COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 1, 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 : 87,539: 14,103 22,705 2,266 1,784 2,385 6,318 6,212 3,480 50,633 42,195 6,773: 1,581 2,005
Old : 87,539: 14,103 22,705 2,266 1,784 2,385 6,318 6,212 3,480 50,633 42,195 6,773: 1,581 2,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -2,336: -1,400 -1,811 71 -716 52 607 -6,980 -442 -1,064 7,457 -168: 8 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 25.9 2.6 2.0 2.7 7.2 7.1 4.0 57.8 48.2 7.7: 1.8 2.3
Old : 100.0: 16.1 25.9 2.6 2.0 2.7 7.2 7.1 4.0 57.8 48.2 7.7: 1.8 2.3
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 : 52: 11 12 4 . 4 . . . 16 14 20:
Old : 52: 11 12 4 . 4 . . . 16 14 20:
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 : 46.0 43.1 68.2 60.8 45.3 40.1 62.4 53.8
Old : 46.0 43.1 68.2 60.8 45.3 40.1 62.4 53.8
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, July 1, 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 : 30,176: 8,360 5,335 2,454 390 732 4,510 0 570 10,326 19,608 2,564: 660 977
Old : 30,176: 8,360 5,335 2,454 390 732 4,510 0 570 10,326 19,608 2,564: 660 977
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -1,272: -550 -335 719 -60 -369 -280 -900 -35 -426 500 -351: 20 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 17.7 8.1 1.3 2.4 14.9 0.0 1.9 34.2 65.0 8.5: 2.2 3.2
Old : 100.0: 27.7 17.7 8.1 1.3 2.4 14.9 0.0 1.9 34.2 65.0 8.5: 2.2 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 : 36: 10 8 . . . . 0 . 6 13 12:
Old : 36: 10 8 . . . . 0 . 6 13 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 55.5 69.7 71.9 47.4 52.2 65.4 65.3
Old : 49.0 55.5 69.7 71.9 47.4 52.2 65.4 65.3
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, July 1, 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 : 170,053: 106,046 106,651 541 13,456 22,555 5,468 3,798 5,475 16,028 4,289 12,652: 1,288 1,178
Old : 170,053: 106,046 106,651 541 13,456 22,555 5,468 3,798 5,475 16,028 4,289 12,652: 1,288 1,178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -3,631: -3,651 -2,584 -552 -147 -506 -5,227 39 -5,105 6,634 -91 4,331: 444 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 62.7 0.3 7.9 13.3 3.2 2.2 3.2 9.4 2.5 7.4: 0.8 0.7
Old : 100.0: 62.4 62.7 0.3 7.9 13.3 3.2 2.2 3.2 9.4 2.5 7.4: 0.8 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 : 81: 47 49 . 6 7 5 5 6 8 4 11:
Old : 81: 47 49 . 6 7 5 5 6 8 4 11:
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 29.2 50.3 45.8 17.9 16.2 30.0 25.8
Old : 31.6 29.2 50.3 45.8 17.9 16.2 30.0 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, July 1, 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 : 50,189: 18,817 44,116 20,391 3,868 1,023 8,703 0 1,001 227 154 27: 0 0
Old : 50,189: 18,817 44,116 20,391 3,868 1,023 8,703 0 1,001 227 154 27: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -2,321: -1,381 -1,996 -565 252 -327 202 0 -125 0 0 -125: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 87.9 40.6 7.7 2.0 17.3 0.0 2.0 0.5 0.3 0.1: 0.0 0.0
Old : 100.0: 37.5 87.9 40.6 7.7 2.0 17.3 0.0 2.0 0.5 0.3 0.1: 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: 17 19 . . . . 0 . . . .:
Old : 31: 17 19 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.0 52.9 91.5 79.8 77.6 51.2 85.2 77.0
Old : 80.0 52.9 91.5 79.8 77.6 51.2 85.2 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, July 1, 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 : 378,990: 190,826 315,955 121,721 23,270 13,462 26,350 328 25,647 984 328 0: 0 0
Old : 378,990: 190,826 315,955 121,721 23,270 13,462 26,350 328 25,647 984 328 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -34,041: -21,834 -20,921 6,049 -1,600 -11,216 -2,880 328 -632 -3,528 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 83.4 32.1 6.1 3.6 7.0 0.1 6.8 0.3 0.1 0.0: 0.0 0.0
Old : 100.0: 50.4 83.4 32.1 6.1 3.6 7.0 0.1 6.8 0.3 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 . . . . . . . . 0:
Old : 31: 18 17 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 62.0 84.6 86.1 51.1 55.3 71.8 73.6
Old : 61.4 62.0 84.6 86.1 51.1 55.3 71.8 73.6
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, July 1, 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 : 1,568,000: 1,122,427 1,327,447 192,508 30,091 127,580 768 10,491 14,185 54,170 1,844 56,362: -0 0
Old : 1,568,000: 1,122,427 1,327,447 192,508 30,091 127,580 768 10,491 14,185 54,170 1,844 56,362: -0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -2,998: 1,244 -8,307 -8,397 -674 8,262 -18,861 784 -47,824 17,981 163 45,357: -759 -759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 84.7 12.3 1.9 8.1 0.0 0.7 0.9 3.5 0.1 3.6: -0.0 0.0
Old : 100.0: 71.6 84.7 12.3 1.9 8.1 0.0 0.7 0.9 3.5 0.1 3.6: -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 : 61: 34 37 6 . 6 . . . 6 . 4:
Old : 61: 34 37 6 . 6 . . . 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 : 41.6 35.4 61.7 53.0 31.3 29.4 42.9 40.1
Old : 41.6 35.4 61.7 53.0 31.3 29.4 42.9 40.1
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, July 1, 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 : 48,162: 39,029 23,310 0 11,261 2,581 616 5,434 4,784 1,102 741 50: 0 0
Old : 48,162: 39,029 23,310 0 11,261 2,581 616 5,434 4,784 1,102 741 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -1,123: -354 581 0 -11 -216 51 -176 7 237 -307 -50: -797 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 48.4 0.0 23.4 5.4 1.3 11.3 9.9 2.3 1.5 0.1: 0.0 0.0
Old : 100.0: 81.0 48.4 0.0 23.4 5.4 1.3 11.3 9.9 2.3 1.5 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 18 0 . . . . . . . .:
Old : 37: 23 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 : 47.0 55.7 69.9 79.2 33.0 40.0 50.9 54.7
Old : 47.0 55.7 69.9 79.2 33.0 40.0 50.9 54.7
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, July 1, 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 : 314,825: 204,487 222,443 90,364 23,810 3,848 0 48,806 13,910 1,304 1,096 912: 0 0
Old : 314,825: 204,487 222,443 90,364 23,810 3,848 0 48,806 13,910 1,304 1,096 912: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 655: 1,032 -1,633 -1,353 0 0 0 1,632 0 976 656 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 70.7 28.7 7.6 1.2 0.0 15.5 4.4 0.4 0.3 0.3: 0.0 0.0
Old : 100.0: 65.0 70.7 28.7 7.6 1.2 0.0 15.5 4.4 0.4 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 : 28: 14 12 . . . 0 . . . . .:
Old : 28: 14 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 : 64.9 62.6 86.0 89.3 58.7 50.7 75.0 74.3
Old : 64.9 62.6 86.0 89.3 58.7 50.7 75.0 74.3
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, July 1, 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 : 646,021: 517,959 454,996 20,340 113,104 65,848 25,840 0 12,073 3,961 0 0: 0 0
Old : 646,021: 517,959 454,996 20,340 113,104 65,848 25,840 0 12,073 3,961 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -1,437: -309 5,496 0 -6,933 0 -1,585 0 0 457 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 70.4 3.1 17.5 10.2 4.0 0.0 1.9 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 80.2 70.4 3.1 17.5 10.2 4.0 0.0 1.9 0.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 24 . 4 . . 0 . . 0 0:
Old : 37: 20 24 . 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 : 45.2 47.6 68.2 67.6 30.2 32.9 42.7 46.5
Old : 45.2 47.6 68.2 67.6 30.2 32.9 42.7 46.5
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, July 1, 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 : 56,433: 38,436 46,699 5,779 2,640 1,274 4,618 0 757 3,011 2,504 1,826: 732 733
Old : 56,433: 38,436 46,699 5,779 2,640 1,274 4,618 0 757 3,011 2,504 1,826: 732 733
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 410: 59 -513 274 0 0 174 -1,610 -698 22 2,354 568: 11 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 82.8 10.2 4.7 2.3 8.2 0.0 1.3 5.3 4.4 3.2: 1.3 1.3
Old : 100.0: 68.1 82.8 10.2 4.7 2.3 8.2 0.0 1.3 5.3 4.4 3.2: 1.3 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 : 41: 24 24 . . 5 4 0 . . . .:
Old : 41: 24 24 . . 5 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 : 43.7 51.5 68.1 68.1 38.8 43.6 55.0 54.7
Old : 43.7 51.5 68.1 68.1 38.8 43.6 55.0 54.7
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, July 1, 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 : 40,510: 29,630 40,195 10,225 0 275 0 0 0 200 0 0: 180 40
Old : 40,510: 29,630 40,195 10,225 0 275 0 0 0 200 0 0: 180 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 1,110: 1,060 1,110 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 99.2 25.2 0.0 0.7 0.0 0.0 0.0 0.5 0.0 0.0: 0.4 0.1
Old : 100.0: 73.1 99.2 25.2 0.0 0.7 0.0 0.0 0.0 0.5 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 15 . 0 . 0 0 0 . 0 0:
Old : 31: 19 15 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 85.9 77.2 96.6 57.0 83.0 73.3 86.5
Old : 58.4 85.9 77.2 96.6 57.0 83.0 73.3 86.5
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, July 1, 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 : 55,850: 42,960 55,060 12,280 0 250 50 400 100 150 0 0: 60 40
Old : 55,850: 42,960 55,060 12,280 0 250 50 400 100 150 0 0: 60 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 1,550: 1,450 1,550 100 0 0 50 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 98.6 22.0 0.0 0.4 0.1 0.7 0.2 0.3 0.0 0.0: 0.1 0.1
Old : 100.0: 76.9 98.6 22.0 0.0 0.4 0.1 0.7 0.2 0.3 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 : 35: 26 13 . 0 . . . . . 0 0:
Old : 35: 26 13 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 88.5 73.6 95.5 55.9 84.8 69.9 89.5
Old : 56.7 88.5 73.6 95.5 55.9 84.8 69.9 89.5
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, July 1, 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 : 11,580: 9,180 9,330 2,050 700 350 0 0 0 0 1,200 0: 0 0
Old : 11,580: 9,180 9,330 2,050 700 350 0 0 0 0 1,200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 400: 400 400 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 80.6 17.7 6.0 3.0 0.0 0.0 0.0 0.0 10.4 0.0: 0.0 0.0
Old : 100.0: 79.3 80.6 17.7 6.0 3.0 0.0 0.0 0.0 0.0 10.4 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 : 32: 17 17 . . . 0 0 0 0 . 0:
Old : 32: 17 17 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 42.5 83.0 66.6 54.0 40.2 69.2 60.5
Old : 59.6 42.5 83.0 66.6 54.0 40.2 69.2 60.5
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, July 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 266,032: 180,128 222,512 39,688 6,640 32,216 11,656 1,152 1,576 384 1,552 384: 0 0
Old : 266,032: 180,128 222,512 39,688 6,640 32,216 11,656 1,152 1,576 384 1,552 384: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 13,368: -720 11,024 13,680 0 408 0 768 0 -384 784 384: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 83.6 14.9 2.5 12.1 4.4 0.4 0.6 0.1 0.6 0.1: 0.0 0.0
Old : 100.0: 67.7 83.6 14.9 2.5 12.1 4.4 0.4 0.6 0.1 0.6 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 16 4 . . . . . . . .:
Old : 35: 18 16 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 : 42.0 61.9 67.5 80.9 31.2 50.0 47.1 61.3
Old : 42.0 61.9 67.5 80.9 31.2 50.0 47.1 61.3
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, July 1, 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 : 12,867: 9,291 6,575 0 3,605 657 42 115 107 2,191 1,233 192: 387 383
Old : 12,867: 9,291 6,575 0 3,605 657 42 115 107 2,191 1,233 192: 387 383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 280: 260 64 0 0 0 -407 3 0 407 170 0: 20 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 51.1 0.0 28.0 5.1 0.3 0.9 0.8 17.0 9.6 1.5: 3.0 3.0
Old : 100.0: 72.2 51.1 0.0 28.0 5.1 0.3 0.9 0.8 17.0 9.6 1.5: 3.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 14 0 4 . . . . . . .:
Old : 29: 14 14 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 : 49.8 49.4 75.8 73.2 44.6 45.9 65.1 66.6
Old : 49.8 49.4 75.8 73.2 44.6 45.9 65.1 66.6
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, July 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,850: 14,550 13,200 250 4,600 1,100 200 0 450 3,050 250 250: 0 0
Old : 19,850: 14,550 13,200 250 4,600 1,100 200 0 450 3,050 250 250: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 50: 50 -100 0 -100 0 0 0 0 0 250 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 66.5 1.3 23.2 5.5 1.0 0.0 2.3 15.4 1.3 1.3: 0.0 0.0
Old : 100.0: 73.3 66.5 1.3 23.2 5.5 1.0 0.0 2.3 15.4 1.3 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 : 24: 13 9 . . . . 0 . . . .:
Old : 24: 13 9 . . . . 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 : 50.6 63.7 76.3 87.2 49.4 59.9 70.5 76.3
Old : 50.6 63.7 76.3 87.2 49.4 59.9 70.5 76.3
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, July 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,865: 16,505 16,130 1,325 1,400 675 760 0 0 600 1,650 0: 0 10
Old : 19,865: 16,505 16,130 1,325 1,400 675 760 0 0 600 1,650 0: 0 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 980: 870 980 0 0 0 10 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 81.2 6.7 7.0 3.4 3.8 0.0 0.0 3.0 8.3 0.0: 0.0 0.1
Old : 100.0: 83.1 81.2 6.7 7.0 3.4 3.8 0.0 0.0 3.0 8.3 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 21 . . . . 0 0 . . 0:
Old : 35: 19 21 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 49.3 79.1 71.2 46.3 42.7 62.5 60.4
Old : 54.2 49.3 79.1 71.2 46.3 42.7 62.5 60.4
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, July 1, 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 : 10,859: 8,534 6,939 600 2,565 680 0 160 375 0 0 0: 670 140
Old : 10,859: 8,534 6,939 600 2,565 680 0 160 375 0 0 0: 670 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 210: 210 210 0 -25 0 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 63.9 5.5 23.6 6.3 0.0 1.5 3.5 0.0 0.0 0.0: 6.2 1.3
Old : 100.0: 78.6 63.9 5.5 23.6 6.3 0.0 1.5 3.5 0.0 0.0 0.0: 6.2 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 : 28: 20 14 . . . 0 . . 0 0 0:
Old : 28: 20 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 : 41.5 52.9 64.1 79.5 41.0 42.9 57.2 60.3
Old : 41.5 52.9 64.1 79.5 41.0 42.9 57.2 60.3
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, July 1, 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 : 21,556: 15,258 15,423 426 1,409 2,825 1,237 0 575 574 66 44: 617 1,214
Old : 21,556: 15,258 15,423 426 1,409 2,825 1,237 0 575 574 66 44: 617 1,214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 305: 3 151 66 0 0 170 0 23 -44 22 44: 43 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 71.5 2.0 6.5 13.1 5.7 0.0 2.7 2.7 0.3 0.2: 2.9 5.6
Old : 100.0: 70.8 71.5 2.0 6.5 13.1 5.7 0.0 2.7 2.7 0.3 0.2: 2.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 20 . . . . 0 . . . .:
Old : 36: 25 20 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 51.6 54.0 70.4 22.3 39.7 36.5 48.4
Old : 33.3 51.6 54.0 70.4 22.3 39.7 36.5 48.4
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, July 1, 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 : 35,798: 29,818 22,336 1,257 2,988 2,809 0 3,931 1,299 0 1,855 450: 165 130
Old : 35,798: 29,818 22,336 1,257 2,988 2,809 0 3,931 1,299 0 1,855 450: 165 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 185: 330 15 -190 0 60 0 -170 -45 0 325 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 62.4 3.5 8.3 7.8 0.0 11.0 3.6 0.0 5.2 1.3: 0.5 0.4
Old : 100.0: 83.3 62.4 3.5 8.3 7.8 0.0 11.0 3.6 0.0 5.2 1.3: 0.5 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 : 43: 27 24 4 . 4 0 . . 0 4 .:
Old : 43: 27 24 4 . 4 0 . . 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 : 35.8 46.9 55.7 66.5 33.5 34.0 49.2 50.2
Old : 35.8 46.9 55.7 66.5 33.5 34.0 49.2 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, July 1, 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 : 43,149: 34,743 27,692 898 5,397 2,633 150 2,553 2,585 600 869 1,400: 140 20
Old : 43,149: 34,743 27,692 898 5,397 2,633 150 2,553 2,585 600 869 1,400: 140 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 682: 282 800 0 -96 50 -250 60 -75 300 -452 380: -5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 64.2 2.1 12.5 6.1 0.3 5.9 6.0 1.4 2.0 3.2: 0.3 0.0
