COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 85,036: 15,393 22,751 2,015 3,332 2,403 4,646 12,517 4,662 47,751 30,651 6,835: 1,331 1,885
Old : 85,036: 15,393 22,751 2,015 3,332 2,403 4,646 12,517 4,662 47,751 30,651 6,835: 1,331 1,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 4,014: 1,201 -434 90 1,800 -317 1,830 1,439 205 1,240 1,529 -495: 260 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 26.8 2.4 3.9 2.8 5.5 14.7 5.5 56.2 36.0 8.0: 1.6 2.2
Old : 100.0: 18.1 26.8 2.4 3.9 2.8 5.5 14.7 5.5 56.2 36.0 8.0: 1.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 13 13 . . 4 . 4 . 20 9 22:
Old : 52: 13 13 . . 4 . 4 . 20 9 22:
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 : 43.2 42.5 65.7 63.3 42.2 38.6 60.1 55.3
Old : 43.2 42.5 65.7 63.3 42.2 38.6 60.1 55.3
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 - Options and Futures Combined, June 10, 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 : 29,603: 7,915 5,355 1,915 450 981 5,330 765 565 10,582 19,053 1,810: 505 624
Old : 29,603: 7,915 5,355 1,915 450 981 5,330 765 565 10,582 19,053 1,810: 505 624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 140: -210 185 730 -5 5 -585 225 -105 55 -590 160: 90 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 18.1 6.5 1.5 3.3 18.0 2.6 1.9 35.7 64.4 6.1: 1.7 2.1
Old : 100.0: 26.7 18.1 6.5 1.5 3.3 18.0 2.6 1.9 35.7 64.4 6.1: 1.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 10 10 . . 4 . . . 8 11 13:
Old : 39: 10 10 . . 4 . . . 8 11 13:
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 : 49.8 54.5 68.6 70.6 47.3 50.5 65.4 64.7
Old : 49.8 54.5 68.6 70.6 47.3 50.5 65.4 64.7
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 - Options and Futures Combined, June 10, 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 : 166,575: 103,117 107,654 5,376 13,374 19,738 9,775 3,455 10,132 9,801 4,058 7,628: 1,008 538
Old : 166,575: 103,117 107,654 5,376 13,374 19,738 9,775 3,455 10,132 9,801 4,058 7,628: 1,008 538
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -2,119: -1,195 -3,199 -2,303 600 417 706 533 -90 150 -472 175: 21 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 64.6 3.2 8.0 11.8 5.9 2.1 6.1 5.9 2.4 4.6: 0.6 0.3
Old : 100.0: 61.9 64.6 3.2 8.0 11.8 5.9 2.1 6.1 5.9 2.4 4.6: 0.6 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 : 79: 45 49 . 6 7 5 4 7 6 4 10:
Old : 79: 45 49 . 6 7 5 4 7 6 4 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 27.9 51.1 45.1 16.9 17.6 29.7 27.1
Old : 31.6 27.9 51.1 45.1 16.9 17.6 29.7 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 52,214: 20,169 46,101 20,954 3,358 1,477 8,237 0 972 253 154 152: 0 0
Old : 52,214: 20,169 46,101 20,954 3,358 1,477 8,237 0 972 253 154 152: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 847: -230 847 410 104 -104 797 0 0 -26 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 88.3 40.1 6.4 2.8 15.8 0.0 1.9 0.5 0.3 0.3: 0.0 0.0
Old : 100.0: 38.6 88.3 40.1 6.4 2.8 15.8 0.0 1.9 0.5 0.3 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 16 21 . . . . 0 . . . .:
Old : 34: 16 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 : 76.7 50.9 89.4 76.8 74.1 47.3 80.5 71.3
Old : 76.7 50.9 89.4 76.8 74.1 47.3 80.5 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 411,711: 211,854 334,244 113,846 24,870 25,662 30,550 1,976 24,959 4,840 0 0: 0 0
Old : 411,711: 211,854 334,244 113,846 24,870 25,662 30,550 1,976 24,959 4,840 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -3,591: -8,840 -311 4,600 0 -1,968 3,273 -656 -328 -328 -328 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 81.2 27.7 6.0 6.2 7.4 0.5 6.1 1.2 0.0 0.0: 0.0 0.0
Old : 100.0: 51.5 81.2 27.7 6.0 6.2 7.4 0.5 6.1 1.2 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 : 33: 19 17 . . . . . . . 0 0:
Old : 33: 19 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 : 58.2 57.3 82.3 79.3 46.0 50.4 64.1 63.5
Old : 58.2 57.3 82.3 79.3 46.0 50.4 64.1 63.5
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 - Options and Futures Combined, June 10, 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 : 1,569,074: 1,120,698 1,327,756 216,624 32,587 104,772 19,629 14,811 62,009 40,784 3,925 4,558: 0 18,656
Old : 1,569,074: 1,120,698 1,327,756 216,624 32,587 104,772 19,629 14,811 62,009 40,784 3,925 4,558: 0 18,656
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -56,338: -49,900 -55,491 -15,438 1,277 1,044 408 -1,160 -816 8,553 -1,003 -189: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 84.6 13.8 2.1 6.7 1.3 0.9 4.0 2.6 0.3 0.3: 0.0 1.2
Old : 100.0: 71.4 84.6 13.8 2.1 6.7 1.3 0.9 4.0 2.6 0.3 0.3: 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 : 59: 35 35 6 . 6 . . . 5 . .:
Old : 59: 35 35 6 . 6 . . . 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 : 42.7 35.5 63.9 52.9 33.3 28.9 44.9 41.1
Old : 42.7 35.5 63.9 52.9 33.3 28.9 44.9 41.1
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 - Options and Futures Combined, June 10, 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 : 49,810: 41,496 23,807 0 11,407 2,887 642 5,976 4,102 406 1,355 277: -0 0
Old : 49,810: 41,496 23,807 0 11,407 2,887 642 5,976 4,102 406 1,355 277: -0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -3,606: -3,220 -2,049 0 -386 -360 -25 -634 -94 47 -130 46: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 47.8 0.0 22.9 5.8 1.3 12.0 8.2 0.8 2.7 0.6: -0.0 0.0
Old : 100.0: 83.3 47.8 0.0 22.9 5.8 1.3 12.0 8.2 0.8 2.7 0.6: -0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 18 0 . . . . . . . .:
Old : 36: 21 18 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 54.9 73.4 77.5 40.2 39.7 56.6 58.1
Old : 51.6 54.9 73.4 77.5 40.2 39.7 56.6 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 306,682: 191,782 218,549 93,286 23,810 3,848 0 43,573 15,550 1,304 440 912: 0 0
Old : 306,682: 191,782 218,549 93,286 23,810 3,848 0 43,573 15,550 1,304 440 912: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -17,712: -17,384 -14,432 328 -656 0 0 -984 -656 328 -656 -328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 71.3 30.4 7.8 1.3 0.0 14.2 5.1 0.4 0.1 0.3: 0.0 0.0
Old : 100.0: 62.5 71.3 30.4 7.8 1.3 0.0 14.2 5.1 0.4 0.1 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 12 . . . 0 . . . . .:
Old : 27: 13 12 . . . 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 : 67.6 62.9 88.7 91.2 60.4 50.2 75.3 73.7
Old : 67.6 62.9 88.7 91.2 60.4 50.2 75.3 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 637,167: 502,889 436,041 20,340 123,205 65,848 32,513 0 12,073 3,504 0 0: 0 0
Old : 637,167: 502,889 436,041 20,340 123,205 65,848 32,513 0 12,073 3,504 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -32,305: -27,049 -17,649 -1,632 -15,440 0 -4,408 0 784 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 68.4 3.2 19.3 10.3 5.1 0.0 1.9 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 78.9 68.4 3.2 19.3 10.3 5.1 0.0 1.9 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 23 . 4 . . 0 . . 0 0:
Old : 36: 20 23 . 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 : 42.2 49.2 66.8 69.3 30.0 33.5 43.3 48.8
Old : 42.2 49.2 66.8 69.3 30.0 33.5 43.3 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 53,417: 36,958 43,066 2,463 2,663 2,852 4,106 1,102 2,072 3,095 87 1,151: 720 424
Old : 53,417: 36,958 43,066 2,463 2,663 2,852 4,106 1,102 2,072 3,095 87 1,151: 720 424
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 450: 643 1,787 1,147 -63 -1,278 0 84 -20 19 22 -19: -42 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 80.6 4.6 5.0 5.3 7.7 2.1 3.9 5.8 0.2 2.2: 1.3 0.8
Old : 100.0: 69.2 80.6 4.6 5.0 5.3 7.7 2.1 3.9 5.8 0.2 2.2: 1.3 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 : 39: 24 24 . . 5 4 . . . . .:
Old : 39: 24 24 . . 5 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 : 42.1 46.7 66.3 63.2 34.4 39.2 47.8 50.9
Old : 42.1 46.7 66.3 63.2 34.4 39.2 47.8 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 35,855: 25,025 35,790 10,475 0 25 0 0 0 150 0 0: 180 40
