Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 92,853 : : Positions : : 13,592 25,718 2,048 1,000 3,163 4,427 5,737 2,250 50,756 37,898 8,178 : : : : Changes from: July 22, 2014 : : -1,303 151 94 -29 38 -103 -1,162 180 -4,767 -5,319 1,185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 27.7 2.2 1.1 3.4 4.8 6.2 2.4 54.7 40.8 8.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 12 12 . . . . . . 18 14 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 31,306 : : Positions : : 10,955 4,465 2,047 285 990 370 550 1,490 10,707 18,224 2,241 : : : : Changes from: July 22, 2014 : : 275 -980 -507 -105 157 -275 435 -205 -874 -1,311 -448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 14.3 6.5 0.9 3.2 1.2 1.8 4.8 34.2 58.2 7.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 6 . . . . . . 12 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 171,062 : : Positions : : 101,111 107,019 0 15,346 21,717 6,308 4,314 5,902 21,964 2,576 13,291 : : : : Changes from: July 22, 2014 : : 388 -441 -451 1,251 -7 280 652 534 649 -651 191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 62.6 0.0 9.0 12.7 3.7 2.5 3.5 12.8 1.5 7.8 : : : : Number of Traders in Each Category Total Traders: 81 : : 46 47 0 8 6 4 5 8 10 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 50,742 : : Positions : : 19,580 44,404 18,498 3,793 1,075 9,802 0 1,179 473 155 135 : : : : Changes from: July 22, 2014 : : 946 397 -822 -23 0 -24 0 178 249 -25 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 87.5 36.5 7.5 2.1 19.3 0.0 2.3 0.9 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 402,116 : : Positions : : 220,654 337,857 102,673 23,270 15,670 36,488 0 25,319 1,312 0 0 : : : : Changes from: July 22, 2014 : : 6,039 5,800 -5,216 0 952 4,649 0 -656 328 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 84.0 25.5 5.8 3.9 9.1 0.0 6.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,566,748 : : Positions : :1,128,853 1,306,533 179,794 28,749 136,747 0 26,927 8,301 59,039 5,478 54,013 : : : : Changes from: July 22, 2014 : : 37,207 24,954 -4,462 -1,330 31,101 0 5,175 -1,184 -408 3,538 -393 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 83.4 11.5 1.8 8.7 0.0 1.7 0.5 3.8 0.3 3.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 37 6 . 6 0 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 46,023 : : Positions : : 37,101 23,887 23 11,260 1,850 644 2,361 5,006 1,023 1,282 377 : : : : Changes from: July 22, 2014 : : -349 679 0 -320 10 25 -456 96 281 52 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 51.9 0.0 24.5 4.0 1.4 5.1 10.9 2.2 2.8 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 309,571 : : Positions : : 207,690 214,555 82,547 23,170 4,176 0 52,384 13,270 648 776 1,240 : : : : Changes from: July 22, 2014 : : 6,106 2,248 -1,904 0 0 0 1,954 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 69.3 26.7 7.5 1.3 0.0 16.9 4.3 0.2 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 659,859 : : Positions : : 526,012 523,250 18,804 66,620 65,800 38,831 0 4,189 6,223 0 0 : : : : Changes from: July 22, 2014 : : 9,886 21,694 0 -9,360 9,360 1,696 0 -1,272 752 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 79.3 2.8 10.1 10.0 5.9 0.0 0.6 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 25 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 56,705 : : Positions : : 40,199 45,749 6,355 1,244 875 3,621 0 781 2,944 5,910 1,166 : : : : Changes from: July 22, 2014 : : 867 192 1,207 0 132 133 0 -42 0 2,036 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 80.7 11.2 2.2 1.5 6.4 0.0 1.4 5.2 10.4 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 26 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 45,105 : : Positions : : 35,765 44,785 8,350 0 250 0 0 0 150 0 0 : : : : Changes from: July 22, 2014 : : 2,820 2,530 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 99.3 18.5 0.0 0.6 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 3,450 : : Positions : : 2,550 2,200 700 0 0 0 1,050 0 0 100 0 : : : : Changes from: July 22, 2014 : : -2,850 -1,200 700 -50 -150 -100 -550 0 -100 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 63.8 20.3 0.0 0.0 0.0 30.4 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 10 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 60,696 : : Positions : : 49,161 60,146 10,505 0 250 50 250 50 150 0 0 : : : : Changes from: July 22, 2014 : : 2,626 2,726 -450 0 0 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 99.1 17.3 0.0 0.4 0.1 