Old : 100.0: 80.5 64.2 2.1 12.5 6.1 0.3 5.9 6.0 1.4 2.0 3.2: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 30 29 . 5 5 . . . . . .:
Old : 49: 30 29 . 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 : 35.1 38.1 59.2 58.5 32.3 28.6 51.5 45.5
Old : 35.1 38.1 59.2 58.5 32.3 28.6 51.5 45.5
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, July 1, 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 : 36,160: 31,860 35,710 3,000 0 450 0 0 0 850 0 0: 0 0
Old : 36,160: 31,860 35,710 3,000 0 450 0 0 0 850 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 655: 1,105 655 -600 0 0 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 98.8 8.3 0.0 1.2 0.0 0.0 0.0 2.4 0.0 0.0: 0.0 0.0
Old : 100.0: 88.1 98.8 8.3 0.0 1.2 0.0 0.0 0.0 2.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 9 . 0 . 0 0 0 . 0 0:
Old : 27: 20 9 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 93.6 75.6 99.6 58.8 90.7 74.0 91.9
Old : 58.8 93.6 75.6 99.6 58.8 90.7 74.0 91.9
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, July 1, 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 : 42,765: 37,940 42,005 3,490 0 760 0 0 0 500 0 0: 75 0
Old : 42,765: 37,940 42,005 3,490 0 760 0 0 0 500 0 0: 75 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 1,050: 1,470 1,050 -480 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 98.2 8.2 0.0 1.8 0.0 0.0 0.0 1.2 0.0 0.0: 0.2 0.0
Old : 100.0: 88.7 98.2 8.2 0.0 1.8 0.0 0.0 0.0 1.2 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 : 33: 23 15 . 0 . 0 0 0 . 0 0:
Old : 33: 23 15 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 90.1 70.4 95.9 53.3 88.8 68.0 91.3
Old : 53.3 90.1 70.4 95.9 53.3 88.8 68.0 91.3
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, July 1, 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 : 469,270: 266,332 401,019 103,586 17,116 10,976 34,324 384 33,247 16,780 2,503 4,025: 0 0
Old : 469,270: 266,332 401,019 103,586 17,116 10,976 34,324 384 33,247 16,780 2,503 4,025: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 3,080: -8 2,696 760 784 0 -1,217 0 0 4,713 768 -1,168: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 85.5 22.1 3.6 2.3 7.3 0.1 7.1 3.6 0.5 0.9: 0.0 0.0
Old : 100.0: 56.8 85.5 22.1 3.6 2.3 7.3 0.1 7.1 3.6 0.5 0.9: 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 : 42: 25 26 4 . . . . . . . .:
Old : 42: 25 26 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 46.8 66.8 68.6 38.6 42.5 53.5 54.8
Old : 46.7 46.8 66.8 68.6 38.6 42.5 53.5 54.8
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, July 1, 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 : 33,835: 19,256 26,565 4,310 2,177 1,966 3,979 445 1,130 1,565 1,109 422: 1,208 22
Old : 33,835: 19,256 26,565 4,310 2,177 1,966 3,979 445 1,130 1,565 1,109 422: 1,208 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 429: 17 296 28 88 -0 265 -961 -48 34 961 93: 41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 78.5 12.7 6.4 5.8 11.8 1.3 3.3 4.6 3.3 1.2: 3.6 0.1
Old : 100.0: 56.9 78.5 12.7 6.4 5.8 11.8 1.3 3.3 4.6 3.3 1.2: 3.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 27 32 . . 4 . . . . . .:
Old : 48: 27 32 . . 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 : 42.7 34.5 64.7 56.3 36.4 29.5 54.3 46.4
Old : 42.7 34.5 64.7 56.3 36.4 29.5 54.3 46.4
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, July 1, 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 : 17,660: 10,465 14,294 2,807 987 586 2,164 0 1,458 25 205 130: 25 0
Old : 17,660: 10,465 14,294 2,807 987 586 2,164 0 1,458 25 205 130: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -283: 0 -98 0 -231 0 -308 0 0 0 46 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 80.9 15.9 5.6 3.3 12.3 0.0 8.3 0.1 1.2 0.7: 0.1 0.0
Old : 100.0: 59.3 80.9 15.9 5.6 3.3 12.3 0.0 8.3 0.1 1.2 0.7: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 9 . . . . 0 . . . .:
Old : 25: 17 9 . . . . 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 : 52.7 89.1 76.4 97.4 43.6 79.6 66.7 83.1
Old : 52.7 89.1 76.4 97.4 43.6 79.6 66.7 83.1
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, July 1, 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 : 268,272: 111,607 243,760 50,795 0 16,800 78,108 0 7,712 3,250 0 0: 0 0
Old : 268,272: 111,607 243,760 50,795 0 16,800 78,108 0 7,712 3,250 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 12,259: 943 12,259 11,316 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 90.9 18.9 0.0 6.3 29.1 0.0 2.9 1.2 0.0 0.0: 0.0 0.0
Old : 100.0: 41.6 90.9 18.9 0.0 6.3 29.1 0.0 2.9 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 : 24: 13 8 . 0 . . 0 . . 0 0:
Old : 24: 13 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 : 75.5 95.8 90.5 99.8 66.2 89.8 81.2 89.9
Old : 75.5 95.8 90.5 99.8 66.2 89.8 81.2 89.9
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, July 1, 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 : 536,992: 357,766 507,126 157,760 0 4,737 384 10,761 13,976 2,369 392 0: 0 0
Old : 536,992: 357,766 507,126 157,760 0 4,737 384 10,761 13,976 2,369 392 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -4,360: -4,360 -14 4,738 0 -4,738 -2,369 0 0 2,369 392 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 94.4 29.4 0.0 0.9 0.1 2.0 2.6 0.4 0.1 0.0: 0.0 0.0
Old : 100.0: 66.6 94.4 29.4 0.0 0.9 0.1 2.0 2.6 0.4 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 16 4 0 . . . . . . 0:
Old : 31: 18 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 : 53.6 76.4 74.1 93.2 51.8 66.2 68.3 79.2
Old : 53.6 76.4 74.1 93.2 51.8 66.2 68.3 79.2
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, July 1, 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 : 43,365: 29,123 39,663 4,474 1,406 594 1,905 132 1,081 5,527 0 0: 661 489
Old : 43,365: 29,123 39,663 4,474 1,406 594 1,905 132 1,081 5,527 0 0: 661 489
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 257: -214 298 2 0 -41 -1,187 0 0 1,697 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 91.5 10.3 3.2 1.4 4.4 0.3 2.5 12.7 0.0 0.0: 1.5 1.1
Old : 100.0: 67.2 91.5 10.3 3.2 1.4 4.4 0.3 2.5 12.7 0.0 0.0: 1.5 1.1
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 : 30: 19 14 . . . . . . . 0 0:
Old : 30: 19 14 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 85.1 73.5 92.2 50.0 75.3 67.9 79.9
Old : 50.6 85.1 73.5 92.2 50.0 75.3 67.9 79.9
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, July 1, 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 : 81,570: 58,485 72,650 22,701 4,248 384 0 4,288 0 0 0 0: 0 0
Old : 81,570: 58,485 72,650 22,701 4,248 384 0 4,288 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 24, 2014 :
: 1,568: 1,568 1,568 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 89.1 27.8 5.2 0.5 0.0 5.3 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.7 89.1 27.8 5.2 0.5 0.0 5.3 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 : 60.8 71.4 88.0 90.5 53.2 71.3 79.4 84.7
Old : 60.8 71.4 88.0 90.5 53.2 71.3 79.4 84.7
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, July 1, 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 : 16,983: 10,697 15,548 3,039 0 217 466 0 0 1,680 398 308: 576 512
Old : 16,983: 10,697 15,548 3,039 0 217 466 0 0 1,680 398 308: 576 512
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 21: 42 0 -42 0 0 -63 0 0 63 42 0: 21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 91.6 17.9 0.0 1.3 2.7 0.0 0.0 9.9 2.3 1.8: 3.4 3.0
Old : 100.0: 63.0 91.6 17.9 0.0 1.3 2.7 0.0 0.0 9.9 2.3 1.8: 3.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 18 . 0 . . 0 0 . . .:
Old : 30: 16 18 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 47.8 62.5 71.0 33.8 40.2 52.9 51.9
Old : 40.0 47.8 62.5 71.0 33.8 40.2 52.9 51.9
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, July 1, 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 : 232,554: 99,169 223,241 91,921 3,137 2,688 1,152 0 0 36,439 2,303 1,185: 0 0
