COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 86,915: 16,576 27,449 1,156 5,868 1,508 3,812 9,417 1,640 53,832 32,590 7,614: 777 829
Old : 86,915: 16,576 27,449 1,156 5,868 1,508 3,812 9,417 1,640 53,832 32,590 7,614: 777 829
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -366: 392 -874 105 83 -413 -372 1,140 -270 407 373 -144: -71 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 31.6 1.3 6.8 1.7 4.4 10.8 1.9 61.9 37.5 8.8: 0.9 1.0
Old : 100.0: 19.1 31.6 1.3 6.8 1.7 4.4 10.8 1.9 61.9 37.5 8.8: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 15 14 . . . . . . 18 13 21:
Old : 56: 15 14 . . . . . . 18 13 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 35.5 65.7 55.6 46.9 35.0 61.1 50.3
Old : 49.2 35.5 65.7 55.6 46.9 35.0 61.1 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 34,213: 10,630 6,270 1,472 1,661 691 7,404 150 586 10,467 21,722 2,283: 680 850
Old : 34,213: 10,630 6,270 1,472 1,661 691 7,404 150 586 10,467 21,722 2,283: 680 850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -189: -285 -5 14 80 -185 -405 0 155 366 -425 136: 15 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 18.3 4.3 4.9 2.0 21.6 0.4 1.7 30.6 63.5 6.7: 2.0 2.5
Old : 100.0: 31.1 18.3 4.3 4.9 2.0 21.6 0.4 1.7 30.6 63.5 6.7: 2.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 9 10 . . . 4 . . 9 14 12:
Old : 43: 9 10 . . . 4 . . 9 14 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 47.5 71.4 69.4 52.4 43.6 68.5 64.9
Old : 53.2 47.5 71.4 69.4 52.4 43.6 68.5 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 137,153: 91,935 99,496 2,233 2,173 12,291 7,324 5,324 4,161 10,588 5,722 7,621: 1,000 365
Old : 137,153: 91,935 99,496 2,233 2,173 12,291 7,324 5,324 4,161 10,588 5,722 7,621: 1,000 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 2,850: 2,326 932 -19 583 -156 405 24 83 193 1,428 -44: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 72.5 1.6 1.6 9.0 5.3 3.9 3.0 7.7 4.2 5.6: 0.7 0.3
Old : 100.0: 67.0 72.5 1.6 1.6 9.0 5.3 3.9 3.0 7.7 4.2 5.6: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 78: 44 46 . 4 4 . 4 5 6 7 9:
Old : 78: 44 46 . 4 4 . 4 5 6 7 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 27.5 61.0 48.3 28.2 19.0 40.2 34.0
Old : 40.2 27.5 61.0 48.3 28.2 19.0 40.2 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 41,554: 26,514 34,707 8,588 0 1,804 1,860 0 1,840 356 2,611 592: 0 0
Old : 41,554: 26,514 34,707 8,588 0 1,804 1,860 0 1,840 356 2,611 592: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 1,724: 948 954 -462 0 696 53 0 177 356 -59 -44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 83.5 20.7 0.0 4.3 4.5 0.0 4.4 0.9 6.3 1.4: 0.0 0.0
Old : 100.0: 63.8 83.5 20.7 0.0 4.3 4.5 0.0 4.4 0.9 6.3 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 18 . 0 . . 0 . . . .:
Old : 32: 22 18 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 51.0 79.1 71.5 42.5 41.9 56.4 57.2
Old : 56.2 51.0 79.1 71.5 42.5 41.9 56.4 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 338,415: 239,878 279,382 48,994 0 8,870 11,642 1,955 29,031 0 19,177 0: 0 0
Old : 338,415: 239,878 279,382 48,994 0 8,870 11,642 1,955 29,031 0 19,177 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 8,736: 7,726 6,095 -1,575 0 1,296 -1,609 358 2,898 0 -1,911 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 82.6 14.5 0.0 2.6 3.4 0.6 8.6 0.0 5.7 0.0: 0.0 0.0
Old : 100.0: 70.9 82.6 14.5 0.0 2.6 3.4 0.6 8.6 0.0 5.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 19 . 0 . . . . 0 . 0:
Old : 30: 18 19 . 0 . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 56.7 84.2 81.1 52.0 51.3 66.3 66.3
Old : 56.9 56.7 84.2 81.1 52.0 51.3 66.3 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,444,292: 1,159,703 1,251,414 135,080 37,412 81,429 3,144 14,013 21,474 14,590 9,678 28,872: 0 0
Old : 1,444,292: 1,159,703 1,251,414 135,080 37,412 81,429 3,144 14,013 21,474 14,590 9,678 28,872: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 10,221: 14,804 11,429 4,744 831 -6,223 -1,952 3,768 -1,152 0 1,568 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 86.6 9.4 2.6 5.6 0.2 1.0 1.5 1.0 0.7 2.0: 0.0 0.0
Old : 100.0: 80.3 86.6 9.4 2.6 5.6 0.2 1.0 1.5 1.0 0.7 2.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 36 39 . . 4 . . . 4 . 5:
Old : 61: 36 39 . . 4 . . . 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 40.8 70.3 57.7 32.9 26.1 41.7 35.2
Old : 51.4 40.8 70.3 57.7 32.9 26.1 41.7 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 47,145: 37,820 34,919 1,909 0 1,420 26 172 4,948 1,003 5,590 0: 19 96
Old : 47,145: 37,820 34,919 1,909 0 1,420 26 172 4,948 1,003 5,590 0: 19 96
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -3,200: -1,862 -1,806 -26 0 -847 26 -107 -301 -190 -192 0: 0 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 74.1 4.0 0.0 3.0 0.1 0.4 10.5 2.1 11.9 0.0: 0.0 0.2
Old : 100.0: 80.2 74.1 4.0 0.0 3.0 0.1 0.4 10.5 2.1 11.9 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 15 . 0 . . . . . . 0:
Old : 32: 20 15 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 54.4 78.7 83.7 49.1 52.6 63.2 67.4
Old : 55.6 54.4 78.7 83.7 49.1 52.6 63.2 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 282,860: 201,205 201,246 37,962 0 13,238 2,560 25,024 23,440 4,455 19,912 0: 0 0
Old : 282,860: 201,205 201,246 37,962 0 13,238 2,560 25,024 23,440 4,455 19,912 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -9,920: -6,534 -11,042 -11,847 0 7,571 0 -4,114 -709 2,214 -1,011 -615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 71.1 13.4 0.0 4.7 0.9 8.8 8.3 1.6 7.0 0.0: 0.0 0.0
Old : 100.0: 71.1 71.1 13.4 0.0 4.7 0.9 8.8 8.3 1.6 7.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 . 0 . . . . . . 0:
Old : 25: 14 13 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 58.9 82.2 87.6 37.6 39.6 54.2 58.3
Old : 55.2 58.9 82.2 87.6 37.6 39.6 54.2 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 634,277: 540,084 520,011 11,304 48,493 36,688 27,028 0 8,893 1,528 11,440 8,752: 0 0
Old : 634,277: 540,084 520,011 11,304 48,493 36,688 27,028 0 8,893 1,528 11,440 8,752: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 33,316: 30,243 32,083 0 56 2,697 1,896 0 -1,520 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 82.0 1.8 7.6 5.8 4.3 0.0 1.4 0.2 1.8 1.4: 0.0 0.0
Old : 100.0: 85.1 82.0 1.8 7.6 5.8 4.3 0.0 1.4 0.2 1.8 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 26 25 . . . . 0 . . . .:
Old : 41: 26 25 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 48.1 74.3 70.8 35.6 39.6 53.1 55.2
Old : 51.4 48.1 74.3 70.8 35.6 39.6 53.1 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 53,669: 42,874 43,935 1,685 1,004 1,012 3,786 0 1,067 1,010 5,125 1,273: 962 253
Old : 53,669: 42,874 43,935 1,685 1,004 1,012 3,786 0 1,067 1,010 5,125 1,273: 962 253
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 1,666: 1,361 1,469 246 20 0 186 0 -40 -175 44 132: -44 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 81.9 3.1 1.9 1.9 7.1 0.0 2.0 1.9 9.5 2.4: 1.8 0.5