0.4 0.1 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 20 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 10,370 : : Positions : : 7,770 9,170 1,950 100 400 0 0 0 200 650 50 : : : : Changes from: July 22, 2014 : : 450 650 -50 0 50 0 0 0 200 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 88.4 18.8 1.0 3.9 0.0 0.0 0.0 1.9 6.3 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 280,216 : : Positions : : 195,096 240,712 40,296 0 30,832 10,816 0 2,768 0 5,496 408 : : : : Changes from: July 22, 2014 : : 3,072 1,816 -360 0 768 376 -768 0 0 2,040 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 85.9 14.4 0.0 11.0 3.9 0.0 1.0 0.0 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 4 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 12,129 : : Positions : : 8,971 7,098 0 2,777 678 0 126 107 1,897 1,002 213 : : : : Changes from: July 22, 2014 : : 121 292 0 -109 21 0 7 0 63 -3 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 58.5 0.0 22.9 5.6 0.0 1.0 0.9 15.6 8.3 1.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 0 4 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 18,500 : : Positions : : 14,300 12,850 0 4,300 750 500 0 150 2,600 250 200 : : : : Changes from: July 22, 2014 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 69.5 0.0 23.2 4.1 2.7 0.0 0.8 14.1 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 0 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 19,035 : : Positions : : 15,985 16,880 975 200 775 290 0 20 750 1,100 0 : : : : Changes from: July 22, 2014 : : 1,375 1,715 -100 0 100 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 88.7 5.1 1.1 4.1 1.5 0.0 0.1 3.9 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 20 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 12,187 : : Positions : : 10,822 7,037 600 3,830 150 0 535 375 0 0 0 : : : : Changes from: July 22, 2014 : : -75 -75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 57.7 4.9 31.4 1.2 0.0 4.4 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 20,010 : : Positions : : 14,448 14,673 243 775 2,570 1,100 0 687 387 238 0 : : : : Changes from: July 22, 2014 : : -4 -23 195 0 0 -42 0 21 0 107 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 73.3 1.2 3.9 12.8 5.5 0.0 3.4 1.9 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 21 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 34,365 : : Positions : : 29,145 22,911 1,202 1,240 2,049 0 4,056 1,469 0 2,195 335 : : : : Changes from: July 22, 2014 : : 650 623 -122 0 -40 0 -95 300 0 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 66.7 3.5 3.6 6.0 0.0 11.8 4.3 0.0 6.4 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 27 4 . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 43,110 : : Positions : : 36,225 28,849 741 5,440 789 225 2,834 2,675 790 978 1,530 : : : : Changes from: July 22, 2014 : : 735 781 0 57 -15 0 -187 300 140 229 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 66.9 1.7 12.6 1.8 0.5 6.6 6.2 1.8 2.3 3.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 30 . 6 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 38,335 : : Positions : : 35,895 30,985 100 6,100 1,250 0 0 0 850 0 0 : : : : Changes from: July 22, 2014 : : 50 300 0 0 0 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 80.8 0.3 15.9 3.3 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 49,054 : : Positions : : 46,494 41,394 400 6,110 1,550 0 0 0 550 0 0 : : : : Changes from: July 22, 2014 : : 2,400 2,500 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 84.4 0.8 12.5 3.2 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 447,484 : : Positions : : 277,009 388,082 79,648 22,629 3,896 42,464 0 22,045 16,325 4,735 6,097 : : : : Changes from: July 22, 2014 : : 4,170 -2,305 -1,840 1,633 -841 -1,507 0 -834 -807 688 1,664 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 86.7 17.8 5.1 0.9 9.5 0.0 4.9 3.6 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 27 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 33,073 : : Positions : : 19,682 27,813 4,097 1,651 449 4,247 151 933 1,033 547 1,465 : : : : Changes from: July 22, 2014 : : 224 40 -39 122 65 17 -42 -23 -518 -414 1,079 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 84.1 12.4 5.0 1.4 12.8 0.5 2.8 3.1 1.7 4.