Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 8,339 : : Positions : : 3,629 4,662 580 0 461 75 955 150 2,036 964 860 : : : : Changes from: April 29, 2014 : : -116 134 13 0 -5 0 0 0 -29 -163 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 55.9 7.0 0.0 5.5 0.9 11.5 1.8 24.4 11.6 10.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 77,729 : : Positions : : 16,332 25,587 2,398 37 2,503 1,464 9,138 3,343 42,878 28,184 7,430 : : : : Changes from: April 29, 2014 : : -212 1,153 20 -864 -231 0 105 -331 2,250 1,880 542 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 32.9 3.1 0.0 3.2 1.9 11.8 4.3 55.2 36.3 9.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 11 12 . . . . 4 . 16 16 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 30,378 : : Positions : : 9,270 5,685 1,121 990 1,030 3,314 465 741 12,362 19,056 1,890 : : : : Changes from: April 29, 2014 : : -70 150 -310 180 10 615 -135 185 50 305 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 18.7 3.7 3.3 3.4 10.9 1.5 2.4 40.7 62.7 6.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 8 . . . . . . 12 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 150,262 : : Positions : : 97,276 96,578 5,573 13,372 14,704 7,829 3,604 10,174 7,119 4,691 6,627 : : : : Changes from: April 29, 2014 : : -3,030 -1,233 -185 -805 673 -733 668 -560 1,556 -791 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 64.3 3.7 8.9 9.8 5.2 2.4 6.8 4.7 3.1 4.4 : : : : Number of Traders in Each Category Total Traders: 78 : : 45 47 . 6 7 . . 6 8 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 51,633 : : Positions : : 23,959 44,937 17,807 2,916 1,946 6,385 0 1,180 126 424 230 : : : : Changes from: April 29, 2014 : : -916 -1,682 -988 -50 -2 153 0 -52 25 6 -79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 87.0 34.5 5.6 3.8 12.4 0.0 2.3 0.2 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 423,362 : : Positions : : 239,597 341,688 91,244 26,510 32,741 36,373 984 21,119 1,968 0 320 : : : : Changes from: April 29, 2014 : : -37,191 -32,543 -7,281 -1,520 5,101 10,017 -304 -3,360 88 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 80.7 21.6 6.3 7.7 8.6 0.2 5.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,504,749 : : Positions : :1,105,382 1,267,460 178,067 33,392 101,557 19,221 13,895 60,841 32,197 1,464 7,484 : : : : Changes from: April 29, 2014 : : -13,808 -52,029 -42,236 -2,804 7,915 -1,488 2,321 -736 4,941 -80 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 84.2 11.8 2.2 6.7 1.3 0.9 4.0 2.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 36 35 6 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 52,921 : : Positions : : 44,232 25,178 0 11,150 3,615 591 7,426 3,913 213 1,282 357 : : : : Changes from: April 29, 2014 : : 211 420 0 -145 -14 77 128 -330 140 24 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 47.6 0.0 21.1 6.8 1.1 14.0 7.4 0.4 2.4 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 309,009 : : Positions : : 192,374 231,716 77,575 25,682 3,848 0 13,007 31,460 1,600 1,144 2,152 : : : : Changes from: April 29, 2014 : : 5,088 2,914 -7,631 0 0 0 -5,761 977 512 816 464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 75.0 25.1 8.3 1.2 0.0 4.2 10.2 0.5 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 643,498 : : Positions : : 505,176 444,648 21,972 117,025 71,336 32,925 0 10,489 1,600 0 0 : : : : Changes from: April 29, 2014 : : -25,960 -17,960 -1,472 -8,736 0 1,144 0 -1,512 -408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 69.1 3.4 18.2 11.1 5.1 0.0 1.6 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 53,370 : : Positions : : 35,623 44,123 3,112 2,616 3,620 5,010 0 998 4,097 0 465 : : : : Changes from: April 29, 2014 : : -1,472 -5,234 -4,253 -178 -255 518 0 -685 -145 0 -156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 82.7 5.8 4.9 6.8 9.4 0.0 1.9 7.7 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 35,430 : : Positions : : 25,800 35,380 9,250 0 50 0 0 0 150 0 0 : : : : Changes from: April 29, 2014 : : -3,150 -3,200 -100 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 99.9 26.1 0.0 0.1 