7 1.1 9.8 1.3 0.1 11.4 2.5 0.0 7.9 0.3: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 31 31 . . 4 . . . 0 4 .:
Old : 45: 31 31 . . 4 . . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 37.3 74.5 56.5 53.1 33.9 66.8 51.8
Old : 58.2 37.3 74.5 56.5 53.1 33.9 66.8 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,720: 41,505 39,060 2,300 3,735 525 100 0 0 0 1,375 0: 290 25
Old : 44,720: 41,505 39,060 2,300 3,735 525 100 0 0 0 1,375 0: 290 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 390: 390 390 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 87.3 5.1 8.4 1.2 0.2 0.0 0.0 0.0 3.1 0.0: 0.6 0.1
Old : 100.0: 92.8 87.3 5.1 8.4 1.2 0.2 0.0 0.0 0.0 3.1 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 25 11 . . . . 0 0 0 . 0:
Old : 31: 25 11 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 90.4 67.6 97.3 47.5 80.1 65.8 85.5
Old : 47.5 90.4 67.6 97.3 47.5 80.1 65.8 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,515: 48,800 44,560 1,250 4,355 225 0 0 0 0 1,375 0: 240 0
Old : 50,515: 48,800 44,560 1,250 4,355 225 0 0 0 0 1,375 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 440: 440 440 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.6 88.2 2.5 8.6 0.4 0.0 0.0 0.0 0.0 2.7 0.0: 0.5 0.0
Old : 100.0: 96.6 88.2 2.5 8.6 0.4 0.0 0.0 0.0 0.0 2.7 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 29 15 . . . 0 0 0 0 . 0:
Old : 36: 29 15 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 93.1 66.3 97.7 46.6 85.4 65.9 89.1
Old : 46.8 93.1 66.3 97.7 46.6 85.4 65.9 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 383,256: 241,118 347,253 25,180 13,705 4,590 43,158 0 17,708 51,502 0 0: 0 0
Old : 383,256: 241,118 347,253 25,180 13,705 4,590 43,158 0 17,708 51,502 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,140: -5,165 -1,140 0 0 0 0 0 0 4,025 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 90.6 6.6 3.6 1.2 11.3 0.0 4.6 13.4 0.0 0.0: 0.0 0.0
Old : 100.0: 62.9 90.6 6.6 3.6 1.2 11.3 0.0 4.6 13.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 23 27 . . . . 0 . . 0 0:
Old : 38: 23 27 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 46.2 77.0 66.8 44.2 43.1 58.0 53.1
Old : 54.3 46.2 77.0 66.8 44.2 43.1 58.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,937: 16,106 24,102 2,696 82 517 3,773 80 424 2,083 4 212: 126 516
Old : 25,937: 16,106 24,102 2,696 82 517 3,773 80 424 2,083 4 212: 126 516
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -129: 217 -122 150 18 -105 -217 80 0 -64 0 -110: 0 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 92.9 10.4 0.3 2.0 14.5 0.3 1.6 8.0 0.0 0.8: 0.5 2.0
Old : 100.0: 62.1 92.9 10.4 0.3 2.0 14.5 0.3 1.6 8.0 0.0 0.8: 0.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 29 . . . . . . . . .:
Old : 40: 20 29 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 39.4 73.2 62.0 43.5 37.6 63.6 52.0
Old : 47.6 39.4 73.2 62.0 43.5 37.6 63.6 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 14,268: 10,718 11,977 525 0 1,136 298 0 1,155 436 0 0: 0 0
Old : 14,268: 10,718 11,977 525 0 1,136 298 0 1,155 436 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 539: 462 231 -308 0 231 -77 0 77 154 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 83.9 3.7 0.0 8.0 2.1 0.0 8.1 3.1 0.0 0.0: 0.0 0.0
Old : 100.0: 75.1 83.9 3.7 0.0 8.0 2.1 0.0 8.1 3.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 9 . 0 . . 0 . . 0 0:
Old : 24: 17 9 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 82.8 78.9 98.0 31.3 67.4 54.1 67.6
Old : 50.1 82.8 78.9 98.0 31.3 67.4 54.1 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 552,099: 450,868 513,887 65,259 5,332 12,136 2,700 0 20,744 392 0 0: 0 0
Old : 552,099: 450,868 513,887 65,259 5,332 12,136 2,700 0 20,744 392 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -3,073: -2,681 -3,073 0 0 0 -392 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 93.1 11.8 1.0 2.2 0.5 0.0 3.8 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 81.7 93.1 11.8 1.0 2.2 0.5 0.0 3.8 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 20 . . . . 0 . . 0 0:
Old : 33: 23 20 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 83.1 75.8 91.7 53.7 72.0 68.2 74.7
Old : 56.1 83.1 75.8 91.7 53.7 72.0 68.2 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 51,038: 35,452 46,532 2,901 1,044 122 4,084 0 1,885 5,112 0 991: 491 464
Old : 51,038: 35,452 46,532 2,901 1,044 122 4,084 0 1,885 5,112 0 991: 491 464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 211: 83 171 0 0 0 88 0 20 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 91.2 5.7 2.0 0.2 8.0 0.0 3.7 10.0 0.0 1.9: 1.0 0.9
Old : 100.0: 69.5 91.2 5.7 2.0 0.2 8.0 0.0 3.7 10.0 0.0 1.9: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 18 . . . . 0 . . 0 .:
Old : 30: 20 18 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 85.6 76.3 93.3 50.6 76.2 66.2 79.1
Old : 54.5 85.6 76.3 93.3 50.6 76.2 66.2 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 16,266: 8,512 13,559 203 430 974 1,247 0 0 4,223 0 364: 743 939
Old : 16,266: 8,512 13,559 203 430 974 1,247 0 0 4,223 0 364: 743 939
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -364: -1,530 -409 68 -459 13 364 0 0 295 0 -126: 552 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 83.4 1.2 2.6 6.0 7.7 0.0 0.0 26.0 0.0 2.2: 4.6 5.8
Old : 100.0: 52.3 83.4 1.2 2.6 6.0 7.7 0.0 0.0 26.0 0.0 2.2: 4.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 16 . . . . 0 0 4 0 .:
Old : 25: 13 16 . . . . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 53.6 65.0 74.6 37.4 47.2 56.0 59.5
Old : 41.1 53.6 65.0 74.6 37.4 47.2 56.0 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 215,833: 165,052 211,234 20,256 0 1,967 0 0 0 25,926 0 2,632: 0 0
Old : 215,833: 165,052 211,234 20,256 0 1,967 0 0 0 25,926 0 2,632: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 14,464: 19,168 14,872 2,744 0 0 -784 0 0 -6,256 0 -408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 97.9 9.4 0.0 0.9 0.0 0.0 0.0 12.0 0.0 1.2: 0.0 0.0
Old : 100.0: 76.5 97.9 9.4 0.0 0.9 0.0 0.0 0.0 12.0 0.0 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 16 . 0 . 0 0 0 . 0 .:
Old : 23: 11 16 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 60.9 93.1 84.5 60.2 46.3 70.1 64.7
Old : 78.5 60.9 93.1 84.5 60.2 46.3 70.1 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 11,709: 7,463 9,834 1,840 0 640 1,288 0 396 0 542 0: 82 297
Old : 11,709: 7,463 9,834 1,840 0 640 1,288 0 396 0 542 0: 82 297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -514: 86 -1,157 -538 0 321 -342 0 132 -44 22 -22: -107 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 84.0 15.7 0.0 5.5 11.0 0.0 3.4 0.0 4.6 0.0: 0.7 2.5
Old : 100.0: 63.7 84.0 15.7 0.0 5.5 11.0 0.0 3.4 0.0 4.6 0.0: 0.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 16 . 0 . . 0 . 0 . 0:
Old : 27: 15 16 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 51.6 81.2 73.7 51.8 47.7 71.4 68.8
Old : 59.4 51.6 81.2 73.7 51.8 47.7 71.4 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 108,789: 89,152 99,149 9,613 6,937 1,552 6,561 0 1,151 760 0 0: 0 0
Old : 108,789: 89,152 99,149 9,613 6,937 1,552 6,561 0 1,151 760 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -7,440: -4,312 -9,392 -1,176 5,096 -1,968 1,192 0 -1,176 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 91.1 8.8 6.4 1.4 6.0 0.0 1.1 0.7 0.0 0.0: 0.0 0.0
Old : 100.0: 81.9 91.1 8.8 6.4 1.4 6.0 0.0 1.1 0.7 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 14 . . . . 0 . . 0 0:
Old : 27: 14 14 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 59.3 82.7 80.8 53.1 56.9 71.2 75.2
Old : 58.9 59.3 82.7 80.8 53.1 56.9 71.2 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 20,264: 13,704 11,888 307 514 4,609 0 1,609 1,644 0 0 0: 0 0
Old : 20,264: 13,704 11,888 307 514 4,609 0 1,609 1,644 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,995: -1,866 -1,868 0 -23 -78 0 25 -51 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 58.7 1.5 2.5 22.7 0.0 7.9 8.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 67.6 58.7 1.5 2.5 22.7 0.0 7.9 8.1 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 14 . . . 0 . . 0 0 0:
Old : 21: 15 14 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.4 65.4 91.7 85.7 47.4 36.7 51.1 52.2
Old : 78.4 65.4 91.7 85.7 47.4 36.7 51.1 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,265: 16,215 13,020 2,475 5,345 0 0 900 0 0 0 0: 575 0
Old : 19,265: 16,215 13,020 2,475 5,345 0 0 900 0 0 0 0: 575 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -995: -780 -810 -200 -160 0 0 -25 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 67.6 12.8 27.7 0.0 0.0 4.7 0.0 0.0 0.0 0.0: 3.0 0.0
Old : 100.0: 84.2 67.6 12.8 27.7 0.0 0.0 4.7 0.0 0.0 0.0 0.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 11 . . 0 0 . 0 0 0 0:
Old : 24: 17 11 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 79.6 80.0 96.1 46.1 75.2 68.3 79.2
Old : 47.5 79.6 80.0 96.1 46.1 75.2 68.3 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,160: 13,895 9,565 1,700 5,695 0 0 900 0 0 0 0: 565 0
Old : 16,160: 13,895 9,565 1,700 5,695 0 0 900 0 0 0 0: 565 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -880: -715 -620 -150 -160 0 0 -100 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 59.2 10.5 35.2 0.0 0.0 5.6 0.0 0.0 0.0 0.0: 3.5 0.0
Old : 100.0: 86.0 59.2 10.5 35.2 0.0 0.0 5.6 0.0 0.0 0.0 0.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 9 . . 0 0 . 0 0 0 0:
Old : 23: 15 9 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 78.9 78.1 96.4 42.2 75.2 63.5 78.3
Old : 51.6 78.9 78.1 96.4 42.2 75.2 63.5 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,095: 24,095 18,015 0 1,320 0 0 50 0 0 4,650 0: 0 60
Old : 24,095: 24,095 18,015 0 1,320 0 0 50 0 0 4,650 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,280: -1,180 -1,270 0 0 0 -100 50 0 0 -50 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 74.8 0.0 5.5 0.0 0.0 0.2 0.0 0.0 19.3 0.0: 0.0 0.2
Old : 100.0: 100.0 74.8 0.0 5.5 0.0 0.0 0.2 0.0 0.0 19.3 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 9 0 . 0 0 . 0 0 . 0:
Old : 28: 21 9 0 . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 76.3 80.5 97.8 53.1 73.3 70.5 86.4
Old : 57.7 76.3 80.5 97.8 53.1 73.3 70.5 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,955: 15,905 12,035 0 1,320 0 0 0 0 0 2,550 50: 0 0
Old : 15,955: 15,905 12,035 0 1,320 0 0 0 0 0 2,550 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -870: -870 -860 0 0 0 0 0 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 75.4 0.0 8.3 0.0 0.0 0.0 0.0 0.0 16.0 0.3: 0.0 0.0
Old : 100.0: 99.7 75.4 0.0 8.3 0.0 0.0 0.0 0.0 0.0 16.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 18 6 0 . 0 0 0 0 0 . .:
Old : 22: 18 6 0 . 0 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 80.4 80.1 100.0 56.0 78.1 77.3 93.2
Old : 58.8 80.4 80.1 100.0 56.0 78.1 77.3 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,225: 15,710 15,545 0 1,115 445 50 0 0 0 0 0: 1,020 120
Old : 17,225: 15,710 15,545 0 1,115 445 50 0 0 0 0 0: 1,020 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,865: -2,120 -1,870 0 -15 -50 0 -50 0 0 0 0: 305 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 90.2 0.0 6.5 2.6 0.3 0.0 0.0 0.0 0.0 0.0: 5.9 0.7
Old : 100.0: 91.2 90.2 0.0 6.5 2.6 0.3 0.0 0.0 0.0 0.0 0.0: 5.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 7 0 . . . 0 0 0 0 0:
Old : 20: 12 7 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 86.7 87.1 99.0 65.5 86.7 82.5 90.3
Old : 69.8 86.7 87.1 99.0 65.5 86.7 82.5 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,430: 16,330 17,380 275 0 0 200 50 0 0 0 0: 625 0
Old : 17,430: 16,330 17,380 275 0 0 200 50 0 0 0 0: 625 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -2,255: -2,200 -2,255 -25 0 0 0 0 0 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 99.7 1.6 0.0 0.0 1.1 0.3 0.0 0.0 0.0 0.0: 3.6 0.0
Old : 100.0: 93.7 99.7 1.6 0.0 0.0 1.1 0.3 0.0 0.0 0.0 0.0: 3.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 10 . 0 0 . . 0 0 0 0:
Old : 26: 20 10 . 0 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 93.7 67.7 98.9 40.2 80.9 55.8 81.2
Old : 49.2 93.7 67.7 98.9 40.2 80.9 55.8 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,985: 16,830 17,955 325 0 5 200 25 0 0 0 0: 625 0
Old : 17,985: 16,830 17,955 325 0 5 200 25 0 0 0 0: 625 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -2,515: -2,390 -2,515 -65 0 0 -50 0 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 99.8 1.8 0.0 0.0 1.1 0.1 0.0 0.0 0.0 0.0: 3.5 0.0
Old : 100.0: 93.6 99.8 1.8 0.0 0.0 1.1 0.1 0.0 0.0 0.0 0.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 22 9 . 0 . . . 0 0 0 0:
Old : 27: 22 9 . 0 . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 94.8 68.0 99.3 42.0 82.0 58.0 82.3
Old : 48.5 94.8 68.0 99.3 42.0 82.0 58.0 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 100,977: 89,437 95,020 4,511 0 4,627 1,015 478 517 700 335 0: 170 0
Old : 100,977: 89,437 95,020 4,511 0 4,627 1,015 478 517 700 335 0: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -8,546: -7,686 -8,447 -246 0 21 -232 478 -403 50 -145 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 94.1 4.5 0.0 4.6 1.0 0.5 0.5 0.7 0.3 0.0: 0.2 0.0
Old : 100.0: 88.6 94.1 4.5 0.0 4.6 1.0 0.5 0.5 0.7 0.3 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 30 27 . 0 . . . . . . 0:
Old : 43: 30 27 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 64.7 60.8 85.4 34.9 62.2 49.5 70.6
Old : 44.1 64.7 60.8 85.4 34.9 62.2 49.5 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 127,755: 113,464 122,679 5,851 0 4,421 3,039 50 270 650 335 0: 60 0
Old : 127,755: 113,464 122,679 5,851 0 4,421 3,039 50 270 650 335 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -10,342: -9,085 -10,266 -406 0 -31 -620 0 0 -200 -45 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 96.0 4.6 0.0 3.5 2.4 0.0 0.2 0.5 0.3 0.0: 0.0 0.0
Old : 100.0: 88.8 96.0 4.6 0.0 3.5 2.4 0.0 0.2 0.5 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 33 32 4 0 . . . . . . 0:
Old : 50: 33 32 4 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 61.7 57.0 83.6 31.0 56.1 48.4 70.3