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 30 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 14,746 : : Positions : : 9,442 11,659 2,290 0 713 74 0 2,072 25 172 130 : : : : Changes from: July 22, 2014 : : -26 -183 127 0 0 -232 0 76 0 52 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 79.1 15.5 0.0 4.8 0.5 0.0 14.1 0.2 1.2 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 253,583 : : Positions : : 108,506 230,351 50,744 0 15,520 68,205 0 7,712 2,896 0 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 90.8 20.0 0.0 6.1 26.9 0.0 3.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 4 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 489,583 : : Positions : : 336,392 458,999 130,174 0 3,152 0 7,274 17,496 2,369 2,662 0 : : : : Changes from: July 22, 2014 : : -1,488 86 -1,153 0 752 0 -3,479 4,664 0 752 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 93.8 26.6 0.0 0.6 0.0 1.5 3.6 0.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 4 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 46,321 : : Positions : : 29,604 43,209 4,387 1,324 0 3,039 132 1,188 7,422 0 0 : : : : Changes from: July 22, 2014 : : -42 1,488 0 0 0 512 0 128 1,018 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 93.3 9.5 2.9 0.0 6.6 0.3 2.6 16.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 6,181 : : Positions : : 4,880 4,201 732 106 105 0 1,407 0 123 256 0 : : : : Changes from: July 22, 2014 : : 398 -215 0 0 0 0 575 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 68.0 11.8 1.7 1.7 0.0 22.8 0.0 2.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 76,546 : : Positions : : 74,194 68,010 2,352 4,632 0 0 3,904 0 0 0 0 : : : : Changes from: July 22, 2014 : : 792 792 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 88.8 3.1 6.1 0.0 0.0 5.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 15,820 : : Positions : : 10,109 14,104 1,009 0 282 149 0 41 2,582 255 306 : : : : Changes from: July 22, 2014 : : -173 62 -1 0 21 1 0 41 428 193 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 89.2 6.4 0.0 1.8 0.9 0.0 0.3 16.3 1.6 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 210,023 : : Positions : : 123,203 204,926 43,534 2,753 0 0 0 0 40,942 0 2,344 : : : : Changes from: July 22, 2014 : : -2,751 3,195 408 0 0 0 0 0 92 -742 742 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 97.6 20.7 1.3 0.0 0.0 0.0 0.0 19.5 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 20 4 . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,379 : : Positions : : 6,793 7,148 2,072 3,924 554 1,781 0 42 379 0 561 : : : : Changes from: July 22, 2014 : : -345 274 -20 65 41 553 0 0 123 -28 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 57.7 16.7 31.7 4.5 14.4 0.0 0.3 3.1 0.0 4.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 19 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 133,180 : : Positions : : 87,146 51,386 30,167 77,416 1,192 4,280 0 0 7,209 0 3,186 : : : : Changes from: July 22, 2014 : : 2,033 32 -1,167 817 408 0 0 0 -17 0 834 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 38.6 22.7 58.1 0.9 3.2 0.0 0.0 5.4 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,427 : : Positions : : 14,281 15,213 3,794 769 385 0 2,145 1,915 52 0 0 : : : : Changes from: July 22, 2014 : : 184 -224 -433 0 0 0 -25 103 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 74.5 18.6 3.8 1.9 0.0 10.5 9.4 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 149,573 : : Positions : : 121,590 81,843 0 39,091 24,127 0 656 3,856 0 0 0 : : : : Changes from: July 22, 2014 : : 977 977 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 54.7 0.0 26.1 16.1 0.0 0.4 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 119,781 : : Positions : : 6,808 10,159 3,331 0 1,328 0 84 168 1,758 1,655 1,770 : : : : Changes from: July 22, 2014 : : -77 -26 0 0 -88 0 11 10 20 -36 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.7 8.5 2.8 0.0 1.1 0.0 0.1 0.1 1.5 1.4 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 5 0 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 23,450 : : Positions : : 15,090 15,645 7,700 6,805 50 0 825 75 0 50 0 : : : : Changes from: July 22, 2014 : : 50 280 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 66.7 32.8 29.0 0.2 0.0 3.5 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 5 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 19,445 : : Positions : : 14,525 11,740 4,245 6,805 0 0 900 0 0 0 0 : : : : Changes from: July 22, 2014 : : 0 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 60.4 21.8 35.0 0.0 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 4 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 10,395 : : Positions : : 9,315 9,195 580 725 415 0 0 0 0 0 0 : : : : Changes from: July 22, 2014 : : 0 175 0 -175 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 88.5 5.6 7.