Old : 100.0: 79.9 81.9 3.1 1.9 1.9 7.1 0.0 2.0 1.9 9.5 2.4: 1.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 24 . . . . 0 . . . .:
Old : 35: 24 24 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 59.3 70.4 72.6 39.4 57.4 55.6 66.2
Old : 49.1 59.3 70.4 72.6 39.4 57.4 55.6 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,940: 46,235 58,070 11,265 0 35 0 0 370 0 0 0: 1,035 465
Old : 58,940: 46,235 58,070 11,265 0 35 0 0 370 0 0 0: 1,035 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 6,649: 7,083 6,655 -150 0 0 0 -100 100 0 0 0: -384 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 98.5 19.1 0.0 0.1 0.0 0.0 0.6 0.0 0.0 0.0: 1.8 0.8
Old : 100.0: 78.4 98.5 19.1 0.0 0.1 0.0 0.0 0.6 0.0 0.0 0.0: 1.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 21 . 0 . 0 0 . 0 0 0:
Old : 32: 24 21 . 0 . 0 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 78.1 74.5 89.1 39.2 67.5 57.2 73.9
Old : 51.0 78.1 74.5 89.1 39.2 67.5 57.2 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 71,750: 57,195 70,930 13,790 0 0 0 5 455 0 0 0: 310 360
Old : 71,750: 57,195 70,930 13,790 0 0 0 5 455 0 0 0: 310 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 4,805: 5,305 4,805 -500 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 98.9 19.2 0.0 0.0 0.0 0.0 0.6 0.0 0.0 0.0: 0.4 0.5
Old : 100.0: 79.7 98.9 19.2 0.0 0.0 0.0 0.0 0.6 0.0 0.0 0.0: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 30 22 . 0 0 0 . . 0 0 0:
Old : 37: 30 22 . 0 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 76.5 71.2 88.3 39.1 67.6 56.0 76.0
Old : 53.4 76.5 71.2 88.3 39.1 67.6 56.0 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,715: 17,340 15,280 0 2,060 265 0 110 0 50 0 0: 60 0
Old : 17,715: 17,340 15,280 0 2,060 265 0 110 0 50 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 4,230: 4,160 4,280 0 -120 70 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.9 86.3 0.0 11.6 1.5 0.0 0.6 0.0 0.3 0.0 0.0: 0.3 0.0
Old : 100.0: 97.9 86.3 0.0 11.6 1.5 0.0 0.6 0.0 0.3 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 16 0 . . 0 . 0 . 0 0:
Old : 32: 20 16 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 76.7 82.3 91.2 44.6 55.5 61.5 67.8
Old : 58.0 76.7 82.3 91.2 44.6 55.5 61.5 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 266,080: 181,464 252,408 61,672 392 10,144 9,272 0 3,136 392 0 0: 0 0
Old : 266,080: 181,464 252,408 61,672 392 10,144 9,272 0 3,136 392 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 10,488: 10,840 10,488 -760 0 0 408 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 94.9 23.2 0.1 3.8 3.5 0.0 1.2 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 68.2 94.9 23.2 0.1 3.8 3.5 0.0 1.2 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 19 . . . . 0 . . 0 0:
Old : 34: 21 19 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 68.7 73.2 86.2 37.1 46.4 49.3 52.5
Old : 53.7 68.7 73.2 86.2 37.1 46.4 49.3 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 8,386: 4,668 6,846 0 239 354 22 0 22 2,866 494 132: 322 299
Old : 8,386: 4,668 6,846 0 239 354 22 0 22 2,866 494 132: 322 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 136: -130 241 0 -218 134 0 0 0 0 -110 110: 22 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 81.6 0.0 2.8 4.2 0.3 0.0 0.3 34.2 5.9 1.6: 3.8 3.6
Old : 100.0: 55.7 81.6 0.0 2.8 4.2 0.3 0.0 0.3 34.2 5.9 1.6: 3.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 14 0 . . . 0 . . . .:
Old : 26: 15 14 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 48.2 76.8 72.4 50.9 41.4 69.4 59.1
Old : 52.0 48.2 76.8 72.4 50.9 41.4 69.4 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,700: 10,250 12,150 0 1,550 250 250 0 0 3,950 750 0: 0 0
Old : 14,700: 10,250 12,150 0 1,550 250 250 0 0 3,950 750 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 82.7 0.0 10.5 1.7 1.7 0.0 0.0 26.9 5.1 0.0: 0.0 0.0
Old : 100.0: 69.7 82.7 0.0 10.5 1.7 1.7 0.0 0.0 26.9 5.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 0 . . . 0 0 . . 0:
Old : 20: 11 10 0 . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 62.2 92.5 94.9 73.1 59.9 91.5 88.8
Old : 73.5 62.2 92.5 94.9 73.1 59.9 91.5 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,170: 17,295 15,420 0 1,805 635 0 310 0 0 0 0: 240 0
Old : 18,170: 17,295 15,420 0 1,805 635 0 310 0 0 0 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 470: 1,500 320 0 1,080 -1,030 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 84.9 0.0 9.9 3.5 0.0 1.7 0.0 0.0 0.0 0.0: 1.3 0.0
Old : 100.0: 95.2 84.9 0.0 9.9 3.5 0.0 1.7 0.0 0.0 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 21 0 . . 0 . 0 0 0 0:
Old : 35: 20 21 0 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 63.5 76.6 79.7 56.4 55.0 73.2 69.5
Old : 59.7 63.5 76.6 79.7 56.4 55.0 73.2 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,442: 12,322 9,602 50 2,405 420 0 635 380 0 0 0: 270 0
Old : 13,442: 12,322 9,602 50 2,405 420 0 635 380 0 0 0: 270 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 230: 265 450 0 50 0 0 -50 20 0 0 0: -55 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 71.4 0.4 17.9 3.1 0.0 4.7 2.8 0.0 0.0 0.0: 2.0 0.0
Old : 100.0: 91.7 71.4 0.4 17.9 3.1 0.0 4.7 2.8 0.0 0.0 0.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 19 . . . 0 . . 0 0 0:
Old : 31: 22 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 58.1 70.9 84.7 40.7 47.2 63.9 63.3
Old : 43.7 58.1 70.9 84.7 40.7 47.2 63.9 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 16,277: 12,442 12,281 0 996 1,615 1,214 38 411 0 0 0: 595 936
Old : 16,277: 12,442 12,281 0 996 1,615 1,214 38 411 0 0 0: 595 936
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 74: -304 353 0 -511 313 41 -41 -20 0 0 0: 44 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 75.5 0.0 6.1 9.9 7.5 0.2 2.5 0.0 0.0 0.0: 3.7 5.8
Old : 100.0: 76.4 75.5 0.0 6.1 9.9 7.5 0.2 2.5 0.0 0.0 0.0: 3.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 22 0 . . . . . 0 0 0:
Old : 29: 21 22 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 56.9 64.0 71.1 29.5 36.1 42.6 46.3
Old : 40.1 56.9 64.0 71.1 29.5 36.1 42.6 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,597: 42,985 32,010 1,038 1,063 2,130 0 5,974 1,183 0 5,229 0: 261 8
Old : 47,597: 42,985 32,010 1,038 1,063 2,130 0 5,974 1,183 0 5,229 0: 261 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 307: 398 -555 -847 109 711 0 -55 45 0 52 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 67.3 2.2 2.2 4.5 0.0 12.6 2.5 0.0 11.0 0.0: 0.5 0.0
Old : 100.0: 90.3 67.3 2.2 2.2 4.5 0.0 12.6 2.5 0.0 11.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 30 30 . . 4 0 . . 0 . 0:
Old : 41: 30 30 . . 4 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 45.4 72.9 67.3 52.0 41.3 64.5 62.5
Old : 55.5 45.4 72.9 67.3 52.0 41.3 64.5 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,825: 51,748 36,923 632 5,750 516 80 5,901 1,405 0 4,094 150: 294 86
Old : 54,825: 51,748 36,923 632 5,750 516 80 5,901 1,405 0 4,094 150: 294 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 392: 630 -102 0 606 -300 80 -143 18 0 331 0: -36 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 67.3 1.2 10.5 0.9 0.1 10.8 2.6 0.0 7.5 0.3: 0.5 0.2