Old : 36.8 61.7 57.0 83.6 31.0 56.1 48.4 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 152,037: 118,690 117,398 388 16,917 4,071 3,481 535 1,985 19,693 7,500 3,500: 229 131
Old : 152,037: 118,690 117,398 388 16,917 4,071 3,481 535 1,985 19,693 7,500 3,500: 229 131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -6,353: -6,983 -4,890 45 -726 -330 -108 5 -172 2,141 810 -1,035: 89 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 77.2 0.3 11.1 2.7 2.3 0.4 1.3 13.0 4.9 2.3: 0.2 0.1
Old : 100.0: 78.1 77.2 0.3 11.1 2.7 2.3 0.4 1.3 13.0 4.9 2.3: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 34 32 . . 4 . . . 6 . 6:
Old : 58: 34 32 . . 4 . . . 6 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 65.9 63.8 77.5 40.3 61.8 63.0 72.6
Old : 41.0 65.9 63.8 77.5 40.3 61.8 63.0 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 93,888: 76,856 83,769 9,012 2,505 3,985 1,331 50 799 1,115 2,170 610: 180 0
Old : 93,888: 76,856 83,769 9,012 2,505 3,985 1,331 50 799 1,115 2,170 610: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,500: -1,397 -574 612 -285 -435 -154 0 -46 35 -50 -110: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 89.2 9.6 2.7 4.2 1.4 0.1 0.9 1.2 2.3 0.6: 0.2 0.0
Old : 100.0: 81.9 89.2 9.6 2.7 4.2 1.4 0.1 0.9 1.2 2.3 0.6: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 32 26 . . 4 . . . . . .:
Old : 50: 32 26 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 77.4 62.9 86.9 41.4 73.2 60.8 82.1
Old : 43.0 77.4 62.9 86.9 41.4 73.2 60.8 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,155: 14,110 14,230 330 520 490 400 915 0 0 0 0: 825 0
Old : 16,155: 14,110 14,230 330 520 490 400 915 0 0 0 0: 825 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,740: -1,640 -1,480 30 65 -120 -220 -205 0 0 0 0: 210 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 88.1 2.0 3.2 3.0 2.5 5.7 0.0 0.0 0.0 0.0: 5.1 0.0
Old : 100.0: 87.3 88.1 2.0 3.2 3.0 2.5 5.7 0.0 0.0 0.0 0.0: 5.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 11 . . . . . 0 0 0 0:
Old : 26: 18 11 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 76.3 74.0 96.2 53.0 73.1 73.7 85.0
Old : 53.0 76.3 74.0 96.2 53.0 73.1 73.7 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,615: 13,020 14,385 400 450 465 1,050 315 0 0 0 0: 680 0
Old : 15,615: 13,020 14,385 400 450 465 1,050 315 0 0 0 0: 680 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,495: -1,375 -1,420 -50 90 -90 -175 -50 -25 0 0 0: 220 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 92.1 2.6 2.9 3.0 6.7 2.0 0.0 0.0 0.0 0.0: 4.4 0.0
Old : 100.0: 83.4 92.1 2.6 2.9 3.0 6.7 2.0 0.0 0.0 0.0 0.0: 4.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 10 . . . . . 0 0 0 0:
Old : 24: 14 10 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 77.9 71.0 97.2 46.6 68.2 71.0 83.1
Old : 46.6 77.9 71.0 97.2 46.6 68.2 71.0 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 15,955: 12,255 13,065 420 0 2,100 125 0 175 0 0 0: 880 615
Old : 15,955: 12,255 13,065 420 0 2,100 125 0 175 0 0 0: 880 615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 605: 555 605 0 0 0 0 0 0 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 81.9 2.6 0.0 13.2 0.8 0.0 1.1 0.0 0.0 0.0: 5.5 3.9
Old : 100.0: 76.8 81.9 2.6 0.0 13.2 0.8 0.0 1.1 0.0 0.0 0.0: 5.5 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 20 . 0 . . 0 . 0 0 0:
Old : 29: 18 20 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 42.3 75.1 72.0 40.1 28.5 52.8 44.0
Old : 52.4 42.3 75.1 72.0 40.1 28.5 52.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 19,004: 15,484 17,292 732 208 956 188 0 132 938 0 0: 574 416
Old : 19,004: 15,484 17,292 732 208 956 188 0 132 938 0 0: 574 416
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -1,597: -1,528 -1,666 84 8 -92 16 0 -16 -107 0 -73: 119 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 91.0 3.9 1.1 5.0 1.0 0.0 0.7 4.9 0.0 0.0: 3.0 2.2
Old : 100.0: 81.5 91.0 3.9 1.1 5.0 1.0 0.0 0.7 4.9 0.0 0.0: 3.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 14 . . . . 0 . . 0 0:
Old : 24: 17 14 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 77.3 80.8 91.8 48.6 62.9 61.0 67.9
Old : 63.2 77.3 80.8 91.8 48.6 62.9 61.0 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 MEGAWATT HOURS) :
: : Positions :
All : 1,376,921: 442,500 1,349,715 907,215 0 27,206 0 0 0 0 0 0: 0 0
Old : 1,376,921: 442,500 1,349,715 907,215 0 27,206 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -36,456: -23,912 -36,456 -12,544 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 98.0 65.9 0.0 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 32.1 98.0 65.9 0.0 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 15 . 0 . 0 0 0 0 0 0:
Old : 21: 11 15 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.5 86.0 99.3 93.8 83.6 75.4 85.0 80.8