Old : 232,554: 99,169 223,241 91,921 3,137 2,688 1,152 0 0 36,439 2,303 1,185: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 1,936: 1,544 1,936 392 0 0 -4,704 0 0 4,704 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 96.0 39.5 1.3 1.2 0.5 0.0 0.0 15.7 1.0 0.5: 0.0 0.0
Old : 100.0: 42.6 96.0 39.5 1.3 1.2 0.5 0.0 0.0 15.7 1.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 13 20 4 . . . 0 0 . . .:
Old : 33: 13 20 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 : 61.0 61.9 81.3 79.1 57.8 56.0 71.4 67.8
Old : 61.0 61.9 81.3 79.1 57.8 56.0 71.4 67.8
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, July 1, 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 : 13,148: 7,058 7,362 3,032 4,112 702 1,587 0 0 298 376 340: 131 256
Old : 13,148: 7,058 7,362 3,032 4,112 702 1,587 0 0 298 376 340: 131 256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 102: 61 109 0 22 0 41 0 0 0 -29 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 56.0 23.1 31.3 5.3 12.1 0.0 0.0 2.3 2.9 2.6: 1.0 1.9
Old : 100.0: 53.7 56.0 23.1 31.3 5.3 12.1 0.0 0.0 2.3 2.9 2.6: 1.0 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 : 31: 14 18 4 . 4 . 0 0 . . .:
Old : 31: 14 18 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 : 39.9 51.0 66.3 73.5 37.7 49.3 58.5 66.2
Old : 39.9 51.0 66.3 73.5 37.7 49.3 58.5 66.2
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, July 1, 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 : 147,178: 60,698 60,115 63,766 79,263 3,120 10,424 0 0 4,490 0 4,680: 0 0
Old : 147,178: 60,698 60,115 63,766 79,263 3,120 10,424 0 0 4,490 0 4,680: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -408: -408 -408 -392 392 0 0 0 0 784 0 -392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 40.8 43.3 53.9 2.1 7.1 0.0 0.0 3.1 0.0 3.2: 0.0 0.0
Old : 100.0: 41.2 40.8 43.3 53.9 2.1 7.1 0.0 0.0 3.1 0.0 3.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 15 4 . . . 0 0 . 0 .:
Old : 30: 16 15 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 : 48.7 65.8 71.9 79.7 45.5 63.8 60.2 72.8
Old : 48.7 65.8 71.9 79.7 45.5 63.8 60.2 72.8
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, July 1, 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 : 20,082: 13,221 14,901 4,378 769 385 0 1,929 2,098 0 0 0: 0 0
Old : 20,082: 13,221 14,901 4,378 769 385 0 1,929 2,098 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 24, 2014 :
: -846: 110 -490 -754 -25 -25 0 -129 -177 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 74.2 21.8 3.8 1.9 0.0 9.6 10.4 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 65.8 74.2 21.8 3.8 1.9 0.0 9.6 10.4 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: 14 12 . . . 0 . . 0 0 0:
Old : 24: 14 12 . . . 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 : 63.8 63.5 87.2 86.2 57.0 47.7 71.4 70.2
Old : 63.8 63.5 87.2 86.2 57.0 47.7 71.4 70.2
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, July 1, 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 : 146,702: 116,445 78,644 0 37,473 26,401 0 328 3,856 0 0 0: 0 0
Old : 146,702: 116,445 78,644 0 37,473 26,401 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 24, 2014 :
: -6,737: -4,480 -5,777 0 1,297 -2,257 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 53.6 0.0 25.5 18.0 0.0 0.2 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.4 53.6 0.0 25.5 18.0 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 : 56.9 66.4 87.9 90.7 39.6 53.8 63.3 68.6
Old : 56.9 66.4 87.9 90.7 39.6 53.8 63.3 68.6
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, July 1, 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 : 24,880: 15,865 16,765 8,475 7,065 100 0 825 75 0 50 0: 365 0
Old : 24,880: 15,865 16,765 8,475 7,065 100 0 825 75 0 50 0: 365 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 50: 0 50 -25 0 0 0 -75 75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 67.4 34.1 28.4 0.4 0.0 3.3 0.3 0.0 0.2 0.0: 1.5 0.0
Old : 100.0: 63.8 67.4 34.1 28.4 0.4 0.0 3.3 0.3 0.0 0.2 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 : 30: 14 11 5 . . 0 . . 0 . 0:
Old : 30: 14 11 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 : 50.6 74.1 77.4 92.2 50.4 72.3 73.1 84.2
Old : 50.6 74.1 77.4 92.2 50.4 72.3 73.1 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, July 1, 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 : 21,525: 15,180 13,560 5,860 7,065 0 0 900 0 0 0 0: 485 0
Old : 21,525: 15,180 13,560 5,860 7,065 0 0 900 0 0 0 0: 485 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 63.0 27.2 32.8 0.0 0.0 4.2 0.0 0.0 0.0 0.0: 2.3 0.0
Old : 100.0: 70.5 63.0 27.2 32.8 0.0 0.0 4.2 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: 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 : 46.2 80.7 72.8 96.9 43.3 77.9 66.5 87.8
Old : 46.2 80.7 72.8 96.9 43.3 77.9 66.5 87.8
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, July 1, 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 : 10,520: 9,320 8,805 635 1,365 280 0 0 0 0 0 0: 285 70
Old : 10,520: 9,320 8,805 635 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 24, 2014 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 83.7 6.0 13.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 0.7
Old : 100.0: 88.6 83.7 6.0 13.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 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 : 27: 18 12 . . . 0 0 0 0 0 0:
Old : 27: 18 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 74.0 69.2 92.6 49.2 68.0 65.4 81.8
Old : 49.7 74.0 69.2 92.6 49.2 68.0 65.4 81.8
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, July 1, 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 : 23,215: 21,840 20,410 460 1,865 640 0 0 0 0 300 0: 275 0
Old : 23,215: 21,840 20,410 460 1,865 640 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 24, 2014 :
: -500: -525 -500 0 -25 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 87.9 2.0 8.0 2.8 0.0 0.0 0.0 0.0 1.3 0.0: 1.2 0.0
Old : 100.0: 94.1 87.9 2.0 8.0 2.8 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 7 . 4 . 0 0 0 0 . 0:
Old : 22: 12 7 . 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 : 74.7 82.4 88.5 97.6 61.9 75.6 75.1 83.4
Old : 74.7 82.4 88.5 97.6 61.9 75.6 75.1 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, July 1, 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 : 23,300: 21,540 23,060 980 0 240 0 0 0 0 0 0: 540 0
Old : 23,300: 21,540 23,060 980 0 240 0 0 0 0 0 0: 540 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 180: 180 180 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 99.0 4.2 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.0
Old : 100.0: 92.4 99.0 4.2 0.0 1.0 0.0 0.0 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 : 20: 15 8 . 0 . 0 0 0 0 0 0:
Old : 20: 15 8 . 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 : 73.9 95.5 87.1 99.8 70.8 94.4 83.1 94.4
Old : 73.9 95.5 87.1 99.8 70.8 94.4 83.1 94.4
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, July 1, 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 : 26,480: 24,370 26,235 1,235 0 245 0 0 0 0 0 0: 630 0
Old : 26,480: 24,370 26,235 1,235 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 24, 2014 :
: 1,280: 1,180 1,280 50 0 0 0 0 0 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 99.1 4.7 0.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 0.0
Old : 100.0: 92.0 99.1 4.7 0.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 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 : 25: 19 11 . 0 . 0 0 0 0 0 0:
Old : 25: 19 11 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 89.9 83.2 98.7 68.0 88.5 80.3 94.5
Old : 70.8 89.9 83.2 98.7 68.0 88.5 80.3 94.5
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, July 1, 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 : 129,680: 106,885 117,750 10,980 2,275 9,430 1,595 0 0 600 225 0: 190 0
Old : 129,680: 106,885 117,750 10,980 2,275 9,430 1,595 0 0 600 225 0: 190 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 3,150: 2,530 2,950 20 -425 600 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 90.8 8.5 1.8 7.3 1.2 0.0 0.0 0.5 0.2 0.0: 0.1 0.0