Old : 35,855: 25,025 35,790 10,475 0 25 0 0 0 150 0 0: 180 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -2,325: -2,225 -2,275 -50 0 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 99.8 29.2 0.0 0.1 0.0 0.0 0.0 0.4 0.0 0.0: 0.5 0.1
Old : 100.0: 69.8 99.8 29.2 0.0 0.1 0.0 0.0 0.0 0.4 0.0 0.0: 0.5 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: 16 11 . 0 . 0 0 0 . 0 0:
Old : 26: 16 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 : 57.8 91.5 79.8 99.3 57.7 90.4 78.9 92.8
Old : 57.8 91.5 79.8 99.3 57.7 90.4 78.9 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 52,445: 39,535 51,655 12,300 0 250 0 400 100 200 0 0: 60 40
Old : 52,445: 39,535 51,655 12,300 0 250 0 400 100 200 0 0: 60 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -4,340: -3,450 -4,590 -1,100 0 250 0 100 -100 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 98.5 23.5 0.0 0.5 0.0 0.8 0.2 0.4 0.0 0.0: 0.1 0.1
Old : 100.0: 75.4 98.5 23.5 0.0 0.5 0.0 0.8 0.2 0.4 0.0 0.0: 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 : 32: 24 11 . 0 . 0 . . . 0 0:
Old : 32: 24 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 : 57.3 91.6 75.8 97.4 56.4 87.7 73.4 91.9
Old : 57.3 91.6 75.8 97.4 56.4 87.7 73.4 91.9
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 - Options and Futures Combined, June 10, 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 : 10,630: 8,230 8,580 2,050 700 350 0 0 0 0 1,000 0: 0 0
Old : 10,630: 8,230 8,580 2,050 700 350 0 0 0 0 1,000 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -955: -905 -805 100 -100 -100 0 0 0 -50 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 80.7 19.3 6.6 3.3 0.0 0.0 0.0 0.0 9.4 0.0: 0.0 0.0
Old : 100.0: 77.4 80.7 19.3 6.6 3.3 0.0 0.0 0.0 0.0 9.4 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 15 . . . 0 0 0 0 . 0:
Old : 30: 16 15 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 44.7 85.7 72.1 58.8 43.7 75.4 67.4
Old : 62.6 44.7 85.7 72.1 58.8 43.7 75.4 67.4
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 - Options and Futures Combined, June 10, 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 : 252,632: 174,520 210,712 30,688 6,640 31,024 10,128 384 3,104 3,168 768 0: 0 0
Old : 252,632: 174,520 210,712 30,688 6,640 31,024 10,128 384 3,104 3,168 768 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -14,280: -11,376 -8,768 1,464 0 -3,504 408 0 -408 736 0 -1,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 83.4 12.1 2.6 12.3 4.0 0.2 1.2 1.3 0.3 0.0: 0.0 0.0
Old : 100.0: 69.1 83.4 12.1 2.6 12.3 4.0 0.2 1.2 1.3 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 16 4 . . . . . . . 0:
Old : 34: 19 16 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 : 40.0 58.5 65.6 80.7 29.3 47.5 45.8 60.9
Old : 40.0 58.5 65.6 80.7 29.3 47.5 45.8 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 11,487: 8,190 5,521 0 3,733 529 449 170 21 1,718 829 258: 322 426
Old : 11,487: 8,190 5,521 0 3,733 529 449 170 21 1,718 829 258: 322 426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -329: 27 -139 0 -232 21 -189 -109 0 -297 0 87: 22 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 48.1 0.0 32.5 4.6 3.9 1.5 0.2 15.0 7.2 2.2: 2.8 3.7
Old : 100.0: 71.3 48.1 0.0 32.5 4.6 3.9 1.5 0.2 15.0 7.2 2.2: 2.8 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 : 27: 13 13 0 4 . . . . . . .:
Old : 27: 13 13 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 : 54.7 45.6 79.3 70.6 49.5 41.4 67.9 64.5
Old : 54.7 45.6 79.3 70.6 49.5 41.4 67.9 64.5
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 - Options and Futures Combined, June 10, 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 : 17,550: 12,950 11,150 250 5,000 800 250 0 300 2,700 0 300: 0 0
Old : 17,550: 12,950 11,150 250 5,000 800 250 0 300 2,700 0 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 350: 200 1,650 100 -850 50 250 -200 50 -300 -350 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 63.5 1.4 28.5 4.6 1.4 0.0 1.7 15.4 0.0 1.7: 0.0 0.0
Old : 100.0: 73.8 63.5 1.4 28.5 4.6 1.4 0.0 1.7 15.4 0.0 1.7: 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: 12 9 . . . . 0 . . 0 .:
Old : 22: 12 9 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 61.3 78.6 87.5 49.3 58.7 71.8 76.9
Old : 51.0 61.3 78.6 87.5 49.3 58.7 71.8 76.9
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 - Options and Futures Combined, June 10, 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 : 17,435: 14,185 14,000 1,325 1,400 675 750 0 0 500 1,350 0: 0 10
Old : 17,435: 14,185 14,000 1,325 1,400 675 750 0 0 500 1,350 0: 0 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -615: -385 -50 235 -225 -235 -50 0 0 -150 -50 0: -30 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 80.3 7.6 8.0 3.9 4.3 0.0 0.0 2.9 7.7 0.0: 0.0 0.1
Old : 100.0: 81.4 80.3 7.6 8.0 3.9 4.3 0.0 0.0 2.9 7.7 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 : 35: 19 19 . . . . 0 0 . . 0:
Old : 35: 19 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 : 57.5 48.7 81.0 72.7 49.0 40.7 66.1 58.2
Old : 57.5 48.7 81.0 72.7 49.0 40.7 66.1 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 10,404: 8,199 6,509 600 2,590 560 0 50 375 0 0 0: 670 320
Old : 10,404: 8,199 6,509 600 2,590 560 0 50 375 0 0 0: 670 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 58: 123 -342 -25 -15 0 -275 50 275 0 0 0: -40 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 62.6 5.8 24.9 5.4 0.0 0.5 3.6 0.0 0.0 0.0: 6.4 3.1
Old : 100.0: 78.8 62.6 5.8 24.9 5.4 0.0 0.5 3.6 0.0 0.0 0.0: 6.4 3.1
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: 19 13 . . . 0 . . 0 0 0:
Old : 26: 19 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 : 42.4 53.8 64.3 80.4 41.9 45.0 56.9 60.4
Old : 42.4 53.8 64.3 80.4 41.9 45.0 56.9 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 21,443: 15,130 15,529 1,280 1,495 2,589 807 0 554 489 0 0: 594 1,276
Old : 21,443: 15,130 15,529 1,280 1,495 2,589 807 0 554 489 0 0: 594 1,276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -239: -352 -537 -487 -84 403 -43 0 1 -14 0 -43: 296 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 72.4 6.0 7.0 12.1 3.8 0.0 2.6 2.3 0.0 0.0: 2.8 6.0
Old : 100.0: 70.6 72.4 6.0 7.0 12.1 3.8 0.0 2.6 2.3 0.0 0.0: 2.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 18 . . . . 0 . . 0 0:
Old : 33: 23 18 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 51.5 55.8 72.2 23.8 41.3 40.0 51.9
Old : 34.2 51.5 55.8 72.2 23.8 41.3 40.0 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 36,270: 29,670 23,178 1,561 2,988 2,934 0 3,325 1,595 0 1,755 385: 125 110
Old : 36,270: 29,670 23,178 1,561 2,988 2,934 0 3,325 1,595 0 1,755 385: 125 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -710: -660 65 305 25 -335 0 -640 0 -35 175 15: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 63.9 4.3 8.2 8.1 0.0 9.2 4.4 0.0 4.8 1.1: 0.3 0.3
Old : 100.0: 81.8 63.9 4.3 8.2 8.1 0.0 9.2 4.4 0.0 4.8 1.1: 0.3 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 : 39: 24 21 4 . 4 0 . . 0 . .:
Old : 39: 24 21 4 . 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 : 34.9 48.1 54.0 67.3 32.6 34.7 48.0 50.2
Old : 34.9 48.1 54.0 67.3 32.6 34.7 48.0 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 42,973: 34,504 27,416 898 4,748 3,063 400 2,130 2,813 300 1,963 835: 160 5
Old : 42,973: 34,504 27,416 898 4,748 3,063 400 2,130 2,813 300 1,963 835: 160 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,694: -1,119 -605 -5 -327 -325 -100 -642 -75 0 347 -67: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 63.8 2.1 11.0 7.1 0.9 5.0 6.5 0.7 4.6 1.9: 0.4 0.0
Old : 100.0: 80.3 63.8 2.1 11.0 7.1 0.9 5.0 6.5 0.7 4.6 1.9: 0.4 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 : 46: 30 27 . 5 5 . . . . . .:
Old : 46: 30 27 . 5 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 : 34.7 39.1 58.1 59.0 32.4 29.7 51.1 44.2