Old : 91.5 86.0 99.3 93.8 83.6 75.4 85.0 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 142,148: 131,380 77,611 832 55,891 3,551 3,845 0 2,540 0 2,555 0: 0 0
Old : 142,148: 131,380 77,611 832 55,891 3,551 3,845 0 2,540 0 2,555 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -4,202: -3,388 -2,838 -242 -1,034 0 -220 0 -330 0 22 -22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 54.6 0.6 39.3 2.5 2.7 0.0 1.8 0.0 1.8 0.0: 0.0 0.0
Old : 100.0: 92.4 54.6 0.6 39.3 2.5 2.7 0.0 1.8 0.0 1.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 18 . . . . 0 . 0 . 0:
Old : 29: 16 18 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 71.8 83.9 84.8 32.9 45.7 50.1 52.8
Old : 62.3 71.8 83.9 84.8 32.9 45.7 50.1 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 2,988,860: 2,573,691 1,225,484 168,184 1,207,671 246,985 0 308,720 0 0 0 0: 0 0
Old : 2,988,860: 2,573,691 1,225,484 168,184 1,207,671 246,985 0 308,720 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -49,512: -43,120 -49,512 -3,136 2,472 -2,472 0 0 0 -784 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 41.0 5.6 40.4 8.3 0.0 10.3 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.1 41.0 5.6 40.4 8.3 0.0 10.3 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 12 . . . 0 . 0 0 0 0:
Old : 28: 20 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 82.6 90.2 94.5 47.6 57.8 59.7 63.2
Old : 72.5 82.6 90.2 94.5 47.6 57.8 59.7 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 56,524: 45,708 44,846 580 845 5,782 0 147 3,688 725 0 41: 0 1,175
Old : 56,524: 45,708 44,846 580 845 5,782 0 147 3,688 725 0 41: 0 1,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -4,356: -4,136 -1,515 580 -2,170 -580 0 0 -220 0 0 0: 0 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 79.3 1.0 1.5 10.2 0.0 0.3 6.5 1.3 0.0 0.1: 0.0 2.1
Old : 100.0: 80.9 79.3 1.0 1.5 10.2 0.0 0.3 6.5 1.3 0.0 0.1: 0.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 . . . 0 . . . 0 .:
Old : 22: 13 10 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 75.0 87.8 92.5 57.1 66.4 68.9 71.9
Old : 64.0 75.0 87.8 92.5 57.1 66.4 68.9 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,525,795: 927,221 936,384 137,301 298,871 219,220 162,960 0 70,560 7,773 0 760: 0 0
Old : 1,525,795: 927,221 936,384 137,301 298,871 219,220 162,960 0 70,560 7,773 0 760: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -47,792: -35,672 -45,440 1,960 -392 -1,960 -3,920 0 0 -8,200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 61.4 9.0 19.6 14.4 10.7 0.0 4.6 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 60.8 61.4 9.0 19.6 14.4 10.7 0.0 4.6 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 9 . . . . 0 . . 0 .:
Old : 24: 13 9 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 84.6 85.9 98.5 51.9 69.1 66.3 73.8
Old : 60.4 84.6 85.9 98.5 51.9 69.1 66.3 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,268: 13,590 19,468 4,105 0 1,800 70 25 50 1,714 0 0: 939 925
Old : 22,268: 13,590 19,468 4,105 0 1,800 70 25 50 1,714 0 0: 939 925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 0: 0 -95 0 0 0 0 0 0 -134 0 0: 134 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 87.4 18.4 0.0 8.1 0.3 0.1 0.2 7.7 0.0 0.0: 4.2 4.2
Old : 100.0: 61.0 87.4 18.4 0.0 8.1 0.3 0.1 0.2 7.7 0.0 0.0: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 15 . 0 . . . . . 0 0:
Old : 28: 14 15 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 53.2 88.4 80.2 61.6 53.2 80.1 77.7
Old : 70.0 53.2 88.4 80.2 61.6 53.2 80.1 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,996: 11,051 16,516 3,790 0 1,550 20 25 100 1,682 0 0: 803 805
Old : 18,996: 11,051 16,516 3,790 0 1,550 20 25 100 1,682 0 0: 803 805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 0: 0 -95 0 0 0 0 0 0 -134 0 0: 134 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 86.9 20.0 0.0 8.2 0.1 0.1 0.5 8.9 0.0 0.0: 4.2 4.2
Old : 100.0: 58.2 86.9 20.0 0.0 8.2 0.1 0.1 0.5 8.9 0.0 0.0: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 15 . 0 . . . . . 0 0:
Old : 25: 11 15 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 50.4 92.7 80.4 68.7 50.4 81.0 75.6
Old : 78.5 50.4 92.7 80.4 68.7 50.4 81.0 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,875: 23,846 24,126 0 1,146 1,352 1,050 0 0 2,448 2,570 650: 529 31
Old : 29,875: 23,846 24,126 0 1,146 1,352 1,050 0 0 2,448 2,570 650: 529 31
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -421: -362 -22 0 -380 0 -50 -30 -20 0 0 0: 11 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 80.8 0.0 3.8 4.5 3.5 0.0 0.0 8.2 8.6 2.2: 1.8 0.1
Old : 100.0: 79.8 80.8 0.0 3.8 4.5 3.5 0.0 0.0 8.2 8.6 2.2: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 18 0 . . . 0 0 . . .:
Old : 29: 16 18 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 51.0 81.5 76.8 56.5 49.0 67.5 65.8
Old : 67.5 51.0 81.5 76.8 56.5 49.0 67.5 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,037: 11,573 15,514 2,001 2,970 225 780 0 0 3,705 0 0: 753 328
Old : 19,037: 11,573 15,514 2,001 2,970 225 780 0 0 3,705 0 0: 753 328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -374: -256 -364 -190 55 -60 -25 0 0 35 0 -35: 157 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 81.5 10.5 15.6 1.2 4.1 0.0 0.0 19.5 0.0 0.0: 4.0 1.7
Old : 100.0: 60.8 81.5 10.5 15.6 1.2 4.1 0.0 0.0 19.5 0.0 0.0: 4.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 15 . . . . 0 0 . 0 0:
Old : 25: 15 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 47.2 85.3 75.9 58.4 43.8 72.3 61.5
Old : 69.4 47.2 85.3 75.9 58.4 43.8 72.3 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,079: 20,901 14,444 0 6,308 380 0 439 320 0 0 0: 478 188
Old : 22,079: 20,901 14,444 0 6,308 380 0 439 320 0 0 0: 478 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -97: 179 -66 -62 120 41 0 -120 -65 0 -100 0: -190 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 65.4 0.0 28.6 1.7 0.0 2.0 1.4 0.0 0.0 0.0: 2.2 0.9
Old : 100.0: 94.7 65.4 0.0 28.6 1.7 0.0 2.0 1.4 0.0 0.0 0.0: 2.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 20 0 . . 0 . . 0 0 0:
Old : 34: 24 20 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 51.5 74.8 77.5 59.2 48.0 72.2 71.2
Old : 61.2 51.5 74.8 77.5 59.2 48.0 72.2 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,375: 19,379 13,491 290 5,668 178 242 780 158 0 0 0: 128 100
Old : 20,375: 19,379 13,491 290 5,668 178 242 780 158 0 0 0: 128 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 651: 519 1,351 0 -500 -22 242 -101 -77 0 0 0: -11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.1 66.2 1.4 27.8 0.9 1.2 3.8 0.8 0.0 0.0 0.0: 0.6 0.5
Old : 100.0: 95.1 66.2 1.4 27.8 0.9 1.2 3.8 0.8 0.0 0.0 0.0: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 17 . . . . . . 0 0 0:
Old : 33: 21 17 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 47.1 78.7 72.4 59.2 41.6 67.4 62.6
Old : 64.6 47.1 78.7 72.4 59.2 41.6 67.4 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,335: 12,682 11,430 775 1,210 695 0 1,000 0 0 0 0: 183 0
Old : 14,335: 12,682 11,430 775 1,210 695 0 1,000 0 0 0 0: 183 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -405: -250 -335 -50 -20 0 0 -50 0 -100 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 79.7 5.4 8.4 4.8 0.0 7.0 0.0 0.0 0.0 0.0: 1.3 0.0
Old : 100.0: 88.5 79.7 5.4 8.4 4.8 0.0 7.0 0.0 0.0 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 10 . . . 0 . 0 0 0 0:
Old : 23: 12 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 62.7 81.3 86.8 51.9 55.8 74.3 79.6
Old : 52.0 62.7 81.3 86.8 51.9 55.8 74.3 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,530: 8,270 8,155 390 565 540 0 210 0 0 0 0: 330 60
Old : 9,530: 8,270 8,155 390 565 540 0 210 0 0 0 0: 330 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 76: 36 -29 0 0 45 0 0 0 0 0 0: -5 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 85.6 4.1 5.9 5.7 0.0 2.2 0.0 0.0 0.0 0.0: 3.5 0.6
Old : 100.0: 86.8 85.6 4.1 5.9 5.7 0.0 2.2 0.0 0.0 0.0 0.0: 3.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 . 0 0 0 0:
Old : 20: 12 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 67.1 76.4 94.3 49.9 52.6 66.4 70.3
Old : 51.3 67.1 76.4 94.3 49.9 52.6 66.4 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,475: 16,055 13,880 1,025 0 1,860 0 2,255 340 50 1,050 0: 145 90
Old : 19,475: 16,055 13,880 1,025 0 1,860 0 2,255 340 50 1,050 0: 145 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 1,540: 1,685 950 -300 0 300 0 300 0 0 0 0: -145 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 71.3 5.3 0.0 9.6 0.0 11.6 1.7 0.3 5.4 0.0: 0.7 0.5
Old : 100.0: 82.4 71.3 5.3 0.0 9.6 0.0 11.6 1.7 0.3 5.4 0.0: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 27 25 . 0 . 0 . . . . 0:
Old : 38: 27 25 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 42.1 68.1 70.8 39.4 35.8 53.3 55.4
Old : 50.4 42.1 68.1 70.8 39.4 35.8 53.3 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 6,445: 5,660 5,165 480 1,150 100 75 0 0 0 0 0: 130 30
Old : 6,445: 5,660 5,165 480 1,150 100 75 0 0 0 0 0: 130 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 80.1 7.4 17.8 1.6 1.2 0.0 0.0 0.0 0.0 0.0: 2.0 0.5
Old : 100.0: 87.8 80.1 7.4 17.8 1.6 1.2 0.0 0.0 0.0 0.0 0.0: 2.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 12 . . . . 0 0 0 0 0:
Old : 22: 17 12 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 60.4 76.4 88.5 48.4 51.4 68.0 70.1
Old : 51.3 60.4 76.4 88.5 48.4 51.4 68.0 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 9,872: 7,492 8,085 480 965 0 930 0 450 0 350 0: 520 22