Old : 100.0: 82.4 90.8 8.5 1.8 7.3 1.2 0.0 0.0 0.5 0.2 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 28 25 4 . 5 . 0 0 . . 0:
Old : 45: 28 25 4 . 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 : 36.8 63.4 57.4 80.3 29.0 63.0 45.5 72.2
Old : 36.8 63.4 57.4 80.3 29.0 63.0 45.5 72.2
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, July 1, 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 : 169,194: 141,875 160,054 16,749 1,280 7,365 2,315 50 100 375 0 0: 415 345
Old : 169,194: 141,875 160,054 16,749 1,280 7,365 2,315 50 100 375 0 0: 415 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 3,050: 2,310 2,535 -475 -650 820 0 50 0 100 0 0: 295 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 94.6 9.9 0.8 4.4 1.4 0.0 0.1 0.2 0.0 0.0: 0.2 0.2
Old : 100.0: 83.9 94.6 9.9 0.8 4.4 1.4 0.0 0.1 0.2 0.0 0.0: 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 : 52: 33 28 5 . 5 . . . . 0 0:
Old : 52: 33 28 5 . 5 . . . . 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 : 35.0 64.3 55.4 83.6 28.9 62.7 47.3 75.7
Old : 35.0 64.3 55.4 83.6 28.9 62.7 47.3 75.7
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, July 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 156,364: 107,316 120,659 10,871 15,594 6,199 987 200 3,793 20,308 2,855 6,159: 731 906
Old : 156,364: 107,316 120,659 10,871 15,594 6,199 987 200 3,793 20,308 2,855 6,159: 731 906
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 1,560: 1,560 2,147 733 199 -639 -405 -2,658 -1,887 -184 2,010 1,903: 478 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 77.2 7.0 10.0 4.0 0.6 0.1 2.4 13.0 1.8 3.9: 0.5 0.6
Old : 100.0: 68.6 77.2 7.0 10.0 4.0 0.6 0.1 2.4 13.0 1.8 3.9: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 35 33 5 4 7 4 . . 6 . 8:
Old : 65: 35 33 5 4 7 4 . . 6 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 61.4 61.4 73.2 44.3 58.4 60.3 67.8
Old : 44.3 61.4 61.4 73.2 44.3 58.4 60.3 67.8
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, July 1, 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 : 98,850: 80,138 81,855 7,825 5,840 6,470 865 50 1,035 1,265 2,270 685: 567 645
Old : 98,850: 80,138 81,855 7,825 5,840 6,470 865 50 1,035 1,265 2,270 685: 567 645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -555: -697 -1,115 -450 -5 190 0 -1,845 0 0 1,820 0: 402 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 82.8 7.9 5.9 6.5 0.9 0.1 1.0 1.3 2.3 0.7: 0.6 0.7
Old : 100.0: 81.1 82.8 7.9 5.9 6.5 0.9 0.1 1.0 1.3 2.3 0.7: 0.6 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 : 49: 28 23 . 5 6 . . . 4 . .:
Old : 49: 28 23 . 5 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 : 45.6 71.4 63.5 81.5 40.9 70.1 56.7 76.8
Old : 45.6 71.4 63.5 81.5 40.9 70.1 56.7 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, July 1, 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 : 25,725: 22,605 20,415 1,730 3,945 715 0 525 0 0 125 0: 675 0
Old : 25,725: 22,605 20,415 1,730 3,945 715 0 525 0 0 125 0: 675 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -90: -150 210 205 -120 -205 0 75 0 0 -50 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 79.4 6.7 15.3 2.8 0.0 2.0 0.0 0.0 0.5 0.0: 2.6 0.0
Old : 100.0: 87.9 79.4 6.7 15.3 2.8 0.0 2.0 0.0 0.0 0.5 0.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 9 4 . 4 0 . 0 0 . 0:
Old : 29: 17 9 4 . 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 : 56.7 74.5 74.9 94.5 56.7 71.8 74.7 89.5
Old : 56.7 74.5 74.9 94.5 56.7 71.8 74.7 89.5
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, July 1, 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 : 22,220: 18,980 18,530 1,630 1,835 1,260 0 300 0 0 0 0: 350 295
Old : 22,220: 18,980 18,530 1,630 1,835 1,260 0 300 0 0 0 0: 350 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 30: 0 30 0 0 0 0 0 0 0 0 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 83.4 7.3 8.3 5.7 0.0 1.4 0.0 0.0 0.0 0.0: 1.6 1.3
Old : 100.0: 85.4 83.4 7.3 8.3 5.7 0.0 1.4 0.0 0.0 0.0 0.0: 1.6 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 : 52.6 81.5 73.7 97.0 52.6 76.3 72.8 90.0
Old : 52.6 81.5 73.7 97.0 52.6 76.3 72.8 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, July 1, 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 : 33,679: 20,613 22,811 2,764 391 4,621 0 112 288 220 64 374: 4,800 5,019
Old : 33,679: 20,613 22,811 2,764 391 4,621 0 112 288 220 64 374: 4,800 5,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -3,384: -2,229 -2,051 202 21 -2,025 0 -431 -246 0 64 374: 540 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 67.7 8.2 1.2 13.7 0.0 0.3 0.9 0.7 0.2 1.1: 14.3 14.9
Old : 100.0: 61.2 67.7 8.2 1.2 13.7 0.0 0.3 0.9 0.7 0.2 1.1: 14.3 14.9
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 : 32: 20 18 4 . 7 0 . . . . .:
Old : 32: 20 18 4 . 7 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 46.4 60.5 69.1 14.6 19.7 19.7 23.2
Old : 40.0 46.4 60.5 69.1 14.6 19.7 19.7 23.2
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, July 1, 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 : 10,182: 4,298 5,864 928 0 1,534 0 168 792 0 210 240: 2,390 1,374
Old : 10,182: 4,298 5,864 928 0 1,534 0 168 792 0 210 240: 2,390 1,374
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -403: -222 -232 20 0 -46 0 -240 -260 0 210 240: -135 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 57.6 9.1 0.0 15.1 0.0 1.6 7.8 0.0 2.1 2.4: 23.5 13.5
Old : 100.0: 42.2 57.6 9.1 0.0 15.1 0.0 1.6 7.8 0.0 2.1 2.4: 23.5 13.5
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 : 20: 10 9 4 0 4 0 . . 0 . .:
Old : 20: 10 9 4 0 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 : 37.9 50.5 57.1 70.3 19.0 39.4 30.3 46.6
Old : 37.9 50.5 57.1 70.3 19.0 39.4 30.3 46.6
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, July 1, 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 : 18,088: 10,842 14,756 6,158 1,221 0 0 1,600 0 576 0 0: 512 511
Old : 18,088: 10,842 14,756 6,158 1,221 0 0 1,600 0 576 0 0: 512 511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -1,866: -1,704 -1,488 -441 -273 0 0 -105 0 -105 0 0: 384 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 81.6 34.0 6.8 0.0 0.0 8.8 0.0 3.2 0.0 0.0: 2.8 2.8
Old : 100.0: 59.9 81.6 34.0 6.8 0.0 0.0 8.8 0.0 3.2 0.0 0.0: 2.8 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 : 21: 9 8 . . 0 0 . 0 . 0 0:
Old : 21: 9 8 . . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 80.1 86.2 92.3 60.5 80.1 84.4 90.6
Old : 60.5 80.1 86.2 92.3 60.5 80.1 84.4 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, July 1, 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 : 374,417: 244,381 340,568 119,507 0 4,206 0 29,643 0 6,323 0 0: 0 0
Old : 374,417: 244,381 340,568 119,507 0 4,206 0 29,643 0 6,323 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -38,801: -28,433 -37,649 -9,216 0 0 0 -1,152 0 -1,152 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 91.0 31.9 0.0 1.1 0.0 7.9 0.0 1.7 0.0 0.0: 0.0 0.0
Old : 100.0: 65.3 91.0 31.9 0.0 1.1 0.0 7.9 0.0 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 : 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 : 59.2 87.1 82.6 94.9 57.9 87.1 80.4 94.2
Old : 59.2 87.1 82.6 94.9 57.9 87.1 80.4 94.2
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, July 1, 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 : 332,289: 78,364 329,568 220,629 0 2,721 0 0 0 30,575 0 0: 0 0
Old : 332,289: 78,364 329,568 220,629 0 2,721 0 0 0 30,575 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -14,208: -7,296 -14,208 -3,840 0 0 0 0 0 -3,072 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 99.2 66.4 0.0 0.8 0.0 0.0 0.0 9.2 0.0 0.0: 0.0 0.0
Old : 100.0: 23.6 99.2 66.4 0.0 0.8 0.0 0.0 0.0 9.2 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 : 20: 7 9 . 0 . 0 0 0 . 0 0:
Old : 20: 7 9 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.0 90.8 97.4 98.5 83.0 90.8 96.6 98.5
Old : 83.0 90.8 97.4 98.5 83.0 90.8 96.6 98.5