Old : 34.7 39.1 58.1 59.0 32.4 29.7 51.1 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 35,125: 30,025 34,365 3,950 0 450 0 0 0 700 0 0: 0 310
Old : 35,125: 30,025 34,365 3,950 0 450 0 0 0 700 0 0: 0 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,945: -1,595 -1,895 -200 0 0 0 -50 0 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 97.8 11.2 0.0 1.3 0.0 0.0 0.0 2.0 0.0 0.0: 0.0 0.9
Old : 100.0: 85.5 97.8 11.2 0.0 1.3 0.0 0.0 0.0 2.0 0.0 0.0: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 8 . 0 . 0 0 0 . 0 0:
Old : 25: 18 8 . 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 : 63.0 93.4 80.4 99.0 61.7 90.1 79.1 91.1
Old : 63.0 93.4 80.4 99.0 61.7 90.1 79.1 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 40,965: 35,900 40,205 3,840 0 760 0 0 0 450 0 0: 15 0
Old : 40,965: 35,900 40,205 3,840 0 760 0 0 0 450 0 0: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,755: -1,105 -1,705 -600 0 0 0 -35 -15 -50 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 98.1 9.4 0.0 1.9 0.0 0.0 0.0 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 87.6 98.1 9.4 0.0 1.9 0.0 0.0 0.0 1.1 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 13 . 0 . 0 0 0 . 0 0:
Old : 32: 23 13 . 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 : 55.8 90.5 73.7 96.3 55.8 89.0 71.1 92.0
Old : 55.8 90.5 73.7 96.3 55.8 89.0 71.1 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 461,846: 258,876 391,603 107,114 16,676 9,832 38,317 384 33,639 8,115 3,759 5,953: 0 0
Old : 461,846: 258,876 391,603 107,114 16,676 9,832 38,317 384 33,639 8,115 3,759 5,953: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -28,595: -15,532 -24,642 -8,600 816 -816 -863 0 -3,201 -1,584 -2,753 2,001: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 84.8 23.2 3.6 2.1 8.3 0.1 7.3 1.8 0.8 1.3: 0.0 0.0
Old : 100.0: 56.1 84.8 23.2 3.6 2.1 8.3 0.1 7.3 1.8 0.8 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 25 4 . . . . . . . .:
Old : 41: 23 25 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 : 48.8 48.0 67.6 70.8 39.5 43.3 54.5 56.1
Old : 48.8 48.0 67.6 70.8 39.5 43.3 54.5 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 32,894: 18,395 25,517 4,384 2,068 1,954 3,898 1,406 1,143 1,590 190 362: 1,167 254
Old : 32,894: 18,395 25,517 4,384 2,068 1,954 3,898 1,406 1,143 1,590 190 362: 1,167 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,989: -1,614 -1,068 -524 379 -478 320 -82 -423 666 -105 -212: 276 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 77.6 13.3 6.3 5.9 11.9 4.3 3.5 4.8 0.6 1.1: 3.5 0.8
Old : 100.0: 55.9 77.6 13.3 6.3 5.9 11.9 4.3 3.5 4.8 0.6 1.1: 3.5 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 : 47: 25 29 . . 4 . . . . . .:
Old : 47: 25 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 : 43.6 36.9 64.6 57.9 36.7 32.2 52.9 47.0
Old : 43.6 36.9 64.6 57.9 36.7 32.2 52.9 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 17,456: 9,643 14,444 2,677 857 716 2,678 0 1,304 303 0 135: 0 0
Old : 17,456: 9,643 14,444 2,677 857 716 2,678 0 1,304 303 0 135: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,982: -1,356 -1,664 78 -130 -26 -782 0 0 47 -219 57: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 82.7 15.3 4.9 4.1 15.3 0.0 7.5 1.7 0.0 0.8: 0.0 0.0
Old : 100.0: 55.2 82.7 15.3 4.9 4.1 15.3 0.0 7.5 1.7 0.0 0.8: 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: 17 9 . . . . 0 . . 0 .:
Old : 25: 17 9 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 90.4 76.4 98.2 46.6 80.5 67.2 82.5
Old : 55.4 90.4 76.4 98.2 46.6 80.5 67.2 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 253,118: 103,896 230,558 43,385 0 14,848 79,051 0 7,712 4,226 0 0: 0 0
Old : 253,118: 103,896 230,558 43,385 0 14,848 79,051 0 7,712 4,226 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 9,558: 12,592 11,854 6,533 0 -2,296 -8,569 0 0 1,298 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 91.1 17.1 0.0 5.9 31.2 0.0 3.0 1.7 0.0 0.0: 0.0 0.0
Old : 100.0: 41.0 91.1 17.1 0.0 5.9 31.2 0.0 3.0 1.7 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 8 . 0 . . 0 . . 0 0:
Old : 24: 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 : 76.7 95.5 91.1 99.7 67.7 89.9 82.0 90.2
Old : 76.7 95.5 91.1 99.7 67.7 89.9 82.0 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 538,314: 350,893 504,102 161,217 0 9,475 2,753 10,761 13,976 0 0 0: 0 0
Old : 538,314: 350,893 504,102 161,217 0 9,475 2,753 10,761 13,976 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -11,159: -8,303 -9,119 -3,624 0 1,176 -408 -3,216 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 93.6 29.9 0.0 1.8 0.5 2.0 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 65.2 93.6 29.9 0.0 1.8 0.5 2.0 2.6 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 : 29: 18 16 4 0 . . . . 0 0 0:
Old : 29: 18 16 4 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 : 55.3 76.7 73.7 92.5 52.9 67.5 67.1 79.7
Old : 55.3 76.7 73.7 92.5 52.9 67.5 67.1 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 40,076: 27,219 37,268 4,727 1,406 635 2,812 88 190 4,088 0 0: 405 489
Old : 40,076: 27,219 37,268 4,727 1,406 635 2,812 88 190 4,088 0 0: 405 489
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 3,066: 2,513 3,399 87 -207 -87 403 88 -64 256 0 0: -42 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 93.0 11.8 3.5 1.6 7.0 0.2 0.5 10.2 0.0 0.0: 1.0 1.2
Old : 100.0: 67.9 93.0 11.8 3.5 1.6 7.0 0.2 0.5 10.2 0.0 0.0: 1.0 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 : 31: 19 12 . . . . . . . 0 0:
Old : 31: 19 12 . . . . . . . 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 : 48.3 87.0 70.2 93.3 47.6 78.4 64.6 81.6
Old : 48.3 87.0 70.2 93.3 47.6 78.4 64.6 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 80,002: 56,917 70,322 22,701 4,248 384 0 5,048 0 0 0 0: 0 0
Old : 80,002: 56,917 70,322 22,701 4,248 384 0 5,048 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: June 3, 2014 :
: -5,656: -3,672 -5,272 -1,984 -384 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 87.9 28.4 5.3 0.5 0.0 6.3 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.1 87.9 28.4 5.3 0.5 0.0 6.3 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 . . . 0 . 0 0 0 0:
Old : 21: 11 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 : 60.1 72.3 87.8 90.3 53.1 72.3 79.0 84.4
Old : 60.1 72.3 87.8 90.3 53.1 72.3 79.0 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 16,809: 10,610 14,949 2,930 0 217 273 0 43 1,681 760 308: 747 532
Old : 16,809: 10,610 14,949 2,930 0 217 273 0 43 1,681 760 308: 747 532
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -899: -948 -563 -400 0 46 -41 0 -43 -19 -376 77: 429 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 88.9 17.4 0.0 1.3 1.6 0.0 0.3 10.0 4.5 1.8: 4.4 3.2
Old : 100.0: 63.1 88.9 17.4 0.0 1.3 1.6 0.0 0.3 10.0 4.5 1.8: 4.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 17 . 0 . . 0 . . . .:
Old : 28: 15 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 : 39.4 47.7 62.6 70.1 33.1 37.3 52.6 49.4
Old : 39.4 47.7 62.6 70.1 33.1 37.3 52.6 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 230,152: 99,529 221,575 90,344 3,137 2,688 5,856 0 0 31,735 2,752 0: 0 0
Old : 230,152: 99,529 221,575 90,344 3,137 2,688 5,856 0 0 31,735 2,752 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -11,472: -11,321 -10,624 1,144 -24 0 408 0 -408 -1,295 -416 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 96.3 39.3 1.4 1.2 2.5 0.0 0.0 13.8 1.2 0.0: 0.0 0.0
Old : 100.0: 43.2 96.3 39.3 1.4 1.2 2.5 0.0 0.0 13.8 1.2 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 : 31: 12 18 4 . . . 0 0 . . 0:
Old : 31: 12 18 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 : 61.7 62.0 81.6 80.6 58.4 55.6 73.4 68.6
Old : 61.7 62.0 81.6 80.6 58.4 55.6 73.4 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 12,221: 6,084 6,746 3,224 3,919 767 1,291 0 0 298 257 298: 259 234