Old : 9,872: 7,492 8,085 480 965 0 930 0 450 0 350 0: 520 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 300: 0 278 0 0 0 300 0 0 0 0 0: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 81.9 4.9 9.8 0.0 9.4 0.0 4.6 0.0 3.5 0.0: 5.3 0.2
Old : 100.0: 75.9 81.9 4.9 9.8 0.0 9.4 0.0 4.6 0.0 3.5 0.0: 5.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 13 . . 0 . 0 . 0 . 0:
Old : 23: 16 13 . . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 63.5 78.4 87.8 45.2 56.8 63.3 74.6
Old : 53.2 63.5 78.4 87.8 45.2 56.8 63.3 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,995: 61,556 56,025 0 3,315 3,045 290 0 0 0 0 0: 2,104 4,610
Old : 66,995: 61,556 56,025 0 3,315 3,045 290 0 0 0 0 0: 2,104 4,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 300: 300 -1,975 0 0 0 0 0 0 0 0 0: 0 2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 83.6 0.0 4.9 4.5 0.4 0.0 0.0 0.0 0.0 0.0: 3.1 6.9
Old : 100.0: 91.9 83.6 0.0 4.9 4.5 0.4 0.0 0.0 0.0 0.0 0.0: 3.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 20 0 . . . 0 0 0 0 0:
Old : 28: 17 20 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 72.7 91.2 85.6 80.7 67.4 84.1 77.0
Old : 82.8 72.7 91.2 85.6 80.7 67.4 84.1 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,007: 58,107 52,442 0 3,615 2,920 0 0 0 0 0 0: 1,980 4,030
Old : 63,007: 58,107 52,442 0 3,615 2,920 0 0 0 0 0 0: 1,980 4,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 300: 300 -1,320 0 0 0 0 0 0 0 0 0: 0 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 83.2 0.0 5.7 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 6.4
Old : 100.0: 92.2 83.2 0.0 5.7 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 18 0 . . 0 0 0 0 0 0:
Old : 24: 17 18 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.2 75.1 91.9 87.2 80.6 68.8 84.1 77.7
Old : 84.2 75.1 91.9 87.2 80.6 68.8 84.1 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 14,151: 11,570 14,095 1,430 0 0 0 50 0 730 0 6: 415 0
Old : 14,151: 11,570 14,095 1,430 0 0 0 50 0 730 0 6: 415 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 0: -25 0 -80 0 0 0 0 0 -70 0 0: 175 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 99.6 10.1 0.0 0.0 0.0 0.4 0.0 5.2 0.0 0.0: 2.9 0.0
Old : 100.0: 81.8 99.6 10.1 0.0 0.0 0.0 0.4 0.0 5.2 0.0 0.0: 2.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 7 . 0 0 0 . 0 . 0 .:
Old : 21: 14 7 . 0 0 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 94.7 82.3 100.0 54.8 90.8 73.8 91.2
Old : 58.0 94.7 82.3 100.0 54.8 90.8 73.8 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,207: 14,035 12,020 150 0 450 150 1,110 0 0 1,290 102: 320 235
Old : 15,207: 14,035 12,020 150 0 450 150 1,110 0 0 1,290 102: 320 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 45: 20 45 50 0 -50 0 0 0 0 0 0: 25 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 79.0 1.0 0.0 3.0 1.0 7.3 0.0 0.0 8.5 0.7: 2.1 1.5
Old : 100.0: 92.3 79.0 1.0 0.0 3.0 1.0 7.3 0.0 0.0 8.5 0.7: 2.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 11 . 0 . . . 0 0 . .:
Old : 24: 15 11 . 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 61.1 84.3 88.6 52.2 52.2 69.0 72.6
Old : 60.6 61.1 84.3 88.6 52.2 52.2 69.0 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 13,510: 11,800 10,415 475 0 125 200 725 0 0 2,061 0: 910 184
Old : 13,510: 11,800 10,415 475 0 125 200 725 0 0 2,061 0: 910 184
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 225: 200 225 50 0 -50 0 0 0 0 -9 0: 25 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 77.1 3.5 0.0 0.9 1.5 5.4 0.0 0.0 15.3 0.0: 6.7 1.4
Old : 100.0: 87.3 77.1 3.5 0.0 0.9 1.5 5.4 0.0 0.0 15.3 0.0: 6.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 8 . 0 . . . 0 0 . 0:
Old : 20: 12 8 . 0 . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 65.0 84.5 93.6 54.6 55.6 68.7 77.4
Old : 61.7 65.0 84.5 93.6 54.6 55.6 68.7 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,889: 21,039 17,929 0 0 0 1,525 4,445 40 0 370 0: 285 105
Old : 22,889: 21,039 17,929 0 0 0 1,525 4,445 40 0 370 0: 285 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 50: 50 50 0 -45 -40 0 0 0 0 0 0: 40 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 78.3 0.0 0.0 0.0 6.7 19.4 0.2 0.0 1.6 0.0: 1.2 0.5
Old : 100.0: 91.9 78.3 0.0 0.0 0.0 6.7 19.4 0.2 0.0 1.6 0.0: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 14 0 0 0 . . . 0 . 0:
Old : 25: 16 14 0 0 0 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 92.5 88.8 97.2 65.1 89.2 88.0 94.0
Old : 65.7 92.5 88.8 97.2 65.1 89.2 88.0 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,603: 45,347 52,946 3,030 565 430 5,195 1,625 0 1,417 0 639: 3,545 3,398