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 3,550 : : Positions : : 3,450 2,750 50 0 0 0 400 0 0 50 0 : : : : Changes from: April 29, 2014 : : -1,450 -2,000 -50 -150 0 0 350 -250 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 77.5 1.4 0.0 0.0 0.0 11.3 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 54,110 : : Positions : : 41,460 53,610 12,450 0 0 0 300 200 0 0 0 : : : : Changes from: April 29, 2014 : : -4,050 -5,250 -200 0 0 -700 300 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 99.1 23.0 0.0 0.0 0.0 0.6 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 14 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 11,225 : : Positions : : 9,475 9,475 1,550 900 150 0 0 0 50 700 0 : : : : Changes from: April 29, 2014 : : 0 600 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 84.4 13.8 8.0 1.3 0.0 0.0 0.0 0.4 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 265,384 : : Positions : : 173,680 227,528 47,584 6,640 27,344 8,568 384 2,720 5,104 384 384 : : : : Changes from: April 29, 2014 : : 2,304 -2,792 -4,664 0 0 -816 -384 -384 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 85.7 17.9 2.5 10.3 3.2 0.1 1.0 1.9 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 11,808 : : Positions : : 7,541 6,065 0 3,735 809 703 304 0 2,217 360 172 : : : : Changes from: April 29, 2014 : : 82 84 0 -211 127 0 -19 0 21 232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 51.4 0.0 31.6 6.9 6.0 2.6 0.0 18.8 3.0 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 10 0 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 15,750 : : Positions : : 11,550 7,800 0 6,200 900 0 150 0 2,750 150 550 : : : : Changes from: April 29, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 49.5 0.0 39.4 5.7 0.0 1.0 0.0 17.5 1.0 3.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 0 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 15,585 : : Positions : : 13,250 11,550 1,065 1,925 510 600 0 0 150 1,600 0 : : : : Changes from: April 29, 2014 : : -550 225 900 25 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 74.1 6.8 12.4 3.3 3.8 0.0 0.0 1.0 10.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 10,491 : : Positions : : 7,841 6,996 625 2,255 880 365 0 60 0 0 0 : : : : Changes from: April 29, 2014 : : 515 445 0 530 -300 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 66.7 6.0 21.5 8.4 3.5 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 22,610 : : Positions : : 15,929 16,238 1,790 1,708 2,506 805 0 578 704 86 0 : : : : Changes from: April 29, 2014 : : 191 -194 -491 0 -21 22 -42 0 42 -21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 71.8 7.9 7.6 11.1 3.6 0.0 2.6 3.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 20 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 35,620 : : Positions : : 28,915 23,275 1,100 3,590 2,360 0 1,685 2,985 0 1,485 120 : : : : Changes from: April 29, 2014 : : -1,610 -715 30 -585 15 0 -215 -500 0 -150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 65.3 3.1 10.1 6.6 0.0 4.7 8.4 0.0 4.2 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 19 . 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 41,059 : : Positions : : 32,435 27,840 913 4,788 2,458 450 1,717 3,247 450 142 867 : : : : Changes from: April 29, 2014 : : -2,076 -696 -45 -603 30 -100 -620 -25 25 -247 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 67.8 2.2 11.7 6.0 1.1 4.2 7.9 1.1 0.3 2.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 23 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 30,825 : : Positions : : 24,625 30,265 5,450 0 200 0 50 0 550 0 0 : : : : Changes from: April 29, 2014 : : -2,350 -2,050 -50 0 -50 0 50 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 98.2 17.7 0.0 0.6 0.0 0.2 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 34,845 : : Positions : : 28,195 34,285 5,640 0 510 0 50 0 500 0 0 : : : : Changes from: April 29, 2014 : : -755 -1,055 -750 0 100 0 0 0 450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 98.4 16.2 0.0 1.5 0.0 0.1 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 13 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 475,623 : : Positions : : 259,061 415,195 