Old : 12,221: 6,084 6,746 3,224 3,919 767 1,291 0 0 298 257 298: 259 234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -426: 328 -585 -442 -249 192 -275 0 0 -295 257 1: 65 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 55.2 26.4 32.1 6.3 10.6 0.0 0.0 2.4 2.1 2.4: 2.1 1.9
Old : 100.0: 49.8 55.2 26.4 32.1 6.3 10.6 0.0 0.0 2.4 2.1 2.4: 2.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 16 4 . 4 . 0 0 . . .:
Old : 28: 13 16 4 . 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 : 41.0 53.2 64.3 73.5 39.1 51.4 57.8 68.2
Old : 41.0 53.2 64.3 73.5 39.1 51.4 57.8 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 138,969: 56,341 52,706 63,766 78,111 3,880 11,184 0 0 0 474 3,798: 0 0
Old : 138,969: 56,341 52,706 63,766 78,111 3,880 11,184 0 0 0 474 3,798: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -11,032: -2,424 -6,896 -8,184 -6,064 -424 0 0 0 -1,878 474 1,878: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 37.9 45.9 56.2 2.8 8.0 0.0 0.0 0.0 0.3 2.7: 0.0 0.0
Old : 100.0: 40.5 37.9 45.9 56.2 2.8 8.0 0.0 0.0 0.0 0.3 2.7: 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 13 4 . . . 0 0 0 . .:
Old : 26: 14 13 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 : 51.6 69.5 75.8 84.1 49.0 67.3 65.8 76.8
Old : 51.6 69.5 75.8 84.1 49.0 67.3 65.8 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 20,260: 12,599 14,620 4,976 794 487 0 2,161 2,198 0 0 0: 0 0
Old : 20,260: 12,599 14,620 4,976 794 487 0 2,161 2,198 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -26: 0 -26 -26 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 72.2 24.6 3.9 2.4 0.0 10.7 10.8 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 62.2 72.2 24.6 3.9 2.4 0.0 10.7 10.8 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 : 25: 15 13 . . . 0 . . 0 0 0:
Old : 25: 15 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 : 64.7 61.3 87.0 84.7 57.4 45.1 71.3 68.4
Old : 64.7 61.3 87.0 84.7 57.4 45.1 71.3 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 147,419: 120,925 77,745 0 42,852 22,638 0 328 3,856 0 0 0: 0 0
Old : 147,419: 120,925 77,745 0 42,852 22,638 0 328 3,856 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 5,457: 0 6,113 0 -6,113 5,457 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 52.7 0.0 29.1 15.4 0.0 0.2 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.0 52.7 0.0 29.1 15.4 0.0 0.2 2.6 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 : 22: 12 9 0 . . 0 . . 0 0 0:
Old : 22: 12 9 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 65.6 87.3 91.0 41.8 51.8 63.9 70.0
Old : 56.4 65.6 87.3 91.0 41.8 51.8 63.9 70.0
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 - Options and Futures Combined, June 10, 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 : 24,705: 15,815 16,640 8,650 7,065 50 0 900 0 0 50 0: 190 0
Old : 24,705: 15,815 16,640 8,650 7,065 50 0 900 0 0 50 0: 190 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -810: -305 -450 -475 -310 0 0 -50 0 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 67.4 35.0 28.6 0.2 0.0 3.6 0.0 0.0 0.2 0.0: 0.8 0.0
Old : 100.0: 64.0 67.4 35.0 28.6 0.2 0.0 3.6 0.0 0.0 0.2 0.0: 0.8 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: 14 11 5 . . 0 . 0 0 . 0:
Old : 30: 14 11 5 . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 74.3 77.5 92.6 50.1 72.5 74.1 84.8
Old : 50.1 74.3 77.5 92.6 50.1 72.5 74.1 84.8
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 - Options and Futures Combined, June 10, 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 : 21,300: 15,130 13,335 5,860 7,065 0 0 900 0 0 0 0: 310 0
Old : 21,300: 15,130 13,335 5,860 7,065 0 0 900 0 0 0 0: 310 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -200: -405 140 275 -310 -30 0 0 0 0 0 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 62.6 27.5 33.2 0.0 0.0 4.2 0.0 0.0 0.0 0.0: 1.5 0.0
Old : 100.0: 71.0 62.6 27.5 33.2 0.0 0.0 4.2 0.0 0.0 0.0 0.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 7 5 . 0 0 . 0 0 0 0:
Old : 23: 11 7 5 . 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 : 46.7 80.5 73.3 96.9 43.5 77.7 67.0 87.7
Old : 46.7 80.5 73.3 96.9 43.5 77.7 67.0 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 10,280: 9,080 8,565 635 1,365 280 0 0 0 0 0 0: 285 70
Old : 10,280: 9,080 8,565 635 1,365 280 0 0 0 0 0 0: 285 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 30: 195 85 45 135 -180 0 0 0 0 0 0: -30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 83.3 6.2 13.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 0.7
Old : 100.0: 88.3 83.3 6.2 13.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 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 : 26: 18 11 . . . 0 0 0 0 0 0:
Old : 26: 18 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 : 50.8 75.3 70.9 94.4 50.3 69.2 66.9 85.1
Old : 50.8 75.3 70.9 94.4 50.3 69.2 66.9 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 23,585: 22,235 20,780 460 1,890 615 0 0 0 0 300 0: 275 0
Old : 23,585: 22,235 20,780 460 1,890 615 0 0 0 0 300 0: 275 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,130: -835 -1,080 -45 175 -225 0 0 0 0 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 88.1 2.0 8.0 2.6 0.0 0.0 0.0 0.0 1.3 0.0: 1.2 0.0
Old : 100.0: 94.3 88.1 2.0 8.0 2.6 0.0 0.0 0.0 0.0 1.3 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 6 . 4 . 0 0 0 0 . 0:
Old : 22: 12 6 . 4 . 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 : 72.9 80.7 87.2 97.8 60.0 72.1 73.0 81.3
Old : 72.9 80.7 87.2 97.8 60.0 72.1 73.0 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 24,950: 22,940 24,705 1,135 0 245 0 0 0 0 0 0: 630 0
Old : 24,950: 22,940 24,705 1,135 0 245 0 0 0 0 0 0: 630 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,010: -1,050 -895 165 0 -115 0 0 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 99.0 4.5 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 0.0
Old : 100.0: 91.9 99.0 4.5 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 18 7 . 0 . 0 0 0 0 0 0:
Old : 23: 18 7 . 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 : 70.9 94.0 83.7 100.0 68.6 92.8 81.1 95.4
Old : 70.9 94.0 83.7 100.0 68.6 92.8 81.1 95.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 124,240: 102,610 112,395 10,680 2,600 8,865 1,595 0 0 300 200 0: 190 180
Old : 124,240: 102,610 112,395 10,680 2,600 8,865 1,595 0 0 300 200 0: 190 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -6,765: -6,060 -6,285 245 50 -710 -285 0 0 50 0 0: -5 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 90.5 8.6 2.1 7.1 1.3 0.0 0.0 0.2 0.2 0.0: 0.2 0.1
Old : 100.0: 82.6 90.5 8.6 2.1 7.1 1.3 0.0 0.0 0.2 0.2 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 27 23 4 . 6 . 0 0 . . 0:
Old : 43: 27 23 4 . 6 . 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 : 37.5 63.4 58.0 81.7 30.7 62.9 46.7 74.0
Old : 37.5 63.4 58.0 81.7 30.7 62.9 46.7 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 163,324: 136,660 154,669 16,974 2,010 6,545 2,315 0 100 425 0 0: 305 0
Old : 163,324: 136,660 154,669 16,974 2,010 6,545 2,315 0 100 425 0 0: 305 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -6,907: -6,852 -6,517 1,130 455 -845 -235 0 0 -100 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 94.7 10.4 1.2 4.0 1.4 0.0 0.1 0.3 0.0 0.0: 0.2 0.0
Old : 100.0: 83.7 94.7 10.4 1.2 4.0 1.4 0.0 0.1 0.3 0.0 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 : 49: 31 25 5 . 5 . 0 . . 0 0:
Old : 49: 31 25 5 . 5 . 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 : 35.6 64.8 54.9 83.9 30.1 63.1 47.5 76.2
Old : 35.6 64.8 54.9 83.9 30.1 63.1 47.5 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 152,974: 103,176 117,032 10,451 14,051 7,993 819 2,923 5,625 20,375 670 4,404: 131 276
Old : 152,974: 103,176 117,032 10,451 14,051 7,993 819 2,923 5,625 20,375 670 4,404: 131 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -5,351: -3,389 -3,087 -768 -1,188 -151 247 -252 -170 -707 -90 -362: -52 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 76.5 6.8 9.2 5.2 0.5 1.9 3.7 13.3 0.4 2.9: 0.1 0.2