Old : 59,603: 45,347 52,946 3,030 565 430 5,195 1,625 0 1,417 0 639: 3,545 3,398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 750: 403 623 150 115 -190 0 0 0 38 0 -38: 387 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 88.8 5.1 0.9 0.7 8.7 2.7 0.0 2.4 0.0 1.1: 5.9 5.7
Old : 100.0: 76.1 88.8 5.1 0.9 0.7 8.7 2.7 0.0 2.4 0.0 1.1: 5.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 23 . . . . . 0 . 0 .:
Old : 33: 21 23 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 52.2 75.8 73.0 49.9 51.9 67.3 68.3
Old : 51.8 52.2 75.8 73.0 49.9 51.9 67.3 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,457: 34,185 46,810 3,030 475 380 6,210 575 0 4,574 0 0: 2,078 2,217
Old : 50,457: 34,185 46,810 3,030 475 380 6,210 575 0 4,574 0 0: 2,078 2,217
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 375: 320 375 150 110 -185 0 0 0 -16 0 0: 106 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 92.8 6.0 0.9 0.8 12.3 1.1 0.0 9.1 0.0 0.0: 4.1 4.4
Old : 100.0: 67.8 92.8 6.0 0.9 0.8 12.3 1.1 0.0 9.1 0.0 0.0: 4.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 21 . . . . . 0 . 0 0:
Old : 33: 20 21 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 53.0 81.7 75.9 55.1 53.0 73.9 69.7
Old : 56.1 53.0 81.7 75.9 55.1 53.0 73.9 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,250: 24,805 23,365 0 1,750 420 600 4,900 0 3,125 325 0: 3,300 1,490
Old : 32,250: 24,805 23,365 0 1,750 420 600 4,900 0 3,125 325 0: 3,300 1,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 1,800: -75 1,775 0 55 -55 600 0 0 0 0 0: 1,330 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 72.4 0.0 5.4 1.3 1.9 15.2 0.0 9.7 1.0 0.0: 10.2 4.6
Old : 100.0: 76.9 72.4 0.0 5.4 1.3 1.9 15.2 0.0 9.7 1.0 0.0: 10.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 21 0 . . . . 0 . . 0:
Old : 32: 21 21 0 . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 55.0 75.1 73.5 44.5 43.1 53.0 53.7
Old : 47.7 55.0 75.1 73.5 44.5 43.1 53.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,205: 23,910 25,235 0 1,045 0 250 0 750 800 0 0: 1,495 175
Old : 27,205: 23,910 25,235 0 1,045 0 250 0 750 800 0 0: 1,495 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 0: -435 -40 -425 0 0 0 0 0 0 0 0: 860 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 92.8 0.0 3.8 0.0 0.9 0.0 2.8 2.9 0.0 0.0: 5.5 0.6
Old : 100.0: 87.9 92.8 0.0 3.8 0.0 0.9 0.0 2.8 2.9 0.0 0.0: 5.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 17 0 . 0 . 0 . . 0 0:
Old : 27: 20 17 0 . 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 56.2 73.4 77.0 47.8 47.8 56.3 59.8
Old : 58.6 56.2 73.4 77.0 47.8 47.8 56.3 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,240: 8,075 17,545 1,200 600 600 0 3,410 490 12,300 200 0: 575 395
Old : 23,240: 8,075 17,545 1,200 600 600 0 3,410 490 12,300 200 0: 575 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 0: -30 -110 0 0 0 0 0 0 0 0 0: 30 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 75.5 5.2 2.6 2.6 0.0 14.7 2.1 52.9 0.9 0.0: 2.5 1.7
Old : 100.0: 34.7 75.5 5.2 2.6 2.6 0.0 14.7 2.1 52.9 0.9 0.0: 2.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 13 . . . 0 . . . . 0:
Old : 22: 11 13 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 68.2 91.4 89.8 75.6 59.2 80.1 74.8
Old : 76.3 68.2 91.4 89.8 75.6 59.2 80.1 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,383: 18,320 18,585 0 1,205 3,865 2,800 600 150 2,250 3,300 23: 1,975 1,655
Old : 29,383: 18,320 18,585 0 1,205 3,865 2,800 600 150 2,250 3,300 23: 1,975 1,655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 1,015: 885 250 0 -45 0 0 600 0 0 0 0: 130 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 63.3 0.0 4.1 13.2 9.5 2.0 0.5 7.7 11.2 0.1: 6.7 5.6
Old : 100.0: 62.3 63.3 0.0 4.1 13.2 9.5 2.0 0.5 7.7 11.2 0.1: 6.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 20 0 . . . . . . . .:
Old : 32: 20 20 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 49.0 76.3 68.5 48.8 38.8 61.7 52.2
Old : 57.1 49.0 76.3 68.5 48.8 38.8 61.7 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, January 6, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,420: 15,720 15,125 600 1,400 1,840 25 0 650 0 208 252: 2,333 1,945
Old : 21,420: 15,720 15,125 600 1,400 1,840 25 0 650 0 208 252: 2,333 1,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: 0: -225 -30 50 0 -50 0 0 0 0 0 0: 225 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 70.6 2.8 6.5 8.6 0.1 0.0 3.0 0.0 1.0 1.2: 10.9 9.1
Old : 100.0: 73.4 70.6 2.8 6.5 8.6 0.1 0.0 3.0 0.0 1.0 1.2: 10.9 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 17 . . . . 0 . 0 . .:
Old : 25: 16 17 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 42.9 72.2 64.3 35.4 29.2 45.2 42.7
Old : 52.1 42.9 72.2 64.3 35.4 29.2 45.2 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 9, 2015