Old : 100.0: 94.4 67.3 1.2 10.5 0.9 0.1 10.8 2.6 0.0 7.5 0.3: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 31 31 . . 4 . . . 0 4 .:
Old : 44: 31 31 . . 4 . . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 37.4 75.4 56.4 54.6 33.9 68.2 52.3
Old : 59.0 37.4 75.4 56.4 54.6 33.9 68.2 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,990: 38,875 36,330 2,300 3,835 425 100 0 0 0 1,375 0: 290 25
Old : 41,990: 38,875 36,330 2,300 3,835 425 100 0 0 0 1,375 0: 290 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 8,285: 8,095 8,770 0 -600 150 -100 0 0 0 0 0: 140 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 86.5 5.5 9.1 1.0 0.2 0.0 0.0 0.0 3.3 0.0: 0.7 0.1
Old : 100.0: 92.6 86.5 5.5 9.1 1.0 0.2 0.0 0.0 0.0 3.3 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 25 9 . . . . 0 0 0 . 0:
Old : 31: 25 9 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 91.1 64.8 98.4 43.4 80.4 63.2 86.2
Old : 43.4 91.1 64.8 98.4 43.4 80.4 63.2 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,880: 46,165 41,925 1,250 4,355 225 0 0 0 0 1,375 0: 240 0
Old : 47,880: 46,165 41,925 1,250 4,355 225 0 0 0 0 1,375 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 5,865: 5,845 5,945 0 0 0 -20 0 -80 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 87.6 2.6 9.1 0.5 0.0 0.0 0.0 0.0 2.9 0.0: 0.5 0.0
Old : 100.0: 96.4 87.6 2.6 9.1 0.5 0.0 0.0 0.0 0.0 2.9 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 29 14 . . . 0 0 0 0 . 0:
Old : 35: 29 14 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 93.3 65.3 98.2 43.5 85.1 65.2 89.1
Old : 43.6 93.3 65.3 98.2 43.5 85.1 65.2 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 381,364: 246,731 342,641 25,180 16,425 4,590 43,158 0 17,708 43,997 0 0: 0 0
Old : 381,364: 246,731 342,641 25,180 16,425 4,590 43,158 0 17,708 43,997 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 3,135: 3,934 3,526 -408 0 0 391 0 -391 -391 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 89.8 6.6 4.3 1.2 11.3 0.0 4.6 11.5 0.0 0.0: 0.0 0.0
Old : 100.0: 64.7 89.8 6.6 4.3 1.2 11.3 0.0 4.6 11.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 27 . . . . 0 . . 0 0:
Old : 37: 22 27 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 46.4 76.2 67.5 43.2 43.6 57.2 54.2
Old : 53.3 46.4 76.2 67.5 43.2 43.6 57.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,970: 15,723 24,190 2,524 105 603 4,098 0 380 2,234 4 282: 126 406
Old : 25,970: 15,723 24,190 2,524 105 603 4,098 0 380 2,234 4 282: 126 406
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 211: 61 257 -62 61 -41 41 0 0 256 -22 -44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 93.1 9.7 0.4 2.3 15.8 0.0 1.5 8.6 0.0 1.1: 0.5 1.6
Old : 100.0: 60.5 93.1 9.7 0.4 2.3 15.8 0.0 1.5 8.6 0.0 1.1: 0.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 28 . . . . 0 . . . .:
Old : 40: 20 28 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 39.5 72.9 62.5 43.0 37.5 63.4 52.2
Old : 46.8 39.5 72.9 62.5 43.0 37.5 63.4 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 13,880: 10,176 11,746 933 0 828 375 0 1,078 490 228 0: 0 0
Old : 13,880: 10,176 11,746 933 0 828 375 0 1,078 490 228 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -1,532: -852 -1,176 256 0 -408 -144 0 0 -384 76 0: 0 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 84.6 6.7 0.0 6.0 2.7 0.0 7.8 3.5 1.6 0.0: 0.0 0.0
Old : 100.0: 73.3 84.6 6.7 0.0 6.0 2.7 0.0 7.8 3.5 1.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 10 . 0 . . 0 . . . 0:
Old : 26: 17 10 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 81.8 80.6 96.9 32.0 69.1 54.6 70.0
Old : 53.7 81.8 80.6 96.9 32.0 69.1 54.6 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 541,030: 437,439 502,818 66,835 5,332 12,136 3,484 0 20,744 392 0 0: 0 0
Old : 541,030: 437,439 502,818 66,835 5,332 12,136 3,484 0 20,744 392 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -16,280: -11,968 -16,280 -4,664 0 0 352 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 92.9 12.4 1.0 2.2 0.6 0.0 3.8 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 80.9 92.9 12.4 1.0 2.2 0.6 0.0 3.8 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 19 . . . . 0 . . 0 0:
Old : 32: 23 19 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 84.8 78.2 93.7 57.0 74.4 69.7 76.6
Old : 59.1 84.8 78.2 93.7 57.0 74.4 69.7 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 50,484: 35,117 46,354 3,156 1,044 122 3,608 0 1,844 5,511 0 676: 450 444
Old : 50,484: 35,117 46,354 3,156 1,044 122 3,608 0 1,844 5,511 0 676: 450 444
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -1,472: -1,461 -1,554 0 0 0 -96 0 21 -40 0 40: 64 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 91.8 6.3 2.1 0.2 7.1 0.0 3.7 10.9 0.0 1.3: 0.9 0.9
Old : 100.0: 69.6 91.8 6.3 2.1 0.2 7.1 0.0 3.7 10.9 0.0 1.3: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 18 . . . . 0 . . 0 .:
Old : 30: 20 18 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 86.3 76.7 93.5 50.6 77.3 67.3 80.2
Old : 54.3 86.3 76.7 93.5 50.6 77.3 67.3 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 53,951: 53,951 44,704 0 3,431 0 0 5,816 0 0 0 0: 0 0
Old : 53,951: 53,951 44,704 0 3,431 0 0 5,816 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 1,520: 1,520 0 0 0 0 0 1,520 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 82.9 0.0 6.4 0.0 0.0 10.8 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 100.0 82.9 0.0 6.4 0.0 0.0 10.8 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 0 . 0 0 . 0 0 0 0:
Old : 21: 12 11 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 70.8 95.7 90.8 66.5 67.0 78.5 77.8
Old : 72.0 70.8 95.7 90.8 66.5 67.0 78.5 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 16,329: 10,415 13,708 0 906 903 842 0 0 3,509 0 490: 170 322
Old : 16,329: 10,415 13,708 0 906 903 842 0 0 3,509 0 490: 170 322
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 211: 126 343 -24 -156 24 0 0 0 44 0 0: 41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 83.9 0.0 5.5 5.5 5.2 0.0 0.0 21.5 0.0 3.0: 1.0 2.0
Old : 100.0: 63.8 83.9 0.0 5.5 5.5 5.2 0.0 0.0 21.5 0.0 3.0: 1.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 18 0 4 . . 0 0 4 0 .:
Old : 28: 16 18 0 4 . . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 54.2 65.9 73.2 38.0 51.1 57.3 63.5
Old : 45.3 54.2 65.9 73.2 38.0 51.1 57.3 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 184,659: 126,885 181,619 21,768 0 0 784 0 0 32,182 0 3,040: 0 0
Old : 184,659: 126,885 181,619 21,768 0 0 784 0 0 32,182 0 3,040: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 13,761: 14,521 13,761 -760 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 98.4 11.8 0.0 0.0 0.4 0.0 0.0 17.4 0.0 1.6: 0.0 0.0
Old : 100.0: 68.7 98.4 11.8 0.0 0.0 0.4 0.0 0.0 17.4 0.0 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 18 . 0 0 . 0 0 . 0 .:
Old : 26: 14 18 . 0 0 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 59.1 87.1 81.6 47.7 48.7 61.7 60.6