Old : 100.0: 67.4 76.5 6.8 9.2 5.2 0.5 1.9 3.7 13.3 0.4 2.9: 0.1 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 : 62: 34 33 5 4 6 . 4 4 6 . 6:
Old : 62: 34 33 5 4 6 . 4 4 6 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 62.4 60.7 74.0 45.0 59.8 59.7 69.1
Old : 45.0 62.4 60.7 74.0 45.0 59.8 59.7 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 98,650: 79,185 82,545 8,825 5,620 6,220 1,165 1,970 1,035 1,490 450 610: 120 200
Old : 98,650: 79,185 82,545 8,825 5,620 6,220 1,165 1,970 1,035 1,490 450 610: 120 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -3,875: -3,605 -2,860 605 -250 -710 -115 -50 -35 25 -50 -60: 20 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 83.7 8.9 5.7 6.3 1.2 2.0 1.0 1.5 0.5 0.6: 0.1 0.2
Old : 100.0: 80.3 83.7 8.9 5.7 6.3 1.2 2.0 1.0 1.5 0.5 0.6: 0.1 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 : 47: 27 22 . 4 6 . . . 4 . .:
Old : 47: 27 22 . 4 6 . . . 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 : 46.6 71.1 64.2 81.7 42.2 69.9 58.4 77.5
Old : 46.6 71.1 64.2 81.7 42.2 69.9 58.4 77.5
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 - Options and Futures Combined, June 10, 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 : 25,590: 22,570 19,830 1,525 4,065 920 0 450 0 0 325 0: 575 0
Old : 25,590: 22,570 19,830 1,525 4,065 920 0 450 0 0 325 0: 575 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,370: -1,125 -740 -200 -550 -30 0 -50 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 77.5 6.0 15.9 3.6 0.0 1.8 0.0 0.0 1.3 0.0: 2.2 0.0
Old : 100.0: 88.2 77.5 6.0 15.9 3.6 0.0 1.8 0.0 0.0 1.3 0.0: 2.2 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 : 29: 17 9 . . 4 0 . 0 0 . 0:
Old : 29: 17 9 . . 4 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 73.3 75.1 93.1 56.6 70.6 74.9 88.1
Old : 56.6 73.3 75.1 93.1 56.6 70.6 74.9 88.1
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 - Options and Futures Combined, June 10, 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 : 22,090: 18,980 18,340 1,530 1,835 1,320 0 300 0 0 0 0: 260 295
Old : 22,090: 18,980 18,340 1,530 1,835 1,320 0 300 0 0 0 0: 260 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -2,025: -1,740 -1,600 -115 -225 -150 0 -50 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 83.0 6.9 8.3 6.0 0.0 1.4 0.0 0.0 0.0 0.0: 1.2 1.3
Old : 100.0: 85.9 83.0 6.9 8.3 6.0 0.0 1.4 0.0 0.0 0.0 0.0: 1.2 1.3
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 : 27: 17 7 . . . 0 . 0 0 0 0:
Old : 27: 17 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 : 52.9 81.1 74.2 96.7 52.9 75.9 73.2 89.6
Old : 52.9 81.1 74.2 96.7 52.9 75.9 73.2 89.6
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 - Options and Futures Combined, June 10, 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 : 36,310: 22,345 24,479 2,530 174 6,348 0 549 534 220 0 0: 4,332 4,225
Old : 36,310: 22,345 24,479 2,530 174 6,348 0 549 534 220 0 0: 4,332 4,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 2,027: 1,947 1,938 -8 39 -69 0 -7 120 0 0 0: 37 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 67.4 7.0 0.5 17.5 0.0 1.5 1.5 0.6 0.0 0.0: 11.9 11.6
Old : 100.0: 61.5 67.4 7.0 0.5 17.5 0.0 1.5 1.5 0.6 0.0 0.0: 11.9 11.6
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 : 31: 20 18 5 . 6 0 . . . 0 0:
Old : 31: 20 18 5 . 6 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 47.2 63.6 69.7 12.7 17.5 17.9 21.2
Old : 40.1 47.2 63.6 69.7 12.7 17.5 17.9 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 10,485: 4,420 6,236 1,052 0 1,460 0 432 1,028 0 0 0: 2,525 1,329
Old : 10,485: 4,420 6,236 1,052 0 1,460 0 432 1,028 0 0 0: 2,525 1,329
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 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: 42.2 59.5 10.0 0.0 13.9 0.0 4.1 9.8 0.0 0.0 0.0: 24.1 12.7
Old : 100.0: 42.2 59.5 10.0 0.0 13.9 0.0 4.1 9.8 0.0 0.0 0.0: 24.1 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 4 0 4 0 . . 0 0 0:
Old : 20: 10 9 4 0 4 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 : 36.8 50.1 56.0 70.5 19.5 41.1 30.5 48.6
Old : 36.8 50.1 56.0 70.5 19.5 41.1 30.5 48.6
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 - Options and Futures Combined, June 10, 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 : 19,828: 12,290 16,118 6,729 1,494 0 0 1,705 0 681 0 0: 128 511
Old : 19,828: 12,290 16,118 6,729 1,494 0 0 1,705 0 681 0 0: 128 511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 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: 62.0 81.3 33.9 7.5 0.0 0.0 8.6 0.0 3.4 0.0 0.0: 0.6 2.6
Old : 100.0: 62.0 81.3 33.9 7.5 0.0 0.0 8.6 0.0 3.4 0.0 0.0: 0.6 2.6
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 : 22: 11 9 . . 0 0 . 0 . 0 0:
Old : 22: 11 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 : 59.0 80.6 85.1 93.5 59.0 80.6 84.0 90.6
Old : 59.0 80.6 85.1 93.5 59.0 80.6 84.0 90.6
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 - Options and Futures Combined, June 10, 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 : 410,564: 269,360 375,563 129,523 0 4,206 0 30,795 0 7,475 0 0: 0 0
Old : 410,564: 269,360 375,563 129,523 0 4,206 0 30,795 0 7,475 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 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: 65.6 91.5 31.5 0.0 1.0 0.0 7.5 0.0 1.8 0.0 0.0: 0.0 0.0
Old : 100.0: 65.6 91.5 31.5 0.0 1.0 0.0 7.5 0.0 1.8 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 : 23: 11 11 . 0 . 0 . 0 . 0 0:
Old : 23: 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 : 58.4 88.6 82.8 95.9 57.2 88.6 80.5 94.4
Old : 58.4 88.6 82.8 95.9 57.2 88.6 80.5 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 346,497: 85,660 343,776 224,469 0 2,721 0 0 0 33,647 0 0: 0 0
Old : 346,497: 85,660 343,776 224,469 0 2,721 0 0 0 33,647 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 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: 24.7 99.2 64.8 0.0 0.8 0.0 0.0 0.0 9.7 0.0 0.0: 0.0 0.0
Old : 100.0: 24.7 99.2 64.8 0.0 0.8 0.0 0.0 0.0 9.7 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 : 21: 7 10 . 0 . 0 0 0 . 0 0:
Old : 21: 7 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 : 81.7 89.0 97.1 97.9 81.7 89.0 96.3 97.9
Old : 81.7 89.0 97.1 97.9 81.7 89.0 96.3 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 45,971: 33,700 43,442 9,592 0 2,275 0 0 0 0 0 0: 404 254
Old : 45,971: 33,700 43,442 9,592 0 2,275 0 0 0 0 0 0: 404 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 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: 73.3 94.5 20.9 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.6
Old : 100.0: 73.3 94.5 20.9 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 13 . 0 . 0 0 0 0 0 0:
Old : 20: 8 13 . 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 : 71.1 64.8 96.4 85.2 62.4 54.4 73.9 69.8
Old : 71.1 64.8 96.4 85.2 62.4 54.4 73.9 69.8
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 - Options and Futures Combined, June 10, 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 : 745,065: 578,374 703,400 125,026 0 41,665 0 0 0 0 0 0: 0 0
Old : 745,065: 578,374 703,400 125,026 0 41,665 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: June 3, 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: 77.6 94.4 16.8 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.6 94.4 16.8 0.0 5.6 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 : 23: 10 14 4 0 . 0 0 0 0 0 0:
Old : 23: 10 14 4 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 : 65.6 61.5 92.3 83.9 55.6 53.4 71.8 69.9
Old : 65.6 61.5 92.3 83.9 55.6 53.4 71.8 69.9
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 - Options and Futures Combined, June 10, 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 : 148,427: 96,798 99,170 11,995 9,268 32,101 2,565 1,792 4,565 0 1,126 149: 254 256