116,754 13,684 6,287 58,722 0 27,847 110 5,768 6,842 : : : : Changes from: April 29, 2014 : : -19,484 -14,841 12,684 1,920 -1,920 -2,241 -1,104 -6,479 -2,352 2,632 1,264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 87.3 24.5 2.9 1.3 12.3 0.0 5.9 0.0 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 25 5 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 33,200 : : Positions : : 18,174 25,882 5,060 1,715 2,030 4,105 1,405 1,205 1,340 273 352 : : : : Changes from: April 29, 2014 : : -2,797 -1,323 919 147 -224 428 -91 -516 544 43 -149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 78.0 15.2 5.2 6.1 12.4 4.2 3.6 4.0 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 20,036 : : Positions : : 10,158 16,103 2,883 1,285 1,204 4,205 0 1,228 358 216 0 : : : : Changes from: April 29, 2014 : : 216 0 0 77 0 0 0 0 77 216 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 80.4 14.4 6.4 6.0 21.0 0.0 6.1 1.8 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 207,280 : : Positions : : 81,830 181,552 20,335 9,315 13,677 83,149 0 2,432 5,553 0 304 : : : : Changes from: April 29, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 87.6 9.8 4.5 6.6 40.1 0.0 1.2 2.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 468,365 : : Positions : : 281,607 427,759 154,231 0 13,421 3,161 11,240 15,945 0 0 0 : : : : Changes from: April 29, 2014 : : -5,849 -4,945 2,008 0 0 -368 736 -1,104 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 91.3 32.9 0.0 2.9 0.7 2.4 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 27,623 : : Positions : : 17,084 24,288 3,326 1,571 955 1,509 0 257 3,576 0 0 : : : : Changes from: April 29, 2014 : : -671 3,862 3,326 -821 -1,695 1 0 -171 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 87.9 12.0 5.7 3.5 5.5 0.0 0.9 12.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 17,843 : : Positions : : 11,882 15,503 3,218 0 213 465 0 0 1,617 1,574 0 : : : : Changes from: April 29, 2014 : : -130 -515 191 0 -262 -23 0 -43 0 531 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 86.9 18.0 0.0 1.2 2.6 0.0 0.0 9.1 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 230,592 : : Positions : : 102,114 222,703 88,024 3,161 1,920 4,704 24 384 33,446 2,400 0 : : : : Changes from: April 29, 2014 : : 104 -14,416 -11,384 -368 1,920 0 -368 0 -1,472 2,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 96.6 38.2 1.4 0.8 2.0 0.0 0.2 14.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 18 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,343 : : Positions : : 5,487 7,073 4,070 3,912 361 1,125 0 192 385 0 550 : : : : Changes from: April 29, 2014 : : -355 -598 -9 -286 -83 -284 0 86 -193 0 232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 57.3 33.0 31.7 2.9 9.1 0.0 1.6 3.1 0.0 4.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 146,177 : : Positions : : 56,077 56,554 76,558 86,079 3,544 5,816 0 0 4,182 0 0 : : : : Changes from: April 29, 2014 : : 792 -8,344 -5,240 616 -1,104 -3,664 0 0 384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 38.7 52.4 58.9 2.4 4.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,694 : : Positions : : 12,762 14,566 5,112 922 461 0 2,386 2,359 0 0 0 : : : : Changes from: April 29, 2014 : : -657 -663 -288 -26 128 0 -256 126 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 70.4 24.7 4.5 2.2 0.0 11.5 11.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 146,121 : : Positions : : 117,660 80,795 0 44,577 20,749 7,712 0 0 0 0 0 : : : : Changes from: April 29, 2014 : : -96 6,769 0 -7,473 -1,151 -608 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 55.3 0.0 30.5 14.2 5.