Old : 70.0 59.1 87.1 81.6 47.7 48.7 61.7 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 11,015: 6,488 10,051 2,226 0 366 1,438 0 242 44 164 0: 211 192
Old : 11,015: 6,488 10,051 2,226 0 366 1,438 0 242 44 164 0: 211 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 660: 581 678 -47 0 44 82 0 0 0 -60 -22: 22 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 91.2 20.2 0.0 3.3 13.1 0.0 2.2 0.4 1.5 0.0: 1.9 1.7
Old : 100.0: 58.9 91.2 20.2 0.0 3.3 13.1 0.0 2.2 0.4 1.5 0.0: 1.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 19 4 0 . . 0 . . . 0:
Old : 29: 14 19 4 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 54.1 80.2 73.0 48.8 53.1 70.5 68.4
Old : 55.8 54.1 80.2 73.0 48.8 53.1 70.5 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 111,533: 89,143 104,263 11,240 1,841 3,102 4,961 0 2,327 760 0 0: 0 0
Old : 111,533: 89,143 104,263 11,240 1,841 3,102 4,961 0 2,327 760 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 1,520: 0 2,280 0 -760 0 1,520 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 93.5 10.1 1.7 2.8 4.4 0.0 2.1 0.7 0.0 0.0: 0.0 0.0
Old : 100.0: 79.9 93.5 10.1 1.7 2.8 4.4 0.0 2.1 0.7 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 17 . . . . 0 . . 0 0:
Old : 30: 16 17 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 61.8 80.7 79.6 51.8 56.7 73.0 70.8
Old : 56.6 61.8 80.7 79.6 51.8 56.7 73.0 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 22,055: 15,981 13,242 0 1,072 4,306 0 1,974 1,461 307 0 0: 0 0
Old : 22,055: 15,981 13,242 0 1,072 4,306 0 1,974 1,461 307 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 869: 331 1,149 0 -794 564 0 -24 -26 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 60.0 0.0 4.9 19.5 0.0 9.0 6.6 1.4 0.0 0.0: 0.0 0.0
Old : 100.0: 72.5 60.0 0.0 4.9 19.5 0.0 9.0 6.6 1.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 14 0 . . 0 . . . 0 0:
Old : 24: 17 14 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 63.1 90.3 85.5 49.8 33.9 52.7 52.0
Old : 73.5 63.1 90.3 85.5 49.8 33.9 52.7 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,060: 16,795 13,630 2,675 5,505 0 0 925 0 0 0 0: 590 0
Old : 20,060: 16,795 13,630 2,675 5,505 0 0 925 0 0 0 0: 590 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 140: 140 140 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 67.9 13.3 27.4 0.0 0.0 4.6 0.0 0.0 0.0 0.0: 2.9 0.0
Old : 100.0: 83.7 67.9 13.3 27.4 0.0 0.0 4.6 0.0 0.0 0.0 0.0: 2.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 12 . . 0 0 . 0 0 0 0:
Old : 25: 17 12 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 79.1 78.8 95.2 46.1 75.0 67.8 78.9
Old : 47.4 79.1 78.8 95.2 46.1 75.0 67.8 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,040: 14,610 10,185 1,850 5,855 0 0 1,000 0 0 0 0: 580 0
Old : 17,040: 14,610 10,185 1,850 5,855 0 0 1,000 0 0 0 0: 580 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 59.8 10.9 34.4 0.0 0.0 5.9 0.0 0.0 0.0 0.0: 3.4 0.0
Old : 100.0: 85.7 59.8 10.9 34.4 0.0 0.0 5.9 0.0 0.0 0.0 0.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 9 . . 0 0 . 0 0 0 0:
Old : 23: 15 9 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 79.0 77.5 96.4 42.3 76.1 63.9 79.2
Old : 50.5 79.0 77.5 96.4 42.3 76.1 63.9 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,355: 25,255 18,565 0 1,320 0 100 0 0 0 5,400 0: 0 70
Old : 25,355: 25,255 18,565 0 1,320 0 100 0 0 0 5,400 0: 0 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 900: 900 1,100 0 0 0 0 0 0 0 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.6 73.2 0.0 5.2 0.0 0.4 0.0 0.0 0.0 21.3 0.0: 0.0 0.3
Old : 100.0: 99.6 73.2 0.0 5.2 0.0 0.4 0.0 0.0 0.0 21.3 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 22 10 0 . 0 . 0 0 0 . 0:
Old : 29: 22 10 0 . 0 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 77.1 79.2 97.7 52.8 72.8 69.6 85.1
Old : 57.0 77.1 79.2 97.7 52.8 72.8 69.6 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,575: 16,575 12,245 0 1,320 0 0 0 0 0 3,000 0: 0 10
Old : 16,575: 16,575 12,245 0 1,320 0 0 0 0 0 3,000 0: 0 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 1,100: 1,100 500 0 0 0 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 73.9 0.0 8.0 0.0 0.0 0.0 0.0 0.0 18.1 0.0: 0.0 0.1
Old : 100.0: 100.0 73.9 0.0 8.0 0.0 0.0 0.0 0.0 0.0 18.1 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 18 6 0 . 0 0 0 0 0 . 0:
Old : 23: 18 6 0 . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 83.4 78.3 99.9 58.6 81.4 78.3 95.1
Old : 58.6 83.4 78.3 99.9 58.6 81.4 78.3 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,090: 17,830 17,415 0 1,130 495 50 50 0 0 0 0: 715 0
Old : 19,090: 17,830 17,415 0 1,130 495 50 50 0 0 0 0: 715 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 1,125: 1,125 1,125 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 91.2 0.0 5.9 2.6 0.3 0.3 0.0 0.0 0.0 0.0: 3.7 0.0
Old : 100.0: 93.4 91.2 0.0 5.9 2.6 0.3 0.3 0.0 0.0 0.0 0.0: 3.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 8 0 . . . . 0 0 0 0:
Old : 24: 16 8 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 85.4 87.3 99.0 65.2 85.4 82.0 90.6
Old : 70.2 85.4 87.3 99.0 65.2 85.4 82.0 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,435: 18,280 19,385 300 0 0 200 50 0 0 0 0: 655 0
Old : 19,435: 18,280 19,385 300 0 0 200 50 0 0 0 0: 655 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 360: 360 310 0 0 0 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 99.7 1.5 0.0 0.0 1.0 0.3 0.0 0.0 0.0 0.0: 3.4 0.0
Old : 100.0: 94.1 99.7 1.5 0.0 0.0 1.0 0.3 0.0 0.0 0.0 0.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 21 10 . 0 0 . . 0 0 0 0:
Old : 26: 21 10 . 0 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 94.1 67.7 99.0 42.5 82.7 57.1 82.7
Old : 50.2 94.1 67.7 99.0 42.5 82.7 57.1 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,250: 18,970 20,220 390 0 5 250 25 0 0 0 0: 635 0
Old : 20,250: 18,970 20,220 390 0 5 250 25 0 0 0 0: 635 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 390: 390 390 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 99.9 1.9 0.0 0.0 1.2 0.1 0.0 0.0 0.0 0.0: 3.1 0.0
Old : 100.0: 93.7 99.9 1.9 0.0 0.0 1.2 0.1 0.0 0.0 0.0 0.0: 3.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 23 9 . 0 . . . 0 0 0 0:
Old : 27: 23 9 . 0 . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 95.2 67.9 99.5 43.5 84.0 59.5 84.3
Old : 49.6 95.2 67.9 99.5 43.5 84.0 59.5 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 106,806: 94,318 101,150 4,872 0 4,606 1,710 0 520 550 480 50: 180 0
Old : 106,806: 94,318 101,150 4,872 0 4,606 1,710 0 520 550 480 50: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 2,181: 2,281 2,381 0 0 -150 100 0 -50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 94.7 4.6 0.0 4.3 1.6 0.0 0.5 0.5 0.4 0.0: 0.2 0.0
Old : 100.0: 88.3 94.7 4.6 0.0 4.3 1.6 0.0 0.5 0.5 0.4 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 29 29 4 0 . . 0 . . . .:
Old : 46: 29 29 4 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 64.3 58.5 84.3 33.6 60.8 46.5 68.9
Old : 42.7 64.3 58.5 84.3 33.6 60.8 46.5 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 136,102: 121,243 131,000 6,307 0 4,452 3,560 0 270 200 380 0: 70 0