Old : 148,427: 96,798 99,170 11,995 9,268 32,101 2,565 1,792 4,565 0 1,126 149: 254 256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 2,048: 2,048 0 0 0 0 0 1,792 0 0 0 0: 0 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 66.8 8.1 6.2 21.6 1.7 1.2 3.1 0.0 0.8 0.1: 0.2 0.2
Old : 100.0: 65.2 66.8 8.1 6.2 21.6 1.7 1.2 3.1 0.0 0.8 0.1: 0.2 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 : 37: 18 22 5 . . . . . 0 . .:
Old : 37: 18 22 5 . . . . . 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 57.8 74.5 75.2 22.0 25.9 33.0 35.3
Old : 53.3 57.8 74.5 75.2 22.0 25.9 33.0 35.3
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 - Options and Futures Combined, June 10, 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 : 2,775,335: 2,115,931 1,521,272 50,208 341,654 603,689 0 308,720 0 5,506 0 0: 0 0
Old : 2,775,335: 2,115,931 1,521,272 50,208 341,654 603,689 0 308,720 0 5,506 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -58: 2 -58 0 60 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 54.8 1.8 12.3 21.8 0.0 11.1 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 76.2 54.8 1.8 12.3 21.8 0.0 11.1 0.0 0.2 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 : 36: 21 19 . 5 . 0 . 0 . 0 0:
Old : 36: 21 19 . 5 . 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 : 66.5 70.6 86.5 85.6 31.5 28.7 39.6 37.7
Old : 66.5 70.6 86.5 85.6 31.5 28.7 39.6 37.7
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 - Options and Futures Combined, June 10, 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 : 21,261: 13,463 12,796 5,220 745 1,275 0 4,910 1,280 0 0 0: 23 255
Old : 21,261: 13,463 12,796 5,220 745 1,275 0 4,910 1,280 0 0 0: 23 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 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: 63.3 60.2 24.6 3.5 6.0 0.0 23.1 6.0 0.0 0.0 0.0: 0.1 1.2
Old : 100.0: 63.3 60.2 24.6 3.5 6.0 0.0 23.1 6.0 0.0 0.0 0.0: 0.1 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 : 21: 11 10 . . . 0 . . 0 0 0:
Old : 21: 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 : 59.7 68.7 82.4 90.6 54.8 62.8 69.8 75.1
Old : 59.7 68.7 82.4 90.6 54.8 62.8 69.8 75.1
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 - Options and Futures Combined, June 10, 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 : 53,144: 39,668 45,336 8,345 745 3,851 0 1,932 1,280 0 0 0: 0 0
Old : 53,144: 39,668 45,336 8,345 745 3,851 0 1,932 1,280 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 86: 86 86 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 85.3 15.7 1.4 7.2 0.0 3.6 2.4 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 74.6 85.3 15.7 1.4 7.2 0.0 3.6 2.4 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 : 24: 13 11 . . . 0 . . 0 0 0:
Old : 24: 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 : 47.5 65.7 73.7 87.9 40.7 48.4 59.2 64.8
Old : 47.5 65.7 73.7 87.9 40.7 48.4 59.2 64.8
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 - Options and Futures Combined, June 10, 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 : 72,977: 59,230 43,615 0 21,212 5,590 3,925 0 2,560 1,374 0 0: 298 0
Old : 72,977: 59,230 43,615 0 21,212 5,590 3,925 0 2,560 1,374 0 0: 298 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 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: 81.2 59.8 0.0 29.1 7.7 5.4 0.0 3.5 1.9 0.0 0.0: 0.4 0.0
Old : 100.0: 81.2 59.8 0.0 29.1 7.7 5.4 0.0 3.5 1.9 0.0 0.0: 0.4 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 : 32: 22 16 0 4 . . 0 . . 0 0:
Old : 32: 22 16 0 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 : 45.0 62.1 69.9 83.6 36.4 46.7 49.7 55.7
Old : 45.0 62.1 69.9 83.6 36.4 46.7 49.7 55.7
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 - Options and Futures Combined, June 10, 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 : 43,111: 26,518 35,223 10,566 3,858 1,613 0 0 0 1,997 0 2,268: 149 149
Old : 43,111: 26,518 35,223 10,566 3,858 1,613 0 0 0 1,997 0 2,268: 149 149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 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 81.7 24.5 8.9 3.7 0.0 0.0 0.0 4.6 0.0 5.3: 0.3 0.3
Old : 100.0: 61.5 81.7 24.5 8.9 3.7 0.0 0.0 0.0 4.6 0.0 5.3: 0.3 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 : 24: 14 14 . . . 0 0 0 . 0 .:
Old : 24: 14 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 : 54.6 50.4 77.4 71.9 45.4 45.6 62.3 63.3
Old : 54.6 50.4 77.4 71.9 45.4 45.6 62.3 63.3
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 - Options and Futures Combined, June 10, 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 : 40,763: 35,320 23,175 2,198 14,299 3,140 0 0 0 105 0 0: 0 149
Old : 40,763: 35,320 23,175 2,198 14,299 3,140 0 0 0 105 0 0: 0 149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 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: 86.6 56.9 5.4 35.1 7.7 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.4
Old : 100.0: 86.6 56.9 5.4 35.1 7.7 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 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 : 28: 17 10 . . . 0 0 0 . 0 0:
Old : 28: 17 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 : 46.1 62.7 68.0 88.8 46.1 58.0 66.6 80.6
Old : 46.1 62.7 68.0 88.8 46.1 58.0 66.6 80.6
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 - Options and Futures Combined, June 10, 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 : 332,798: 242,515 297,468 41,767 0 0 25,036 11,850 23,480 0 0 0: 0 0
Old : 332,798: 242,515 297,468 41,767 0 0 25,036 11,850 23,480 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 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: 72.9 89.4 12.6 0.0 0.0 7.5 3.6 7.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.9 89.4 12.6 0.0 0.0 7.5 3.6 7.1 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 12 . 0 0 . . . 0 0 0:
Old : 22: 12 12 . 0 0 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 68.4 88.7 85.1 50.7 62.7 71.8 74.4
Old : 58.4 68.4 88.7 85.1 50.7 62.7 71.8 74.4
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 - Options and Futures Combined, June 10, 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 : 944,081: 584,869 646,557 124,913 154,071 115,923 90,846 0 27,530 0 0 0: 0 0
Old : 944,081: 584,869 646,557 124,913 154,071 115,923 90,846 0 27,530 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -800: -800 -800 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 68.5 13.2 16.3 12.3 9.6 0.0 2.9 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 62.0 68.5 13.2 16.3 12.3 9.6 0.0 2.9 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 : 24: 14 13 . . . . 0 . 0 0 0:
Old : 24: 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 : 64.0 55.8 83.4 76.0 38.1 30.0 46.5 44.7
Old : 64.0 55.8 83.4 76.0 38.1 30.0 46.5 44.7
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 - Options and Futures Combined, June 10, 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 : 1,742,200: 1,034,730 1,093,334 141,644 367,520 281,346 266,975 0 0 17,505 0 0: 0 0
Old : 1,742,200: 1,034,730 1,093,334 141,644 367,520 281,346 266,975 0 0 17,505 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 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: 59.4 62.8 8.1 21.1 16.1 15.3 0.0 0.0 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 59.4 62.8 8.1 21.1 16.1 15.3 0.0 0.0 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 : 28: 15 11 4 . 5 . 0 0 . 0 0:
Old : 28: 15 11 4 . 5 . 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 : 51.4 76.8 77.0 92.5 43.4 62.2 55.9 66.9
Old : 51.4 76.8 77.0 92.5 43.4 62.2 55.9 66.9
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 - Options and Futures Combined, June 10, 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 : 656,541: 318,274 499,371 2,753 63,250 93,920 0 0 0 241,594 0 0: 0 0
Old : 656,541: 318,274 499,371 2,753 63,250 93,920 0 0 0 241,594 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 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: 48.5 76.1 0.4 9.6 14.3 0.0 0.0 0.0 36.8 0.0 0.0: 0.0 0.0