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 9,310 : : Positions : : 7,835 8,005 600 1,120 75 0 100 0 200 0 0 : : : : Changes from: April 29, 2014 : : 275 480 75 -75 -100 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 86.0 6.4 12.0 0.8 0.0 1.1 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 10,250 : : Positions : : 8,845 8,925 535 1,195 80 0 0 0 100 0 0 : : : : Changes from: April 29, 2014 : : 365 545 55 -100 -80 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 87.1 5.2 11.7 0.8 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 25,140 : : Positions : : 16,020 16,715 8,850 7,375 50 0 950 0 0 50 0 : : : : Changes from: April 29, 2014 : : 235 890 275 -360 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 66.5 35.2 29.3 0.2 0.0 3.8 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 4 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 21,160 : : Positions : : 15,535 12,855 5,245 7,375 30 0 900 0 0 0 0 : : : : Changes from: April 29, 2014 : : 195 660 195 -310 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 60.8 24.8 34.9 0.1 0.0 4.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 5 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 9,430 : : Positions : : 8,065 7,660 590 1,230 460 0 0 0 0 0 0 : : : : Changes from: April 29, 2014 : : -490 -585 45 135 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 81.2 6.3 13.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 24,365 : : Positions : : 23,020 21,510 305 1,895 760 0 0 0 0 200 0 : : : : Changes from: April 29, 2014 : : -40 -235 -70 180 -225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 88.3 1.3 7.8 3.1 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 7 . 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 21,330 : : Positions : : 19,655 18,910 105 1,545 860 0 0 0 0 0 0 : : : : Changes from: April 29, 2014 : : -310 -425 -50 75 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 88.7 0.5 7.2 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 22,240 : : Positions : : 20,360 21,995 1,050 0 240 0 0 0 0 0 0 : : : : Changes from: April 29, 2014 : : -1,140 -955 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 98.9 4.7 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 8 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 23,035 : : Positions : : 20,965 22,670 940 0 360 0 0 0 0 0 0 : : : : Changes from: April 29, 2014 : : -1,100 -635 90 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 98.4 4.1 0.0 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 124,495 : : Positions : : 101,965 112,730 10,525 1,640 9,825 1,880 0 0 150 200 0 : : : : Changes from: April 29, 2014 : : -2,780 -4,655 -670 745 -760 -335 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 90.5 8.5 1.3 7.9 1.5 0.0 0.0 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 27 5 . 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 161,521 : : Positions : : 133,317 153,341 17,979 1,145 6,935 2,480 0 100 575 0 0 : : : : Changes from: April 29, 2014 : : -4,525 -3,490 -15 190 -940 755 -460 -665 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 94.9 11.1 0.7 4.3 1.5 0.0 0.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 29 5 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 146,000 : : Positions : : 96,803 110,935 10,168 13,043 7,952 935 3,090 5,845 20,712 1,445 3,366 : : : : Changes from: April 29, 2014 : : -3,824 -4,490 -2,091 -790 -337 177 -585 648 -1,194 -1,126 268 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 76.0 7.0 8.9 5.4 0.6 2.1 4.0 14.2 1.0 2.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 34 5 4 7 . . 4 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 95,520 : : Positions : : 77,180 79,070 6,490 5,255 7,115 680 2,020 1,070 2,050 150 840 : : : : Changes from: April 29, 2014 : : -2,890 -1,945 285 -855 -660 -140 -50 -10 -405 -300 265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 82.8 6.8 5.5 7.4 0.7 2.1 1.1 2.1 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 25 . 5 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 26,655 : : Positions : : 23,370 20,205 2,025 4,895 730 0 500 0 0 325 0 : : : : Changes from: April 29, 2014 : : -900 -585 -400 -680 50 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 75.8 7.6 18.4 2.7 0.0 1.9 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 23,985 : : Positions : : 20,400 20,010 1,870 1,840 1,495 0 350 0 0 0 0 : : : : Changes from: April 29, 2014 : : -1,780 -1,165 -65 -650 50 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 83.4 7.8 7.7 6.2 0.0 1.