Old : 136,102: 121,243 131,000 6,307 0 4,452 3,560 0 270 200 380 0: 70 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 6,062: 5,461 6,221 700 0 -199 50 0 50 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 96.3 4.6 0.0 3.3 2.6 0.0 0.2 0.1 0.3 0.0: 0.1 0.0
Old : 100.0: 89.1 96.3 4.6 0.0 3.3 2.6 0.0 0.2 0.1 0.3 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 34 35 4 0 . . 0 . . . 0:
Old : 52: 34 35 4 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 61.0 55.8 82.1 29.3 54.4 46.5 68.9
Old : 36.1 61.0 55.8 82.1 29.3 54.4 46.5 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 156,487: 120,794 123,652 1,681 14,591 6,479 3,673 652 2,067 17,043 4,281 4,635: 115 130
Old : 156,487: 120,794 123,652 1,681 14,591 6,479 3,673 652 2,067 17,043 4,281 4,635: 115 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 4,605: 4,643 2,066 -101 1,887 153 170 0 -50 -390 364 185: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 79.0 1.1 9.3 4.1 2.3 0.4 1.3 10.9 2.7 3.0: 0.1 0.1
Old : 100.0: 77.2 79.0 1.1 9.3 4.1 2.3 0.4 1.3 10.9 2.7 3.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 38 33 . . 4 . . . 8 . 6:
Old : 64: 38 33 . . 4 . . . 8 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 67.1 61.0 77.3 38.4 62.6 60.1 71.2
Old : 39.3 67.1 61.0 77.3 38.4 62.6 60.1 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 93,581: 77,233 81,855 6,583 2,905 5,535 1,379 50 866 1,000 1,620 750: 235 0
Old : 93,581: 77,233 81,855 6,583 2,905 5,535 1,379 50 866 1,000 1,620 750: 235 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 855: 1,580 -10 -1,610 -20 885 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 87.5 7.0 3.1 5.9 1.5 0.1 0.9 1.1 1.7 0.8: 0.3 0.0
Old : 100.0: 82.5 87.5 7.0 3.1 5.9 1.5 0.1 0.9 1.1 1.7 0.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 32 29 . . 4 . . . . . .:
Old : 51: 32 29 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 77.3 61.8 86.6 39.6 73.7 58.3 79.8
Old : 42.3 77.3 61.8 86.6 39.6 73.7 58.3 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,845: 15,750 15,660 300 505 560 620 1,120 0 0 0 0: 615 0
Old : 17,845: 15,750 15,660 300 505 560 620 1,120 0 0 0 0: 615 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 70: 20 30 -15 25 15 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 87.8 1.7 2.8 3.1 3.5 6.3 0.0 0.0 0.0 0.0: 3.4 0.0
Old : 100.0: 88.3 87.8 1.7 2.8 3.1 3.5 6.3 0.0 0.0 0.0 0.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 22 13 . . . . . 0 0 0 0:
Old : 29: 22 13 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 75.8 72.5 95.3 52.3 73.0 72.0 84.4
Old : 52.3 75.8 72.5 95.3 52.3 73.0 72.0 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,885: 14,395 15,580 450 360 555 1,000 365 25 0 0 0: 460 0
Old : 16,885: 14,395 15,580 450 360 555 1,000 365 25 0 0 0: 460 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 50: -100 50 0 0 0 150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 92.3 2.7 2.1 3.3 5.9 2.2 0.1 0.0 0.0 0.0: 2.7 0.0
Old : 100.0: 85.3 92.3 2.7 2.1 3.3 5.9 2.2 0.1 0.0 0.0 0.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 13 . . . . . . 0 0 0:
Old : 28: 18 13 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 79.4 69.9 97.1 46.6 70.4 69.8 83.3
Old : 46.6 79.4 69.9 97.1 46.6 70.4 69.8 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 14,330: 10,920 12,305 1,260 0 1,260 150 0 150 0 0 0: 590 615
Old : 14,330: 10,920 12,305 1,260 0 1,260 150 0 150 0 0 0: 590 615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 1,970: 390 1,955 1,260 -90 60 0 0 0 0 0 0: 260 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 85.9 8.8 0.0 8.8 1.0 0.0 1.0 0.0 0.0 0.0: 4.1 4.3
Old : 100.0: 76.2 85.9 8.8 0.0 8.8 1.0 0.0 1.0 0.0 0.0 0.0: 4.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 20 . 0 . . 0 . 0 0 0:
Old : 29: 16 20 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 41.8 79.3 73.0 44.5 35.0 63.7 56.5
Old : 54.5 41.8 79.3 73.0 44.5 35.0 63.7 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 14,897: 11,008 12,814 412 200 1,104 172 0 148 1,381 0 217: 455 414
Old : 14,897: 11,008 12,814 412 200 1,104 172 0 148 1,381 0 217: 455 414
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 390: -130 374 48 0 -8 0 0 0 576 0 144: -240 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 86.0 2.8 1.3 7.4 1.2 0.0 1.0 9.3 0.0 1.5: 3.1 2.8
Old : 100.0: 73.9 86.0 2.8 1.3 7.4 1.2 0.0 1.0 9.3 0.0 1.5: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 17 . . . . 0 . . 0 .:
Old : 30: 21 17 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 62.6 67.1 82.6 21.7 36.1 31.6 41.8
Old : 44.5 62.6 67.1 82.6 21.7 36.1 31.6 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 11,024: 5,615 8,529 3,850 0 20 0 2,475 0 1,239 0 0: 300 0
Old : 11,024: 5,615 8,529 3,850 0 20 0 2,475 0 1,239 0 0: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 77.4 34.9 0.0 0.2 0.0 22.5 0.0 11.2 0.0 0.0: 2.7 0.0
Old : 100.0: 50.9 77.4 34.9 0.0 0.2 0.0 22.5 0.0 11.2 0.0 0.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . 0 . 0 . 0 . 0 0:
Old : 22: 10 11 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 77.9 91.7 94.7 76.8 77.9 89.4 93.9
Old : 77.0 77.9 91.7 94.7 76.8 77.9 89.4 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 197,822: 110,230 155,464 68,554 0 2,735 0 39,623 0 16,303 0 0: 0 0
Old : 197,822: 110,230 155,464 68,554 0 2,735 0 39,623 0 16,303 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 78.6 34.7 0.0 1.4 0.0 20.0 0.0 8.2 0.0 0.0: 0.0 0.0
Old : 100.0: 55.7 78.6 34.7 0.0 1.4 0.0 20.0 0.0 8.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 11 . 0 . 0 . 0 . 0 0:
Old : 22: 11 11 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 81.7 90.3 94.5 69.2 81.7 86.4 93.5
Old : 70.8 81.7 90.3 94.5 69.2 81.7 86.4 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 MEGAWATT HOURS) :
: : Positions :
All : 1,413,377: 466,412 1,386,171 919,759 0 27,206 0 0 0 0 0 0: 0 0
Old : 1,413,377: 466,412 1,386,171 919,759 0 27,206 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 98.1 65.1 0.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 33.0 98.1 65.1 0.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 15 . 0 . 0 0 0 0 0 0:
Old : 22: 11 15 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.1 85.1 99.1 93.0 83.3 74.6 84.8 80.3
Old : 91.1 85.1 99.1 93.0 83.3 74.6 84.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 146,350: 133,488 80,449 1,074 56,925 3,551 4,065 0 2,870 1,280 2,533 22: 0 0
Old : 146,350: 133,488 80,449 1,074 56,925 3,551 4,065 0 2,870 1,280 2,533 22: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 420: 0 0 0 1,280 -860 0 0 0 1,280 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 55.0 0.7 38.9 2.4 2.8 0.0 2.0 0.9 1.7 0.0: 0.0 0.0
Old : 100.0: 91.2 55.0 0.7 38.9 2.4 2.8 0.0 2.0 0.9 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 21 . . . . 0 . . . .:
Old : 35: 20 21 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 70.7 82.1 83.6 32.5 45.0 48.6 51.8
Old : 61.4 70.7 82.1 83.6 32.5 45.0 48.6 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 3,022,460: 2,600,899 1,259,084 171,320 1,205,199 249,457 0 308,720 0 784 0 0: 0 0