Old : 100.0: 48.5 76.1 0.4 9.6 14.3 0.0 0.0 0.0 36.8 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 : 23: 12 13 . 4 . 0 0 0 . 0 0:
Old : 23: 12 13 . 4 . 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 53.1 88.8 76.8 67.2 43.5 69.0 56.3
Old : 70.8 53.1 88.8 76.8 67.2 43.5 69.0 56.3
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 - Options and Futures Combined, June 10, 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 : 481,183: 363,037 247,195 53,398 169,240 64,748 0 0 0 0 0 0: 0 0
Old : 481,183: 363,037 247,195 53,398 169,240 64,748 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: June 3, 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: 75.4 51.4 11.1 35.2 13.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 75.4 51.4 11.1 35.2 13.5 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 : 25: 12 11 . 5 . 0 0 0 0 0 0:
Old : 25: 12 11 . 5 . 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 59.4 82.2 84.3 40.4 47.4 65.6 66.0
Old : 50.5 59.4 82.2 84.3 40.4 47.4 65.6 66.0
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 - Options and Futures Combined, June 10, 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 : 20,323: 9,145 18,584 5,935 819 120 0 0 0 4,228 0 0: 895 800
Old : 20,323: 9,145 18,584 5,935 819 120 0 0 0 4,228 0 0: 895 800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -927: -585 -905 -60 -37 0 0 0 0 -342 0 0: 60 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 91.4 29.2 4.0 0.6 0.0 0.0 0.0 20.8 0.0 0.0: 4.4 3.9
Old : 100.0: 45.0 91.4 29.2 4.0 0.6 0.0 0.0 0.0 20.8 0.0 0.0: 4.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 15 . . . 0 0 0 . 0 0:
Old : 25: 9 15 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 43.1 91.7 75.3 70.9 43.1 89.3 75.1
Old : 73.4 43.1 91.7 75.3 70.9 43.1 89.3 75.1
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 - Options and Futures Combined, June 10, 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 : 18,742: 9,160 17,062 4,690 480 470 0 0 0 3,643 0 0: 779 730
Old : 18,742: 9,160 17,062 4,690 480 470 0 0 0 3,643 0 0: 779 730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -842: -440 -737 -10 0 0 0 0 0 -292 0 0: -100 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 91.0 25.0 2.6 2.5 0.0 0.0 0.0 19.4 0.0 0.0: 4.2 3.9
Old : 100.0: 48.9 91.0 25.0 2.6 2.5 0.0 0.0 0.0 19.4 0.0 0.0: 4.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 8 16 . . . 0 0 0 . 0 0:
Old : 25: 8 16 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 46.3 93.4 72.0 72.1 46.3 83.8 69.2
Old : 78.6 46.3 93.4 72.0 72.1 46.3 83.8 69.2
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 - Options and Futures Combined, June 10, 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 : 11,940: 9,198 8,070 55 2,475 470 25 350 0 880 0 320: 992 255
Old : 11,940: 9,198 8,070 55 2,475 470 25 350 0 880 0 320: 992 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -42: 280 225 -82 -180 -70 0 -50 0 -698 0 25: 503 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 67.6 0.5 20.7 3.9 0.2 2.9 0.0 7.4 0.0 2.7: 8.3 2.1
Old : 100.0: 77.0 67.6 0.5 20.7 3.9 0.2 2.9 0.0 7.4 0.0 2.7: 8.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 16 . 4 . . . 0 . 0 .:
Old : 27: 15 16 . 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 : 63.6 58.6 78.3 74.9 56.9 54.8 64.1 67.8
Old : 63.6 58.6 78.3 74.9 56.9 54.8 64.1 67.8
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 - Options and Futures Combined, June 10, 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 : 13,138: 10,758 4,975 0 4,774 864 75 325 25 0 1,295 600: 816 280
Old : 13,138: 10,758 4,975 0 4,774 864 75 325 25 0 1,295 600: 816 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 157: 196 -194 -185 180 -224 0 0 0 0 210 -50: 420 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 37.9 0.0 36.3 6.6 0.6 2.5 0.2 0.0 9.9 4.6: 6.2 2.1
Old : 100.0: 81.9 37.9 0.0 36.3 6.6 0.6 2.5 0.2 0.0 9.9 4.6: 6.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 15 0 4 4 . . . 0 . .:
Old : 31: 19 15 0 4 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 : 44.7 60.1 65.9 83.9 38.5 52.3 56.0 69.7
Old : 44.7 60.1 65.9 83.9 38.5 52.3 56.0 69.7
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 - Options and Futures Combined, June 10, 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 : 9,566: 7,769 4,404 460 4,233 683 0 0 0 170 0 120: 364 126
Old : 9,566: 7,769 4,404 460 4,233 683 0 0 0 170 0 120: 364 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -23: -66 -191 -30 -86 28 0 0 0 -100 0 100: 45 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 46.0 4.8 44.3 7.1 0.0 0.0 0.0 1.8 0.0 1.3: 3.8 1.3
Old : 100.0: 81.2 46.0 4.8 44.3 7.1 0.0 0.0 0.0 1.8 0.0 1.3: 3.8 1.3
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 : 23: 13 12 . . 4 0 0 0 . 0 .:
Old : 23: 13 12 . . 4 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 : 55.2 64.9 79.0 82.8 46.6 58.7 65.7 68.5
Old : 55.2 64.9 79.0 82.8 46.6 58.7 65.7 68.5
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 - Options and Futures Combined, June 10, 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 : 61,432: 57,746 58,165 1,235 655 775 0 0 0 575 850 0: 1,101 987
Old : 61,432: 57,746 58,165 1,235 655 775 0 0 0 575 850 0: 1,101 987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 855: 835 1,096 250 -50 -250 0 -50 0 -223 0 0: 243 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 94.7 2.0 1.1 1.3 0.0 0.0 0.0 0.9 1.4 0.0: 1.8 1.6
Old : 100.0: 94.0 94.7 2.0 1.1 1.3 0.0 0.0 0.0 0.9 1.4 0.0: 1.8 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 : 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 : 81.3 83.1 92.5 93.0 81.3 81.8 90.4 88.9
Old : 81.3 83.1 92.5 93.0 81.3 81.8 90.4 88.9
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 - Options and Futures Combined, June 10, 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 : 57,372: 54,917 54,045 960 475 940 0 0 0 25 900 0: 530 1,012
Old : 57,372: 54,917 54,045 960 475 940 0 0 0 25 900 0: 530 1,012
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 1,230: 1,330 1,555 250 -50 -250 0 -50 0 -150 0 0: 50 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 94.2 1.7 0.8 1.6 0.0 0.0 0.0 0.0 1.6 0.0: 0.9 1.8
Old : 100.0: 95.7 94.2 1.7 0.8 1.6 0.0 0.0 0.0 0.0 1.6 0.0: 0.9 1.8
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 : 26: 16 14 . . . 0 0 0 . . 0:
Old : 26: 16 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 : 85.2 84.7 94.2 93.5 85.0 83.1 91.6 89.6
Old : 85.2 84.7 94.2 93.5 85.0 83.1 91.6 89.6
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 - Options and Futures Combined, June 10, 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 : 15,590: 11,800 14,775 2,005 0 140 0 400 0 1,250 0 250: 145 25
Old : 15,590: 11,800 14,775 2,005 0 140 0 400 0 1,250 0 250: 145 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -745: -685 -695 15 0 -50 0 0 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 94.8 12.9 0.0 0.9 0.0 2.6 0.0 8.0 0.0 1.6: 0.9 0.2
Old : 100.0: 75.7 94.8 12.9 0.0 0.9 0.0 2.6 0.0 8.0 0.0 1.6: 0.9 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 : 22: 14 7 . 0 . 0 . 0 . 0 .:
Old : 22: 14 7 . 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 : 60.3 91.9 79.9 98.5 57.8 91.1 75.7 92.3
Old : 60.3 91.9 79.9 98.5 57.8 91.1 75.7 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 10,940: 10,030 8,585 410 1,050 95 0 550 0 0 350 0: 405 310
Old : 10,940: 10,030 8,585 410 1,050 95 0 550 0 0 350 0: 405 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -630: -595 -225 55 -25 -55 0 0 0 0 -300 0: -35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 78.5 3.7 9.6 0.9 0.0 5.0 0.0 0.0 3.2 0.0: 3.7 2.8
Old : 100.0: 91.7 78.5 3.7 9.6 0.9 0.0 5.0 0.0 0.0 3.2 0.0: 3.7 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 : 20: 12 9 . . . 0 . 0 0 . 0:
Old : 20: 12 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 : 69.7 58.1 88.7 86.4 47.3 42.4 57.3 56.0
Old : 69.7 58.1 88.7 86.4 47.3 42.4 57.3 56.0