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, July 1, 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 : 43,115: 32,146 40,607 8,311 0 2,275 0 0 0 0 0 0: 383 233
Old : 43,115: 32,146 40,607 8,311 0 2,275 0 0 0 0 0 0: 383 233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -2,856: -1,554 -2,835 -1,281 0 0 0 0 0 0 0 0: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 94.2 19.3 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.5
Old : 100.0: 74.6 94.2 19.3 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 70.9 64.3 96.4 85.4 61.1 56.1 73.3 70.8
Old : 70.9 64.3 96.4 85.4 61.1 56.1 73.3 70.8
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, July 1, 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 : 706,665: 556,102 665,000 108,898 0 41,665 0 0 0 0 0 0: 0 0
Old : 706,665: 556,102 665,000 108,898 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 24, 2014 :
: -38,400: -22,272 -38,400 -16,128 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 94.1 15.4 0.0 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.7 94.1 15.4 0.0 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.3 61.7 92.5 84.2 55.1 54.3 72.5 70.3
Old : 65.3 61.7 92.5 84.2 55.1 54.3 72.5 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, July 1, 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 : 153,100: 105,838 94,833 9,613 15,995 28,962 3,950 7,680 4,355 0 1,147 128: 254 0
Old : 153,100: 105,838 94,833 9,613 15,995 28,962 3,950 7,680 4,355 0 1,147 128: 254 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 2,103: 1,390 -1,807 -336 -1,407 -105 1,385 5,888 -210 0 21 -21: 0 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 61.9 6.3 10.4 18.9 2.6 5.0 2.8 0.0 0.7 0.1: 0.2 0.0
Old : 100.0: 69.1 61.9 6.3 10.4 18.9 2.6 5.0 2.8 0.0 0.7 0.1: 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 : 37: 19 22 4 4 . . . . 0 . .:
Old : 37: 19 22 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 : 48.6 55.5 69.8 74.0 25.5 25.7 37.1 38.6
Old : 48.6 55.5 69.8 74.0 25.5 25.7 37.1 38.6
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, July 1, 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 : 2,787,436: 2,185,147 1,421,533 47,136 506,768 550,415 0 308,720 0 4,738 0 0: 0 0
Old : 2,787,436: 2,185,147 1,421,533 47,136 506,768 550,415 0 308,720 0 4,738 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -58,359: -48,384 -52,599 -3,072 375 -6,135 0 0 0 -768 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 51.0 1.7 18.2 19.7 0.0 11.1 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 78.4 51.0 1.7 18.2 19.7 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 : 66.8 69.3 87.4 85.7 33.9 34.1 47.0 44.9
Old : 66.8 69.3 87.4 85.7 33.9 34.1 47.0 44.9
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, July 1, 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 : 19,686: 12,623 11,767 4,485 640 1,275 0 629 1,280 0 3,840 0: 23 255
Old : 19,686: 12,623 11,767 4,485 640 1,275 0 629 1,280 0 3,840 0: 23 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -1,575: -840 -1,029 -735 -105 0 0 -4,281 0 0 3,840 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 59.8 22.8 3.3 6.5 0.0 3.2 6.5 0.0 19.5 0.0: 0.1 1.3
Old : 100.0: 64.1 59.8 22.8 3.3 6.5 0.0 3.2 6.5 0.0 19.5 0.0: 0.1 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 : 21: 11 9 . . . 0 . . 0 . 0:
Old : 21: 11 9 . . . 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 : 60.5 69.3 82.8 91.1 54.6 62.3 69.5 74.3
Old : 60.5 69.3 82.8 91.1 54.6 62.3 69.5 74.3
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, July 1, 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 : 49,708: 37,321 42,102 7,101 850 4,006 0 1,470 1,280 0 0 0: 0 0
Old : 49,708: 37,321 42,102 7,101 850 4,006 0 1,470 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 24, 2014 :
: -3,738: -2,772 -3,234 -819 105 -147 0 -462 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 84.7 14.3 1.7 8.1 0.0 3.0 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 75.1 84.7 14.3 1.7 8.1 0.0 3.0 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 : 23: 13 10 . . . 0 . . 0 0 0:
Old : 23: 13 10 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 66.3 73.2 88.6 40.9 49.9 58.4 64.4
Old : 46.4 66.3 73.2 88.6 40.9 49.9 58.4 64.4
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, July 1, 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 : 75,072: 59,256 48,302 0 14,998 8,892 2,435 0 2,880 1,353 0 0: 256 0
Old : 75,072: 59,256 48,302 0 14,998 8,892 2,435 0 2,880 1,353 0 0: 256 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -1,969: -736 -1,155 0 -1,134 0 -1,490 0 320 -21 0 0: -42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 64.3 0.0 20.0 11.8 3.2 0.0 3.8 1.8 0.0 0.0: 0.3 0.0
Old : 100.0: 78.9 64.3 0.0 20.0 11.8 3.2 0.0 3.8 1.8 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 15 0 4 . . 0 . . 0 0:
Old : 32: 22 15 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 : 46.6 64.1 72.8 85.1 33.7 43.1 45.9 52.0
Old : 46.6 64.1 72.8 85.1 33.7 43.1 45.9 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Options and Futures Combined, July 1, 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 : 41,620: 25,447 34,173 10,755 3,711 1,340 0 0 0 1,682 0 2,268: 128 128
Old : 41,620: 25,447 34,173 10,755 3,711 1,340 0 0 0 1,682 0 2,268: 128 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -1,491: -1,071 -1,050 189 -147 -273 0 0 0 -315 0 0: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 82.1 25.8 8.9 3.2 0.0 0.0 0.0 4.0 0.0 5.4: 0.3 0.3
Old : 100.0: 61.1 82.1 25.8 8.9 3.2 0.0 0.0 0.0 4.0 0.0 5.4: 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 : 55.3 51.0 78.5 72.9 46.9 46.4 62.5 64.1
Old : 55.3 51.0 78.5 72.9 46.9 46.4 62.5 64.1
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, July 1, 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 : 38,536: 33,324 20,824 2,450 14,047 2,657 0 0 0 105 880 0: 0 128
Old : 38,536: 33,324 20,824 2,450 14,047 2,657 0 0 0 105 880 0: 0 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -2,227: -1,996 -2,351 252 -252 -483 0 0 0 0 880 0: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 54.0 6.4 36.5 6.9 0.0 0.0 0.0 0.3 2.3 0.0: 0.0 0.3
Old : 100.0: 86.5 54.0 6.4 36.5 6.9 0.0 0.0 0.0 0.3 2.3 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 10 . . . 0 0 0 . . 0:
Old : 29: 17 10 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 62.0 67.7 88.1 46.2 56.4 66.6 79.5
Old : 46.2 62.0 67.7 88.1 46.2 56.4 66.6 79.5
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, July 1, 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 : 306,302: 225,235 270,972 35,239 0 0 22,348 0 23,480 0 11,850 0: 0 0
Old : 306,302: 225,235 270,972 35,239 0 0 22,348 0 23,480 0 11,850 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -26,496: -17,280 -26,496 -6,528 0 0 -2,688 -11,850 0 0 11,850 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 88.5 11.5 0.0 0.0 7.3 0.0 7.7 0.0 3.9 0.0: 0.0 0.0
Old : 100.0: 73.5 88.5 11.5 0.0 0.0 7.3 0.0 7.7 0.0 3.9 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 : 58.7 68.5 88.5 84.6 51.0 61.6 70.5 73.6
Old : 58.7 68.5 88.5 84.6 51.0 61.6 70.5 73.6
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, July 1, 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 : 921,617: 568,909 636,669 121,385 148,311 112,947 94,686 0 23,690 0 0 0: 0 0
Old : 921,617: 568,909 636,669 121,385 148,311 112,947 94,686 0 23,690 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 24, 2014 :
: -50,688: -46,464 -33,408 3,456 -5,760 -7,680 3,840 0 -3,840 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 69.1 13.2 16.1 12.3 10.3 0.0 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.7 69.1 13.2 16.1 12.3 10.3 0.0 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 : 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 : 63.0 56.3 84.6 74.8 38.3 32.1 46.4 45.8
Old : 63.0 56.3 84.6 74.8 38.3 32.1 46.4 45.8
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, July 1, 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 : 1,754,304: 1,017,330 1,191,030 143,180 249,736 313,538 263,135 0 0 17,121 0 0: 0 0