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 35,888 : : Positions : : 21,956 23,901 2,362 324 6,889 0 921 328 220 0 0 : : : : Changes from: April 29, 2014 : : -614 -891 -257 -5 263 0 -516 238 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 66.6 6.6 0.9 19.2 0.0 2.6 0.9 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 4 . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 10,380 : : Positions : : 4,662 5,952 522 0 1,514 0 482 1,048 0 0 0 : : : : Changes from: April 29, 2014 : : -402 -276 96 -34 -124 0 -50 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 57.3 5.0 0.0 14.6 0.0 4.6 10.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 4 0 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 21,417 : : Positions : : 13,945 17,287 6,816 1,683 126 0 1,810 0 530 0 0 : : : : Changes from: April 29, 2014 : : -1,544 -1,142 674 -176 -66 0 -110 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 80.7 31.8 7.9 0.6 0.0 8.5 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 445,178 : : Positions : : 301,449 414,491 136,362 0 4,206 0 26,481 0 3,161 0 0 : : : : Changes from: April 29, 2014 : : -41,774 -30,998 10,776 0 -1,104 0 -368 0 -368 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 93.1 30.6 0.0 0.9 0.0 5.9 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A39 Open Interest is 353,369 : : Positions : : 89,532 349,832 223,365 0 3,537 0 0 0 36,935 0 0 : : : : Changes from: April 29, 2014 : : -8,832 -12,880 -736 0 -736 0 0 0 -3,312 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 99.0 63.2 0.0 1.0 0.0 0.0 0.0 10.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 48,932 : : Positions : : 34,897 46,403 11,335 0 2,275 0 0 0 0 0 0 : : : : Changes from: April 29, 2014 : : -1,254 -3,102 -1,826 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 94.8 23.2 0.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 787,905 : : Positions : : 597,958 746,240 148,282 0 41,665 0 0 0 0 0 0 : : : : Changes from: April 29, 2014 : : -19,504 -40,480 -20,976 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 94.7 18.8 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 17 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 148,007 : : Positions : : 94,300 102,890 10,818 9,247 32,575 7,870 0 2,020 0 1,105 170 : : : : Changes from: April 29, 2014 : : 1,035 1,585 181 -711 -643 -320 0 100 0 22 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 69.5 7.3 6.2 22.0 5.3 0.0 1.4 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 22 5 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,704,734 : : Positions : :1,519,431 1,123,439 53,472 239,026 126,325 0 214,720 0 4,282 0 1,224 : : : : Changes from: April 29, 2014 : : -47,840 -46,697 -2,944 -2,983 -3,273 0 0 0 1,104 0 -1,104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 65.9 3.1 14.0 7.4 0.0 12.6 0.0 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 . 5 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 22,116 : : Positions : : 13,583 13,105 5,955 850 1,275 0 5,351 1,280 0 0 0 : : : : Changes from: April 29, 2014 : : -1,717 -1,562 -880 -110 0 0 -902 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 59.3 26.9 3.8 5.8 0.0 24.2 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 53,841 : : Positions : : 39,336 43,971 7,669 640 5,556 0 2,394 1,280 0 0 0 : : : : Changes from: April 29, 2014 : : -1,568 -953 241 110 -664 0 -484 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 81.7 14.2 1.2 10.3 0.0 4.4 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 68,183 : : Positions : : 55,429 37,041 0 19,151 6,860 0 745 4,365 1,231 0 0 : : : : Changes from: April 29, 2014 : : -3,045 -2,226 0 451 -1,275 0 -1,270 1,270 -22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 54.3 0.0 28.1 10.1 0.0 1.1 6.4 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 0 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 45,562 : : Positions : : 27,630 37,233 11,611 4,215 1,676 0 0 0 2,207 0 2,268 : : : : Changes from: April 29, 2014 : : -1,254 -1,056 -66 -374 -22 0 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 81.7 25.5 9.3 3.7 0.0 0.0 0.0 4.8 0.0 5.