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 - Options and Futures Combined, June 10, 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 : 18,465: 17,775 12,850 0 450 200 0 1,800 0 0 3,045 0: 490 120
Old : 18,465: 17,775 12,850 0 450 200 0 1,800 0 0 3,045 0: 490 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -740: -595 -810 -290 -50 0 0 0 0 0 50 -50: 195 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 69.6 0.0 2.4 1.1 0.0 9.7 0.0 0.0 16.5 0.0: 2.7 0.6
Old : 100.0: 96.3 69.6 0.0 2.4 1.1 0.0 9.7 0.0 0.0 16.5 0.0: 2.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 12 0 . . 0 . 0 0 . 0:
Old : 22: 13 12 0 . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 54.9 86.4 86.8 62.2 54.9 72.3 74.2
Old : 69.0 54.9 86.4 86.8 62.2 54.9 72.3 74.2
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 - Options and Futures Combined, June 10, 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 : 23,281: 22,316 21,881 205 125 225 0 1,050 0 0 0 0: 535 0
Old : 23,281: 22,316 21,881 205 125 225 0 1,050 0 0 0 0: 535 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,070: -1,155 -570 -75 35 -35 0 0 0 0 -400 0: 195 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 94.0 0.9 0.5 1.0 0.0 4.5 0.0 0.0 0.0 0.0: 2.3 0.0
Old : 100.0: 95.9 94.0 0.9 0.5 1.0 0.0 4.5 0.0 0.0 0.0 0.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 9 . . . 0 . 0 0 0 0:
Old : 23: 14 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 : 69.8 89.8 87.1 98.5 68.6 83.2 81.9 89.0
Old : 69.8 89.8 87.1 98.5 68.6 83.2 81.9 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 61,775: 45,883 52,659 1,255 3,175 345 3,950 0 0 4,746 0 850: 4,746 4,746
Old : 61,775: 45,883 52,659 1,255 3,175 345 3,950 0 0 4,746 0 850: 4,746 4,746
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -4,505: -3,140 -3,514 -325 -400 0 0 0 0 -399 0 -53: -588 -538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 85.2 2.0 5.1 0.6 6.4 0.0 0.0 7.7 0.0 1.4: 7.7 7.7
Old : 100.0: 74.3 85.2 2.0 5.1 0.6 6.4 0.0 0.0 7.7 0.0 1.4: 7.7 7.7
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 : 32: 20 20 . . . . 0 0 . 0 .:
Old : 32: 20 20 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 48.2 74.2 69.8 48.3 48.2 66.7 65.0
Old : 53.2 48.2 74.2 69.8 48.3 48.2 66.7 65.0
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 - Options and Futures Combined, June 10, 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 : 56,593: 44,999 47,774 640 3,620 225 2,750 0 0 3,625 600 154: 4,200 4,220
Old : 56,593: 44,999 47,774 640 3,620 225 2,750 0 0 3,625 600 154: 4,200 4,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -4,830: -3,217 -3,792 140 -315 -40 0 0 0 -740 300 -300: -673 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 84.4 1.1 6.4 0.4 4.9 0.0 0.0 6.4 1.1 0.3: 7.4 7.5
Old : 100.0: 79.5 84.4 1.1 6.4 0.4 4.9 0.0 0.0 6.4 1.1 0.3: 7.4 7.5
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: 18 20 . . . . 0 0 . . .:
Old : 32: 18 20 . . . . 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 : 57.1 46.6 78.0 69.3 48.7 46.6 66.2 66.1
Old : 57.1 46.6 78.0 69.3 48.7 46.6 66.2 66.1
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 - Options and Futures Combined, June 10, 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 : 39,020: 28,660 30,381 2,420 965 695 0 2,125 575 3,850 1,575 820: 2,000 1,884
Old : 39,020: 28,660 30,381 2,420 965 695 0 2,125 575 3,850 1,575 820: 2,000 1,884
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -3,380: -2,015 -2,790 -685 305 -520 0 -175 0 -25 -50 0: -135 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 77.9 6.2 2.5 1.8 0.0 5.4 1.5 9.9 4.0 2.1: 5.1 4.8
Old : 100.0: 73.4 77.9 6.2 2.5 1.8 0.0 5.4 1.5 9.9 4.0 2.1: 5.1 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 : 29: 18 18 . . . 0 . . . . .:
Old : 29: 18 18 . . . 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 : 56.4 48.0 76.4 72.3 51.8 40.5 63.6 58.3
Old : 56.4 48.0 76.4 72.3 51.8 40.5 63.6 58.3
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 - Options and Futures Combined, June 10, 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 : 36,225: 27,390 33,195 5,245 715 0 0 350 1,050 1,750 0 430: 360 485
Old : 36,225: 27,390 33,195 5,245 715 0 0 350 1,050 1,750 0 430: 360 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,716: -850 -1,280 -175 -125 -100 0 -50 -50 -450 0 -16: -75 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 91.6 14.5 2.0 0.0 0.0 1.0 2.9 4.8 0.0 1.2: 1.0 1.3
Old : 100.0: 75.6 91.6 14.5 2.0 0.0 0.0 1.0 2.9 4.8 0.0 1.2: 1.0 1.3
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: 18 15 . . 0 0 . . . 0 .:
Old : 29: 18 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 : 44.3 64.9 66.6 82.8 41.6 61.2 62.0 73.9
Old : 44.3 64.9 66.6 82.8 41.6 61.2 62.0 73.9
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 - Options and Futures Combined, June 10, 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 : 27,470: 11,205 21,465 1,200 325 975 0 2,595 425 13,100 1,400 0: 565 285
Old : 27,470: 11,205 21,465 1,200 325 975 0 2,595 425 13,100 1,400 0: 565 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,000: -850 -975 0 50 -50 0 90 -90 0 0 0: -10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 78.1 4.4 1.2 3.5 0.0 9.4 1.5 47.7 5.1 0.0: 2.1 1.0
Old : 100.0: 40.8 78.1 4.4 1.2 3.5 0.0 9.4 1.5 47.7 5.1 0.0: 2.1 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 : 24: 14 11 . . . 0 . . . . 0:
Old : 24: 14 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 : 71.9 60.4 84.2 88.6 63.6 52.7 70.7 74.1
Old : 71.9 60.4 84.2 88.6 63.6 52.7 70.7 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 22,515: 20,405 16,870 300 4,050 300 50 0 300 0 300 0: 1,160 695
Old : 22,515: 20,405 16,870 300 4,050 300 50 0 300 0 300 0: 1,160 695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,250: -1,575 -650 0 -250 0 -100 0 0 0 -325 0: 425 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 74.9 1.3 18.0 1.3 0.2 0.0 1.3 0.0 1.3 0.0: 5.2 3.1
Old : 100.0: 90.6 74.9 1.3 18.0 1.3 0.2 0.0 1.3 0.0 1.3 0.0: 5.2 3.1
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 10 . . . . 0 . 0 . 0:
Old : 20: 12 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 : 74.5 67.4 88.5 86.9 70.7 66.0 83.5 83.8
Old : 74.5 67.4 88.5 86.9 70.7 66.0 83.5 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, June 10, 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 : 32,574: 23,485 21,580 0 2,185 935 0 625 850 4,670 4,225 639: 1,995 1,535
Old : 32,574: 23,485 21,580 0 2,185 935 0 625 850 4,670 4,225 639: 1,995 1,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -1,380: -1,250 -1,265 0 -165 0 0 75 100 -95 0 -55: -80 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 66.2 0.0 6.7 2.9 0.0 1.9 2.6 14.3 13.0 2.0: 6.1 4.7
Old : 100.0: 72.1 66.2 0.0 6.7 2.9 0.0 1.9 2.6 14.3 13.0 2.0: 6.1 4.7
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 : 31: 18 17 0 . . 0 . . . . .:
Old : 31: 18 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 : 49.5 45.4 70.0 65.2 44.9 39.7 61.8 55.6
Old : 49.5 45.4 70.0 65.2 44.9 39.7 61.8 55.6
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 - Options and Futures Combined, June 10, 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 : 28,125: 23,860 23,415 10 550 950 225 0 750 0 130 1,175: 1,155 1,155
Old : 28,125: 23,860 23,415 10 550 950 225 0 750 0 130 1,175: 1,155 1,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: -2,465: -1,880 -1,635 0 -75 -50 75 0 -75 0 -95 -435: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 83.3 0.0 2.0 3.4 0.8 0.0 2.7 0.0 0.5 4.2: 4.1 4.1
Old : 100.0: 84.8 83.3 0.0 2.0 3.4 0.8 0.0 2.7 0.0 0.5 4.2: 4.1 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 : 27: 20 18 . . . . 0 . 0 . .:
Old : 27: 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 : 44.2 48.2 65.4 70.4 34.3 35.9 50.4 48.9
Old : 44.2 48.2 65.4 70.4 34.3 35.9 50.4 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 13, 2014