Old : 1,754,304: 1,017,330 1,191,030 143,180 249,736 313,538 263,135 0 0 17,121 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -39,552: -31,488 -33,792 1,536 -384 -5,376 -3,840 0 0 -384 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 67.9 8.2 14.2 17.9 15.0 0.0 0.0 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 58.0 67.9 8.2 14.2 17.9 15.0 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 : 53.2 78.2 78.4 93.0 43.2 61.7 55.7 66.2
Old : 53.2 78.2 78.4 93.0 43.2 61.7 55.7 66.2
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, July 1, 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 : 646,374: 315,403 497,268 2,369 55,186 93,920 0 0 0 234,682 0 0: 0 0
Old : 646,374: 315,403 497,268 2,369 55,186 93,920 0 0 0 234,682 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -26,880: -19,584 -18,816 -384 -8,064 0 0 0 0 -6,912 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 76.9 0.4 8.5 14.5 0.0 0.0 0.0 36.3 0.0 0.0: 0.0 0.0
Old : 100.0: 48.8 76.9 0.4 8.5 14.5 0.0 0.0 0.0 36.3 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 12 . 4 . 0 0 0 . 0 0:
Old : 23: 12 12 . 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 : 70.0 57.8 89.1 81.7 65.3 50.7 73.1 62.9
Old : 70.0 57.8 89.1 81.7 65.3 50.7 73.1 62.9
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, July 1, 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 : 455,455: 346,141 233,371 54,934 167,704 54,380 0 0 0 0 0 0: 0 0
Old : 455,455: 346,141 233,371 54,934 167,704 54,380 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 24, 2014 :
: -25,728: -16,896 -13,824 1,536 -1,536 -10,368 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 51.2 12.1 36.8 11.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 76.0 51.2 12.1 36.8 11.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.6 62.1 83.3 85.9 42.6 51.0 68.5 69.0
Old : 52.6 62.1 83.3 85.9 42.6 51.0 68.5 69.0
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, July 1, 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 : 21,097: 9,319 19,358 6,535 819 120 0 0 0 4,228 0 0: 895 800
Old : 21,097: 9,319 19,358 6,535 819 120 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 24, 2014 :
: 250: 250 250 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 91.8 31.0 3.9 0.6 0.0 0.0 0.0 20.0 0.0 0.0: 4.2 3.8
Old : 100.0: 44.2 91.8 31.0 3.9 0.6 0.0 0.0 0.0 20.0 0.0 0.0: 4.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 10 15 . . . 0 0 0 . 0 0:
Old : 25: 10 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 : 74.2 44.8 91.9 75.9 71.8 44.8 89.5 75.6
Old : 74.2 44.8 91.9 75.9 71.8 44.8 89.5 75.6
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, July 1, 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 : 19,492: 9,310 17,812 5,290 480 470 0 0 0 3,643 0 0: 779 730
Old : 19,492: 9,310 17,812 5,290 480 470 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 24, 2014 :
: 250: 250 250 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 91.4 27.1 2.5 2.4 0.0 0.0 0.0 18.7 0.0 0.0: 4.0 3.7
Old : 100.0: 47.8 91.4 27.1 2.5 2.4 0.0 0.0 0.0 18.7 0.0 0.0: 4.0 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 : 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 : 79.4 46.7 93.6 73.1 73.2 46.7 84.5 69.4
Old : 79.4 46.7 93.6 73.1 73.2 46.7 84.5 69.4
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, July 1, 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 : 15,336: 11,380 10,342 238 3,480 714 125 350 0 2,178 0 450: 251 0
Old : 15,336: 11,380 10,342 238 3,480 714 125 350 0 2,178 0 450: 251 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 2,471: 1,246 1,493 183 851 77 -50 0 0 900 0 50: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 67.4 1.6 22.7 4.7 0.8 2.3 0.0 14.2 0.0 2.9: 1.6 0.0
Old : 100.0: 74.2 67.4 1.6 22.7 4.7 0.8 2.3 0.0 14.2 0.0 2.9: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 18 . 4 5 . . 0 . 0 .:
Old : 34: 19 18 . 4 5 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 52.6 74.2 74.7 48.2 50.2 60.9 66.8
Old : 56.2 52.6 74.2 74.7 48.2 50.2 60.9 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, July 1, 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 : 11,859: 7,189 8,191 1,342 3,330 113 0 0 0 2,015 0 225: 975 0
Old : 11,859: 7,189 8,191 1,342 3,330 113 0 0 0 2,015 0 225: 975 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 270: 180 60 0 60 0 0 0 0 -150 0 150: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 69.1 11.3 28.1 1.0 0.0 0.0 0.0 17.0 0.0 1.9: 8.2 0.0
Old : 100.0: 60.6 69.1 11.3 28.1 1.0 0.0 0.0 0.0 17.0 0.0 1.9: 8.2 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 : 23: 13 14 . . . 0 0 0 . 0 .:
Old : 23: 13 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 : 57.8 54.3 76.8 76.8 40.5 34.0 55.7 54.5
Old : 57.8 54.3 76.8 76.8 40.5 34.0 55.7 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, July 1, 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 : 13,675: 11,270 5,072 164 5,284 1,099 75 325 25 0 1,225 600: 442 45
Old : 13,675: 11,270 5,072 164 5,284 1,099 75 325 25 0 1,225 600: 442 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 1: -24 76 0 -50 0 0 0 0 0 -25 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 37.1 1.2 38.6 8.0 0.5 2.4 0.2 0.0 9.0 4.4: 3.2 0.3
Old : 100.0: 82.4 37.1 1.2 38.6 8.0 0.5 2.4 0.2 0.0 9.0 4.4: 3.2 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 : 32: 19 15 . 4 5 . . . 0 . .:
Old : 32: 19 15 . 4 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 : 42.5 59.2 65.3 84.7 36.4 52.5 56.7 71.1
Old : 42.5 59.2 65.3 84.7 36.4 52.5 56.7 71.1
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, July 1, 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 : 9,734: 8,095 4,185 310 4,609 765 0 0 0 195 0 95: 274 80
Old : 9,734: 8,095 4,185 310 4,609 765 0 0 0 195 0 95: 274 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 60: 145 35 0 50 -50 0 0 0 0 0 0: -35 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 43.0 3.2 47.3 7.9 0.0 0.0 0.0 2.0 0.0 1.0: 2.8 0.8
Old : 100.0: 83.2 43.0 3.2 47.3 7.9 0.0 0.0 0.0 2.0 0.0 1.0: 2.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 15 . 4 4 0 0 0 . 0 .:
Old : 26: 15 15 . 4 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 : 56.4 65.6 80.7 84.3 49.7 60.2 69.8 70.6
Old : 56.4 65.6 80.7 84.3 49.7 60.2 69.8 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, July 1, 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 : 62,342: 58,656 58,795 1,235 655 775 0 0 0 575 1,050 0: 1,101 1,067
Old : 62,342: 58,656 58,795 1,235 655 775 0 0 0 575 1,050 0: 1,101 1,067
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 460: 460 280 0 0 0 0 0 0 0 100 0: 0 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 94.3 2.0 1.1 1.2 0.0 0.0 0.0 0.9 1.7 0.0: 1.8 1.7
Old : 100.0: 94.1 94.3 2.0 1.1 1.2 0.0 0.0 0.0 0.9 1.7 0.0: 1.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 81.5 82.2 92.5 92.3 81.5 80.5 90.4 87.9
Old : 81.5 82.2 92.5 92.3 81.5 80.5 90.4 87.9
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, July 1, 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 : 57,777: 55,322 54,290 960 475 940 0 0 0 25 1,000 0: 530 1,072
Old : 57,777: 55,322 54,290 960 475 940 0 0 0 25 1,000 0: 530 1,072
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 180: 180 120 0 0 0 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 94.0 1.7 0.8 1.6 0.0 0.0 0.0 0.0 1.7 0.0: 0.9 1.9
Old : 100.0: 95.8 94.0 1.7 0.8 1.6 0.0 0.0 0.0 0.0 1.7 0.0: 0.9 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 : 26: 16 15 . . . 0 0 0 . . 0:
Old : 26: 16 15 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.3 84.3 94.2 93.2 85.1 82.5 91.7 89.1
Old : 85.3 84.3 94.2 93.2 85.1 82.5 91.7 89.1
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, July 1, 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 : 15,606: 11,690 14,985 2,105 0 40 0 400 0 1,350 0 156: 265 25