Old : 3,022,460: 2,600,899 1,259,084 171,320 1,205,199 249,457 0 308,720 0 784 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 41.7 5.7 39.9 8.3 0.0 10.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.1 41.7 5.7 39.9 8.3 0.0 10.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 19 . . . 0 . 0 . 0 0:
Old : 34: 21 19 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 82.3 90.1 94.7 47.1 57.7 59.2 63.0
Old : 72.4 82.3 90.1 94.7 47.1 57.7 59.2 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 20,598: 19,938 15,683 0 1,757 220 0 1,363 440 0 880 0: 0 255
Old : 20,598: 19,938 15,683 0 1,757 220 0 1,363 440 0 880 0: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 76.1 0.0 8.5 1.1 0.0 6.6 2.1 0.0 4.3 0.0: 0.0 1.2
Old : 100.0: 96.8 76.1 0.0 8.5 1.1 0.0 6.6 2.1 0.0 4.3 0.0: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 0 . . 0 . . 0 . 0:
Old : 20: 11 9 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 82.6 91.7 94.8 62.9 78.9 88.1 89.9
Old : 65.6 82.6 91.7 94.8 62.9 78.9 88.1 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 32,951: 27,236 29,208 0 1,440 1,885 3,412 0 418 0 0 0: 0 0
Old : 32,951: 27,236 29,208 0 1,440 1,885 3,412 0 418 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 88.6 0.0 4.4 5.7 10.4 0.0 1.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.7 88.6 0.0 4.4 5.7 10.4 0.0 1.3 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 10 0 . . . 0 . 0 0 0:
Old : 20: 14 10 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 84.4 77.7 97.6 48.8 68.0 69.3 75.8
Old : 50.2 84.4 77.7 97.6 48.8 68.0 69.3 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 60,880: 49,844 46,361 0 3,015 6,362 0 147 3,908 725 0 41: 0 1,046
Old : 60,880: 49,844 46,361 0 3,015 6,362 0 147 3,908 725 0 41: 0 1,046
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 76.2 0.0 5.0 10.5 0.0 0.2 6.4 1.2 0.0 0.1: 0.0 1.7
Old : 100.0: 81.9 76.2 0.0 5.0 10.5 0.0 0.2 6.4 1.2 0.0 0.1: 0.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 15 0 . . 0 . . . 0 .:
Old : 27: 17 15 0 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 74.3 83.2 91.8 53.1 58.6 64.5 67.0
Old : 60.4 74.3 83.2 91.8 53.1 58.6 64.5 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 37,987: 27,871 33,168 3,433 286 2,243 0 0 0 2,172 0 2,268: 0 22
Old : 37,987: 27,871 33,168 3,433 286 2,243 0 0 0 2,172 0 2,268: 0 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 87.3 9.0 0.8 5.9 0.0 0.0 0.0 5.7 0.0 6.0: 0.0 0.1
Old : 100.0: 73.4 87.3 9.0 0.8 5.9 0.0 0.0 0.0 5.7 0.0 6.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 13 . . . 0 0 0 . 0 .:
Old : 22: 14 13 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 60.4 87.7 84.1 49.8 41.6 56.2 54.3
Old : 60.6 60.4 87.7 84.1 49.8 41.6 56.2 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 22,198: 18,622 19,402 2,723 1,921 853 0 0 0 0 0 0: 0 22
Old : 22,198: 18,622 19,402 2,723 1,921 853 0 0 0 0 0 0: 0 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 87.4 12.3 8.7 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.1
Old : 100.0: 83.9 87.4 12.3 8.7 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 10 . . . 0 0 0 0 0 0:
Old : 23: 15 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 71.4 82.6 98.2 60.1 68.0 80.8 91.4
Old : 60.7 71.4 82.6 98.2 60.1 68.0 80.8 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 358,925: 330,901 318,637 0 12,888 0 4,544 0 23,480 0 3,920 0: 0 0
Old : 358,925: 330,901 318,637 0 12,888 0 4,544 0 23,480 0 3,920 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 88.8 0.0 3.6 0.0 1.3 0.0 6.5 0.0 1.1 0.0: 0.0 0.0
Old : 100.0: 92.2 88.8 0.0 3.6 0.0 1.3 0.0 6.5 0.0 1.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 0 . 0 . 0 . 0 . 0:
Old : 21: 12 11 0 . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 84.9 94.8 95.7 61.8 80.6 85.8 86.2
Old : 63.7 84.9 94.8 95.7 61.8 80.6 85.8 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 650,870: 329,277 468,687 138,474 113,520 64,743 114,456 0 3,920 0 0 0: 0 0
Old : 650,870: 329,277 468,687 138,474 113,520 64,743 114,456 0 3,920 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 72.0 21.3 17.4 9.9 17.6 0.0 0.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 50.6 72.0 21.3 17.4 9.9 17.6 0.0 0.6 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 14 . . . . 0 . 0 0 0:
Old : 21: 15 14 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 73.2 93.5 87.7 62.2 62.6 75.6 73.3
Old : 74.5 73.2 93.5 87.7 62.2 62.6 75.6 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,573,587: 962,893 981,824 135,341 299,263 221,180 166,880 0 70,560 15,973 0 760: 0 0
Old : 1,573,587: 962,893 981,824 135,341 299,263 221,180 166,880 0 70,560 15,973 0 760: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 62.4 8.6 19.0 14.1 10.6 0.0 4.5 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.2 62.4 8.6 19.0 14.1 10.6 0.0 4.5 1.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 11 . . . . 0 . . 0 .:
Old : 26: 17 11 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 83.8 84.5 97.5 50.4 68.7 64.6 73.1
Old : 59.1 83.8 84.5 97.5 50.4 68.7 64.6 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 547,659: 316,281 514,139 11,248 20,976 12,544 0 0 0 207,586 0 0: 0 0
Old : 547,659: 316,281 514,139 11,248 20,976 12,544 0 0 0 207,586 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 93.9 2.1 3.8 2.3 0.0 0.0 0.0 37.9 0.0 0.0: 0.0 0.0
Old : 100.0: 57.8 93.9 2.1 3.8 2.3 0.0 0.0 0.0 37.9 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 11 . . . 0 0 0 . 0 0:
Old : 21: 13 11 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 68.5 93.8 92.0 68.1 63.5 80.4 78.8
Old : 79.2 68.5 93.8 92.0 68.1 63.5 80.4 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 338,800: 288,240 287,768 48,992 49,464 1,568 0 0 0 0 0 0: 0 0
Old : 338,800: 288,240 287,768 48,992 49,464 1,568 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 84.9 14.5 14.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.1 84.9 14.5 14.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 11 . . . 0 0 0 0 0 0:
Old : 20: 10 11 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 82.2 94.7 96.6 66.2 76.4 90.0 90.3
Old : 68.4 82.2 94.7 96.6 66.2 76.4 90.0 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,268: 13,590 19,563 4,105 0 1,800 70 25 50 1,848 0 0: 805 830
Old : 22,268: 13,590 19,563 4,105 0 1,800 70 25 50 1,848 0 0: 805 830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 300: 320 480 0 0 0 0 0 0 0 0 0: -20 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 87.9 18.4 0.0 8.1 0.3 0.1 0.2 8.3 0.0 0.0: 3.6 3.7
Old : 100.0: 61.0 87.9 18.4 0.0 8.1 0.3 0.1 0.2 8.3 0.0 0.0: 3.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 15 . 0 . . . . . 0 0:
Old : 26: 12 15 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 53.7 89.4 80.6 62.0 53.7 81.0 78.1
Old : 70.3 53.7 89.4 80.6 62.0 53.7 81.0 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,996: 11,051 16,611 3,790 0 1,550 20 25 100 1,816 0 0: 669 710