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 42,901 : : Positions : : 37,588 24,918 1,690 14,295 3,518 0 0 0 105 0 0 : : : : Changes from: April 29, 2014 : : -2,376 -1,826 31 -497 -163 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 58.1 3.9 33.3 8.2 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 357,710 : : Positions : : 257,635 322,380 48,703 0 0 27,892 11,850 23,480 0 0 0 : : : : Changes from: April 29, 2014 : : -15,448 -20,600 -6,256 0 0 -2,576 -3,680 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 90.1 13.6 0.0 0.0 7.8 3.3 6.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 942,147 : : Positions : : 611,319 628,303 90,409 160,191 122,043 86,766 0 31,610 0 0 0 : : : : Changes from: April 29, 2014 : : 12,376 23,048 46,886 63,414 41,059 27,200 0 -3,680 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 66.7 9.6 17.0 13.0 9.2 0.0 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,572,256 : : Positions : : 987,154 884,550 88,671 387,035 253,631 177,055 0 47,040 18,705 0 0 : : : : Changes from: April 29, 2014 : : 61,296 -13,080 79,587 149,179 -36,307 -3,680 0 0 -1,104 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 56.3 5.6 24.6 16.1 11.3 0.0 3.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 685,101 : : Positions : : 339,082 519,363 3,161 71,818 93,920 0 0 0 248,938 0 0 : : : : Changes from: April 29, 2014 : : -18,032 -17,296 -368 -7,728 0 0 0 0 -6,624 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 75.8 0.5 10.5 13.7 0.0 0.0 0.0 36.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 508,519 : : Positions : : 380,989 261,883 51,766 170,872 75,764 0 0 0 0 0 0 : : : : Changes from: April 29, 2014 : : -15,088 -12,144 1,472 -1,472 -9,936 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 51.5 10.2 33.6 14.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatts Per Hour) : CFTC Code #064A87 Open Interest is 463,600 : : Positions : : 144,856 397,416 271,944 4,384 46,800 0 15,000 0 0 0 0 : : : : Changes from: April 29, 2014 : : -8,832 -6,256 -1,104 -3,312 0 0 -368 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 85.7 58.7 0.9 10.1 0.0 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 16,990 : : Positions : : 9,370 15,229 2,520 856 120 0 0 0 4,145 0 0 : : : : Changes from: April 29, 2014 : : -910 -700 240 -37 0 0 -250 0 -192 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 89.6 14.8 5.0 0.7 0.0 0.0 0.0 24.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 15,194 : : Positions : : 8,585 13,234 1,225 480 645 0 0 0 3,860 0 0 : : : : Changes from: April 29, 2014 : : -560 -887 -10 0 0 0 0 0 -442 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 87.1 8.1 3.2 4.2 0.0 0.0 0.0 25.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 9,595 : : Positions : : 7,176 6,375 410 2,280 475 25 400 0 1,233 0 65 : : : : Changes from: April 29, 2014 : : -431 -396 -5 -65 40 -25 -50 0 -45 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 66.4 4.3 23.8 5.0 0.3 4.2 0.0 12.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 11,336 : : Positions : : 9,637 5,101 215 3,210 1,180 25 400 0 0 1,340 50 : : : : Changes from: April 29, 2014 : : -269 -255 42 -180 -15 -124 75 -75 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 45.0 1.9 28.3 10.4 0.2 3.5 0.0 0.0 11.8 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . 4 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 8,890 : : Positions : : 7,290 4,600 790 3,600 690 0 0 0 0 0 0 : : : : Changes from: April 29, 2014 : : 60 -255 265 350 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 51.7 8.9 40.5 7.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 58,019 : : Positions : : 55,301 54,519 445 705 1,215 0 50 0 448 600 0 : : : : Changes from: April 29, 2014 : : -275 -45 250 -50 -250 0 0 0 100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 94.0 0.8 1.2 2.1 0.0 0.1 0.0 0.8 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 52,407 : : Positions : : 50,117 49,055 470 525 1,190 0 50 0 150 600 0 : : : : Changes from: April 29, 2014 : : 1,465 1,690 250 -50 -250 0 0 0 -150 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 93.6 0.9 1.0 2.3 0.0 0.1 0.0 0.3 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 15,555 : : Positions : : 11,945 14,690 1,750 0 190 0 400 0 1,275 0 250 : : : : Changes from: April 29, 2014 : : -605 -465 -285 0 0 0 50 0 475 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 94.4 11.3 0.0 1.2 0.0 2.6 0.0 8.