Old : 15,606: 11,690 14,985 2,105 0 40 0 400 0 1,350 0 156: 265 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: -34: -40 160 100 0 -100 0 0 0 100 0 -94: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 96.0 13.5 0.0 0.3 0.0 2.6 0.0 8.7 0.0 1.0: 1.7 0.2
Old : 100.0: 74.9 96.0 13.5 0.0 0.3 0.0 2.6 0.0 8.7 0.0 1.0: 1.7 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 92.9 79.5 99.1 59.0 92.4 76.2 93.6
Old : 60.3 92.9 79.5 99.1 59.0 92.4 76.2 93.6
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, July 1, 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 : 11,620: 10,710 8,585 410 1,830 95 0 550 0 0 250 0: 405 310
Old : 11,620: 10,710 8,585 410 1,830 95 0 550 0 0 250 0: 405 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 200: 200 300 0 0 0 0 0 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 73.9 3.5 15.7 0.8 0.0 4.7 0.0 0.0 2.2 0.0: 3.5 2.7
Old : 100.0: 92.2 73.9 3.5 15.7 0.8 0.0 4.7 0.0 0.0 2.2 0.0: 3.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . . . 0 . 0 0 . 0:
Old : 22: 12 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 : 67.2 54.7 89.4 83.3 48.3 41.5 60.4 56.1
Old : 67.2 54.7 89.4 83.3 48.3 41.5 60.4 56.1
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, July 1, 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 : 18,965: 17,775 13,350 50 0 650 0 1,800 0 0 3,045 0: 490 120
Old : 18,965: 17,775 13,350 50 0 650 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 24, 2014 :
: 500: 0 500 50 -450 450 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 70.4 0.3 0.0 3.4 0.0 9.5 0.0 0.0 16.1 0.0: 2.6 0.6
Old : 100.0: 93.7 70.4 0.3 0.0 3.4 0.0 9.5 0.0 0.0 16.1 0.0: 2.6 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 : 66.7 54.9 84.7 87.1 60.5 53.5 70.4 74.1
Old : 66.7 54.9 84.7 87.1 60.5 53.5 70.4 74.1
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, July 1, 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 : 23,978: 22,968 22,338 205 20 270 0 1,050 0 0 300 0: 535 0
Old : 23,978: 22,968 22,338 205 20 270 0 1,050 0 0 300 0: 535 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 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: 95.8 93.2 0.9 0.1 1.1 0.0 4.4 0.0 0.0 1.3 0.0: 2.2 0.0
Old : 100.0: 95.8 93.2 0.9 0.1 1.1 0.0 4.4 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 : 24: 14 11 . . . 0 . 0 0 . 0:
Old : 24: 14 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 : 68.6 88.4 87.0 97.4 67.1 80.8 82.0 88.4
Old : 68.6 88.4 87.0 97.4 67.1 80.8 82.0 88.4
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, July 1, 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 : 64,332: 47,865 54,996 630 2,395 1,295 3,950 0 0 4,946 0 850: 4,796 4,796
Old : 64,332: 47,865 54,996 630 2,395 1,295 3,950 0 0 4,946 0 850: 4,796 4,796
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 495: 830 -90 -720 0 585 0 0 0 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 85.5 1.0 3.7 2.0 6.1 0.0 0.0 7.7 0.0 1.3: 7.5 7.5
Old : 100.0: 74.4 85.5 1.0 3.7 2.0 6.1 0.0 0.0 7.7 0.0 1.3: 7.5 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 : 33: 21 21 . . . . 0 0 . 0 .:
Old : 33: 21 21 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 47.6 73.5 70.0 47.3 47.6 66.1 65.5
Old : 52.2 47.6 73.5 70.0 47.3 47.6 66.1 65.5
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, July 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,558: 45,924 49,309 170 2,840 1,135 2,750 0 0 3,625 300 454: 4,500 4,520
Old : 58,558: 45,924 49,309 170 2,840 1,135 2,750 0 0 3,625 300 454: 4,500 4,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 455: 290 -330 -620 0 585 0 0 0 0 0 0: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 84.2 0.3 4.8 1.9 4.7 0.0 0.0 6.2 0.5 0.8: 7.7 7.7
Old : 100.0: 78.4 84.2 0.3 4.8 1.9 4.7 0.0 0.0 6.2 0.5 0.8: 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: 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 : 55.2 45.4 77.0 68.1 46.6 45.4 65.2 65.9
Old : 55.2 45.4 77.0 68.1 46.6 45.4 65.2 65.9
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, July 1, 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 : 41,090: 30,595 30,076 2,720 665 995 0 4,525 325 3,850 2,075 320: 2,285 2,109
Old : 41,090: 30,595 30,076 2,720 665 995 0 4,525 325 3,850 2,075 320: 2,285 2,109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 685: 50 -490 300 -300 300 0 1,200 -250 0 0 0: 285 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 73.2 6.6 1.6 2.4 0.0 11.0 0.8 9.4 5.0 0.8: 5.6 5.1
Old : 100.0: 74.5 73.2 6.6 1.6 2.4 0.0 11.0 0.8 9.4 5.0 0.8: 5.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.7 51.5 75.3 74.6 49.6 40.5 62.2 60.5
Old : 53.7 51.5 75.3 74.6 49.6 40.5 62.2 60.5
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, July 1, 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 : 36,860: 27,840 33,855 5,245 115 600 0 350 1,050 1,300 0 430: 395 460
Old : 36,860: 27,840 33,855 5,245 115 600 0 350 1,050 1,300 0 430: 395 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 85: 200 110 0 0 0 0 0 0 -150 0 0: 35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 91.8 14.2 0.3 1.6 0.0 0.9 2.8 3.5 0.0 1.2: 1.1 1.2
Old : 100.0: 75.5 91.8 14.2 0.3 1.6 0.0 0.9 2.8 3.5 0.0 1.2: 1.1 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 : 29: 18 15 . . . 0 . . . 0 .:
Old : 29: 18 15 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 63.9 65.3 81.6 40.7 60.2 59.2 71.1
Old : 43.8 63.9 65.3 81.6 40.7 60.2 59.2 71.1
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, July 1, 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 : 28,785: 11,920 21,880 1,200 925 975 0 2,895 425 13,700 1,400 0: 565 285
Old : 28,785: 11,920 21,880 1,200 925 975 0 2,895 425 13,700 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 24, 2014 :
: 600: 600 -300 0 600 0 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 76.0 4.2 3.2 3.4 0.0 10.1 1.5 47.6 4.9 0.0: 2.0 1.0
Old : 100.0: 41.4 76.0 4.2 3.2 3.4 0.0 10.1 1.5 47.6 4.9 0.0: 2.0 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 : 68.9 58.6 82.8 87.6 61.3 49.7 69.5 69.1
Old : 68.9 58.6 82.8 87.6 61.3 49.7 69.5 69.1
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, July 1, 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 : 22,495: 20,385 16,850 300 4,050 300 50 0 300 0 300 0: 1,160 695
Old : 22,495: 20,385 16,850 300 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 24, 2014 :
: -15: -15 -15 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : 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 88.6 86.9 70.7 65.7 83.5 83.9
Old : 74.5 67.4 88.6 86.9 70.7 65.7 83.5 83.9
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, July 1, 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 : 34,435: 23,600 23,995 0 2,185 935 1,775 0 675 5,170 4,825 155: 2,125 1,665
Old : 34,435: 23,600 23,995 0 2,185 935 1,775 0 675 5,170 4,825 155: 2,125 1,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 975: -105 1,095 0 0 0 1,200 0 -250 0 0 0: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 69.7 0.0 6.3 2.7 5.2 0.0 2.0 15.0 14.0 0.5: 6.2 4.8
Old : 100.0: 68.5 69.7 0.0 6.3 2.7 5.2 0.0 2.0 15.0 14.0 0.5: 6.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 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 : 49.2 45.4 70.6 64.3 42.8 40.3 61.4 56.5
Old : 49.2 45.4 70.6 64.3 42.8 40.3 61.4 56.5
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, July 1, 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 : 27,745: 24,095 23,385 0 1,140 360 225 0 750 205 0 940: 1,170 1,170
Old : 27,745: 24,095 23,385 0 1,140 360 225 0 750 205 0 940: 1,170 1,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 160: 125 275 0 0 0 0 0 0 150 0 -115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 84.3 0.0 4.1 1.3 0.8 0.0 2.7 0.7 0.0 3.4: 4.2 4.2
Old : 100.0: 86.8 84.3 0.0 4.1 1.3 0.8 0.0 2.7 0.7 0.0 3.4: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 18 0 . . . 0 . . 0 .:
Old : 27: 20 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 : 45.5 49.3 67.0 70.4 36.2 36.8 52.5 50.0
Old : 45.5 49.3 67.0 70.4 36.2 36.8 52.5 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 4, 2014