Old : 18,996: 11,051 16,611 3,790 0 1,550 20 25 100 1,816 0 0: 669 710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 300: 310 480 0 0 0 0 0 0 0 0 0: -10 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 87.4 20.0 0.0 8.2 0.1 0.1 0.5 9.6 0.0 0.0: 3.5 3.7
Old : 100.0: 58.2 87.4 20.0 0.0 8.2 0.1 0.1 0.5 9.6 0.0 0.0: 3.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 15 . 0 . . . . . 0 0:
Old : 24: 10 15 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.6 50.4 93.8 80.4 69.8 50.4 82.1 75.6
Old : 79.6 50.4 93.8 80.4 69.8 50.4 82.1 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,951: 23,670 22,865 0 1,296 1,520 1,100 30 20 1,523 2,570 650: 468 0
Old : 28,951: 23,670 22,865 0 1,296 1,520 1,100 30 20 1,523 2,570 650: 468 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 167: 417 212 0 205 -250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 79.0 0.0 4.5 5.3 3.8 0.1 0.1 5.3 8.9 2.2: 1.6 0.0
Old : 100.0: 81.8 79.0 0.0 4.5 5.3 3.8 0.1 0.1 5.3 8.9 2.2: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 21 0 . . . . . . . .:
Old : 33: 22 21 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 50.2 79.2 73.5 55.9 47.5 67.6 64.7
Old : 64.4 50.2 79.2 73.5 55.9 47.5 67.6 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,272: 11,825 15,739 2,191 2,975 225 805 0 0 3,655 0 35: 536 298
Old : 19,272: 11,825 15,739 2,191 2,975 225 805 0 0 3,655 0 35: 536 298
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 130: 130 225 0 205 0 0 0 0 0 0 0: 0 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 81.7 11.4 15.4 1.2 4.2 0.0 0.0 19.0 0.0 0.2: 2.8 1.5
Old : 100.0: 61.4 81.7 11.4 15.4 1.2 4.2 0.0 0.0 19.0 0.0 0.2: 2.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 16 . . . . 0 0 . 0 .:
Old : 27: 17 16 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 48.1 83.6 74.9 53.4 39.9 66.8 56.8
Old : 67.9 48.1 83.6 74.9 53.4 39.9 66.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,705: 20,480 13,749 212 6,293 213 0 1,190 65 0 100 0: 735 95
Old : 21,705: 20,480 13,749 212 6,293 213 0 1,190 65 0 100 0: 735 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -24: 19 394 -245 -176 78 0 -320 0 0 0 0: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 63.3 1.0 29.0 1.0 0.0 5.5 0.3 0.0 0.5 0.0: 3.4 0.4
Old : 100.0: 94.4 63.3 1.0 29.0 1.0 0.0 5.5 0.3 0.0 0.5 0.0: 3.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 22 . . . 0 . . 0 . 0:
Old : 35: 24 22 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 51.7 70.6 78.3 48.4 48.3 62.9 69.9
Old : 52.0 51.7 70.6 78.3 48.4 48.3 62.9 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,379: 18,170 12,040 290 5,923 200 0 941 175 0 0 0: 544 100
Old : 19,379: 18,170 12,040 290 5,923 200 0 941 175 0 0 0: 544 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 585: 500 232 0 305 0 0 58 -10 0 0 0: 95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 62.1 1.5 30.6 1.0 0.0 4.9 0.9 0.0 0.0 0.0: 2.8 0.5
Old : 100.0: 93.8 62.1 1.5 30.6 1.0 0.0 4.9 0.9 0.0 0.0 0.0: 2.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 17 . . . 0 . . 0 0 0:
Old : 32: 21 17 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 50.7 75.1 74.6 58.3 44.9 66.8 63.8
Old : 61.0 50.7 75.1 74.6 58.3 44.9 66.8 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,905: 12,060 11,590 925 1,230 635 0 450 0 100 0 0: 185 0
Old : 13,905: 12,060 11,590 925 1,230 635 0 450 0 100 0 0: 185 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 450: 920 80 -230 0 20 0 350 0 0 0 0: -260 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 83.4 6.7 8.8 4.6 0.0 3.2 0.0 0.7 0.0 0.0: 1.3 0.0
Old : 100.0: 86.7 83.4 6.7 8.8 4.6 0.0 3.2 0.0 0.7 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 11 . . . 0 . 0 . 0 0:
Old : 25: 13 11 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 65.0 79.3 87.7 50.8 57.6 72.6 77.9
Old : 50.8 65.0 79.3 87.7 50.8 57.6 72.6 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,384: 7,564 8,109 390 565 495 0 210 0 0 0 0: 935 5
Old : 9,384: 7,564 8,109 390 565 495 0 210 0 0 0 0: 935 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -795: -1,245 -465 -25 5 -105 0 0 0 0 0 0: 580 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 86.4 4.2 6.0 5.3 0.0 2.2 0.0 0.0 0.0 0.0: 10.0 0.1
Old : 100.0: 80.6 86.4 4.2 6.0 5.3 0.0 2.2 0.0 0.0 0.0 0.0: 10.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . . . 0 . 0 0 0 0:
Old : 20: 12 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 64.2 74.4 93.8 46.7 50.2 60.6 70.1
Old : 48.6 64.2 74.4 93.8 46.7 50.2 60.6 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,335: 13,055 11,495 1,025 0 1,560 0 1,955 340 50 875 0: 305 110
Old : 16,335: 13,055 11,495 1,025 0 1,560 0 1,955 340 50 875 0: 305 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 2,200: 325 2,050 390 -1,410 1,460 0 -25 25 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 70.4 6.3 0.0 9.6 0.0 12.0 2.1 0.3 5.4 0.0: 1.9 0.7
Old : 100.0: 79.9 70.4 6.3 0.0 9.6 0.0 12.0 2.1 0.3 5.4 0.0: 1.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 23 21 . 0 . 0 . . . . 0:
Old : 35: 23 21 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 45.4 66.7 70.6 42.6 38.6 56.3 57.4
Old : 50.3 45.4 66.7 70.6 42.6 38.6 56.3 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 8,512: 6,912 7,077 0 785 0 630 0 450 0 200 0: 520 0
Old : 8,512: 6,912 7,077 0 785 0 630 0 450 0 200 0: 520 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 220: 300 100 0 120 0 -120 0 0 0 0 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 83.1 0.0 9.2 0.0 7.4 0.0 5.3 0.0 2.3 0.0: 6.1 0.0
Old : 100.0: 81.2 83.1 0.0 9.2 0.0 7.4 0.0 5.3 0.0 2.3 0.0: 6.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 13 0 . 0 . 0 . 0 . 0:
Old : 20: 15 13 0 . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 64.3 81.1 89.9 46.4 57.1 66.2 75.9
Old : 55.5 64.3 81.1 89.9 46.4 57.1 66.2 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,005: 60,016 56,760 0 3,315 2,295 290 0 0 0 0 0: 2,404 2,635
Old : 65,005: 60,016 56,760 0 3,315 2,295 290 0 0 0 0 0: 2,404 2,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 710: 710 710 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 87.3 0.0 5.1 3.5 0.4 0.0 0.0 0.0 0.0 0.0: 3.7 4.1
Old : 100.0: 92.3 87.3 0.0 5.1 3.5 0.4 0.0 0.0 0.0 0.0 0.0: 3.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 21 0 . . . 0 0 0 0 0:
Old : 29: 16 21 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 75.4 91.4 88.1 81.4 71.1 84.8 80.0
Old : 82.5 75.4 91.4 88.1 81.4 71.1 84.8 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,017: 56,567 52,522 0 3,615 2,170 0 0 0 0 0 0: 2,280 2,710
Old : 61,017: 56,567 52,522 0 3,615 2,170 0 0 0 0 0 0: 2,280 2,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 60: 60 60 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 86.1 0.0 5.9 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 4.4
Old : 100.0: 92.7 86.1 0.0 5.9 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 19 0 . . 0 0 0 0 0 0:
Old : 25: 16 19 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.8 77.0 92.2 88.8 81.3 71.7 84.6 79.6