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 13,213 : : Positions : : 10,810 12,360 1,700 305 90 0 50 0 25 0 408 : : : : Changes from: April 29, 2014 : : -580 -620 -250 40 -90 0 0 0 25 -225 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 93.5 12.9 2.3 0.7 0.0 0.4 0.0 0.2 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 11,545 : : Positions : : 10,715 8,845 300 1,075 150 0 550 0 0 650 0 : : : : Changes from: April 29, 2014 : : 985 755 55 275 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 76.6 2.6 9.3 1.3 0.0 4.8 0.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 18,580 : : Positions : : 17,845 12,935 290 600 100 0 1,800 0 0 3,095 50 : : : : Changes from: April 29, 2014 : : 1,705 1,010 -70 -50 0 0 600 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 69.6 1.6 3.2 0.5 0.0 9.7 0.0 0.0 16.7 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 24,291 : : Positions : : 23,246 22,301 280 240 250 0 850 50 0 500 0 : : : : Changes from: April 29, 2014 : : -835 -570 -75 35 -35 0 0 0 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 91.8 1.2 1.0 1.0 0.0 3.5 0.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 23,041 : : Positions : : 21,906 21,736 855 0 0 0 900 0 0 250 0 : : : : Changes from: April 29, 2014 : : -1,030 -830 -20 0 0 0 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 94.3 3.7 0.0 0.0 0.0 3.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 65,576 : : Positions : : 49,344 56,539 1,720 3,470 205 3,600 0 0 5,345 0 903 : : : : Changes from: April 29, 2014 : : -2,065 -1,339 225 -350 -20 650 0 0 -499 0 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 86.2 2.6 5.3 0.3 5.5 0.0 0.0 8.2 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 22 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 60,868 : : Positions : : 46,517 51,507 100 3,675 310 2,750 0 0 6,115 300 368 : : : : Changes from: April 29, 2014 : : -2,240 -1,775 100 -755 170 600 0 0 -990 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 84.6 0.2 6.0 0.5 4.5 0.0 0.0 10.0 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 43,174 : : Positions : : 30,310 34,781 3,105 710 1,215 0 1,050 550 4,350 1,325 1,084 : : : : Changes from: April 29, 2014 : : -1,655 -1,300 -35 5 -105 0 -125 0 25 -50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 80.6 7.2 1.6 2.8 0.0 2.4 1.3 10.1 3.1 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 37,911 : : Positions : : 25,065 34,475 5,120 840 100 0 700 800 5,975 0 416 : : : : Changes from: April 29, 2014 : : -570 -1,575 -475 -125 0 0 -75 0 -750 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 90.9 13.5 2.2 0.3 0.0 1.8 2.1 15.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 28,020 : : Positions : : 11,905 21,390 1,200 275 1,025 0 3,105 515 12,800 1,400 0 : : : : Changes from: April 29, 2014 : : 115 705 0 -525 525 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 76.3 4.3 1.0 3.7 0.0 11.1 1.8 45.7 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 23,555 : : Positions : : 21,770 17,610 300 4,300 300 150 0 300 0 325 0 : : : : Changes from: April 29, 2014 : : -845 -185 0 -750 300 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 74.8 1.3 18.3 1.3 0.6 0.0 1.3 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 32,480 : : Positions : : 23,085 21,395 0 2,425 935 0 300 950 4,965 4,400 745 : : : : Changes from: April 29, 2014 : : -165 -245 0 -155 0 0 0 0 -175 50 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 65.9 0.0 7.5 2.9 0.0 0.9 2.9 15.3 13.5 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 6, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 31,773 : : Positions : : 27,360 23,655 10 225 1,150 450 0 500 0 4,060 1,373 : : : : Changes from: April 29, 2014 : : -895 -590 -400 25 325 50 0 -50 0 -560 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 74.5 0.0 0.7 3.6 1.4 0.0 1.6 0.0 12.8 4.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 18 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 9, 2014