Old : 83.8 77.0 92.2 88.8 81.3 71.7 84.6 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 14,151: 11,595 14,095 1,510 0 0 0 50 0 800 0 6: 240 0
Old : 14,151: 11,595 14,095 1,510 0 0 0 50 0 800 0 6: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 99.6 10.7 0.0 0.0 0.0 0.4 0.0 5.7 0.0 0.0: 1.7 0.0
Old : 100.0: 81.9 99.6 10.7 0.0 0.0 0.0 0.4 0.0 5.7 0.0 0.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 7 . 0 0 0 . 0 . 0 .:
Old : 21: 14 7 . 0 0 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 94.7 83.4 100.0 55.4 90.8 74.8 91.2
Old : 58.5 94.7 83.4 100.0 55.4 90.8 74.8 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 14,962: 13,815 11,875 100 0 500 150 1,010 0 0 1,290 102: 295 185
Old : 14,962: 13,815 11,875 100 0 500 150 1,010 0 0 1,290 102: 295 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 250: 125 125 0 0 0 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 79.4 0.7 0.0 3.3 1.0 6.8 0.0 0.0 8.6 0.7: 2.0 1.2
Old : 100.0: 92.3 79.4 0.7 0.0 3.3 1.0 6.8 0.0 0.0 8.6 0.7: 2.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 10 . 0 . . . 0 0 . .:
Old : 24: 16 10 . 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 63.7 85.0 89.4 53.8 54.0 70.1 73.9
Old : 61.6 63.7 85.0 89.4 53.8 54.0 70.1 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 13,285: 11,600 10,190 425 0 175 200 725 0 0 2,070 0: 885 125
Old : 13,285: 11,600 10,190 425 0 175 200 725 0 0 2,070 0: 885 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 175: 50 50 0 0 0 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 76.7 3.2 0.0 1.3 1.5 5.5 0.0 0.0 15.6 0.0: 6.7 0.9
Old : 100.0: 87.3 76.7 3.2 0.0 1.3 1.5 5.5 0.0 0.0 15.6 0.0: 6.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 8 . 0 . . . 0 0 . 0:
Old : 20: 12 8 . 0 . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 68.4 85.9 93.6 55.6 58.8 69.7 78.8
Old : 62.7 68.4 85.9 93.6 55.6 58.8 69.7 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,577: 20,967 17,607 0 45 40 1,325 4,495 0 0 370 0: 245 20
Old : 22,577: 20,967 17,607 0 45 40 1,325 4,495 0 0 370 0: 245 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 166: 166 26 0 0 0 -20 120 0 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 78.0 0.0 0.2 0.2 5.9 19.9 0.0 0.0 1.6 0.0: 1.1 0.1
Old : 100.0: 92.9 78.0 0.0 0.2 0.2 5.9 19.9 0.0 0.0 1.6 0.0: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 14 0 . . . . 0 0 . 0:
Old : 26: 15 14 0 . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 92.6 89.1 97.1 66.3 89.3 88.4 93.8
Old : 66.7 92.6 89.1 97.1 66.3 89.3 88.4 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,333: 44,474 52,003 2,880 450 620 5,145 1,425 0 1,379 0 677: 3,158 3,158
Old : 58,333: 44,474 52,003 2,880 450 620 5,145 1,425 0 1,379 0 677: 3,158 3,158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 920: 565 705 0 0 0 70 -70 0 0 0 0: 285 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 89.1 4.9 0.8 1.1 8.8 2.4 0.0 2.4 0.0 1.2: 5.4 5.4
Old : 100.0: 76.2 89.1 4.9 0.8 1.1 8.8 2.4 0.0 2.4 0.0 1.2: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 23 . . . . . 0 . 0 .:
Old : 33: 21 23 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 53.0 75.1 73.3 50.3 53.0 67.0 67.7
Old : 51.9 53.0 75.1 73.3 50.3 53.0 67.0 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,937: 33,770 46,290 2,880 365 565 6,160 575 0 4,590 0 0: 1,972 2,142
Old : 49,937: 33,770 46,290 2,880 365 565 6,160 575 0 4,590 0 0: 1,972 2,142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 724: 479 599 0 0 0 120 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 92.7 5.8 0.7 1.1 12.3 1.2 0.0 9.2 0.0 0.0: 3.9 4.3
Old : 100.0: 67.6 92.7 5.8 0.7 1.1 12.3 1.2 0.0 9.2 0.0 0.0: 3.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 21 . . . . . 0 . 0 0:
Old : 33: 20 21 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 53.5 82.2 75.9 55.7 53.5 72.6 69.2
Old : 56.6 53.5 82.2 75.9 55.7 53.5 72.6 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,450: 24,880 21,590 0 1,695 475 0 4,900 0 3,125 325 0: 1,970 1,465
Old : 30,450: 24,880 21,590 0 1,695 475 0 4,900 0 3,125 325 0: 1,970 1,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 250: 250 200 0 0 0 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 70.9 0.0 5.6 1.6 0.0 16.1 0.0 10.3 1.1 0.0: 6.5 4.8
Old : 100.0: 81.7 70.9 0.0 5.6 1.6 0.0 16.1 0.0 10.3 1.1 0.0: 6.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 21 0 . . 0 . 0 . . 0:
Old : 31: 21 21 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 53.3 79.8 71.9 51.3 45.1 59.5 56.2
Old : 52.9 53.3 79.8 71.9 51.3 45.1 59.5 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,605: 23,145 25,275 580 0 445 250 0 750 800 0 0: 635 135
Old : 26,605: 23,145 25,275 580 0 445 250 0 750 800 0 0: 635 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 200: 200 150 0 0 0 -50 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 95.0 2.2 0.0 1.7 0.9 0.0 2.8 3.0 0.0 0.0: 2.4 0.5
Old : 100.0: 87.0 95.0 2.2 0.0 1.7 0.9 0.0 2.8 3.0 0.0 0.0: 2.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 17 . 0 . . 0 . . 0 0:
Old : 28: 19 17 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 57.7 75.2 78.9 50.5 53.5 59.4 64.0
Old : 61.0 57.7 75.2 78.9 50.5 53.5 59.4 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,190: 8,055 17,425 1,200 600 600 0 3,410 490 12,300 200 0: 545 465
Old : 23,190: 8,055 17,425 1,200 600 600 0 3,410 490 12,300 200 0: 545 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 75.1 5.2 2.6 2.6 0.0 14.7 2.1 53.0 0.9 0.0: 2.4 2.0
Old : 100.0: 34.7 75.1 5.2 2.6 2.6 0.0 14.7 2.1 53.0 0.9 0.0: 2.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 13 . . . 0 . . . . 0:
Old : 22: 11 13 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 68.3 91.4 89.2 75.8 59.3 80.0 74.3
Old : 76.5 68.3 91.4 89.2 75.8 59.3 80.0 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,368: 17,435 18,335 0 1,250 3,865 2,800 0 150 2,250 3,300 23: 1,845 1,445
Old : 28,368: 17,435 18,335 0 1,250 3,865 2,800 0 150 2,250 3,300 23: 1,845 1,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 64.6 0.0 4.4 13.6 9.9 0.0 0.5 7.9 11.6 0.1: 6.5 5.1
Old : 100.0: 61.5 64.6 0.0 4.4 13.6 9.9 0.0 0.5 7.9 11.6 0.1: 6.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 21 0 . . . 0 . . . .:
Old : 32: 20 21 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 50.7 75.5 70.2 48.4 40.2 61.8 54.4
Old : 55.5 50.7 75.5 70.2 48.4 40.2 61.8 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, December 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,220: 15,945 13,955 550 2,600 690 25 0 650 0 208 252: 2,108 1,865
Old : 20,220: 15,945 13,955 550 2,600 690 25 0 650 0 208 252: 2,108 1,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 69.0 2.7 12.9 3.4 0.1 0.0 3.2 0.0 1.0 1.2: 10.4 9.2
Old : 100.0: 78.9 69.0 2.7 12.9 3.4 0.1 0.0 3.2 0.0 1.0 1.2: 10.4 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 17 . . . . 0 . 0 . .:
Old : 26: 17 17 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 41.3 73.1 62.2 37.5 32.4 47.8 45.3
Old : 55.2 41.3 73.1 62.2 37.5 32.4 47.8 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2014