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 22,495 : : Positions : : 21,360 20,545 385 1,155 495 0 0 0 0 300 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 91.3 1.7 5.1 2.2 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 20,795 : : Positions : : 19,715 20,795 485 0 0 0 0 0 0 0 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 100.0 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 8 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 24,050 : : Positions : : 22,360 24,045 960 0 5 0 0 0 0 0 0 : : : : Changes from: July 22, 2014 : : 140 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 100.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 123,900 : : Positions : : 107,565 112,505 4,690 1,865 9,355 1,560 0 0 550 175 0 : : : : Changes from: July 22, 2014 : : 205 355 0 0 0 50 0 0 50 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 90.8 3.8 1.5 7.6 1.3 0.0 0.0 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 26 4 . 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 156,971 : : Positions : : 141,955 148,286 5,631 2,130 6,505 2,520 50 0 300 0 0 : : : : Changes from: July 22, 2014 : : 1,355 380 -125 725 -680 0 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 94.5 3.6 1.4 4.1 1.6 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 28 4 . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 154,177 : : Positions : : 110,635 123,088 11,419 15,779 2,751 729 140 3,581 18,999 2,611 5,878 : : : : Changes from: July 22, 2014 : : 2,262 1,156 148 468 -403 355 9 5 -10 1,117 -137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 79.8 7.4 10.2 1.8 0.5 0.1 2.3 12.3 1.7 3.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 32 5 4 5 . . . . 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 96,881 : : Positions : : 77,506 81,655 9,025 5,546 5,695 1,050 0 1,000 1,540 1,870 935 : : : : Changes from: July 22, 2014 : : -850 425 730 -250 120 0 0 0 295 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 84.3 9.3 5.7 5.9 1.1 0.0 1.0 1.6 1.9 1.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 26 . 4 5 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 24,060 : : Positions : : 21,550 19,190 1,215 3,810 535 0 525 0 0 0 0 : : : : Changes from: July 22, 2014 : : 260 505 50 50 0 0 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 79.8 5.0 15.8 2.2 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 21,390 : : Positions : : 18,205 17,950 1,480 1,825 1,260 0 350 0 0 0 0 : : : : Changes from: July 22, 2014 : : 125 195 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 83.9 6.9 8.5 5.9 0.0 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 33,861 : : Positions : : 20,501 22,756 2,347 352 4,664 0 219 369 276 64 374 : : : : Changes from: July 22, 2014 : : -85 122 97 -118 94 0 -42 53 56 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 67.2 6.9 1.0 13.8 0.0 0.6 1.1 0.8 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 18,407 : : Positions : : 10,755 15,058 6,052 640 0 0 2,112 0 1,088 0 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 512 0 512 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 81.8 32.9 3.5 0.0 0.0 11.5 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 371,272 : : Positions : : 243,999 336,965 116,286 0 0 0 34,307 0 10,987 0 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 4,664 0 4,664 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 90.8 31.3 0.0 0.0 0.0 9.2 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A39 Open Interest is 328,335 : : Positions : : 87,692 325,614 207,347 0 2,721 0 0 0 30,575 0 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 99.2 63.2 0.0 0.8 0.0 0.0 0.0 9.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 91,130 : : Positions : : 31,957 89,407 57,300 0 1,490 0 0 0 0 0 0 : : : : Changes from: July 22, 2014 : : -954 49,886 50,840 0 -785 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 98.1 62.9 0.0 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,594,460 : : Positions : : 552,871 1,567,254 1,014,383 0 27,206 0 0 0 0 0 0 : : : : Changes from: July 22, 2014 : : -17,343 922,177 939,520 0 -14,459 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 98.3 63.6 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 146,680 : : Positions : : 127,358 71,693 9,613 60,655 1,022 3,950 7,680 4,355 0 1,147 128 : : : : Changes from: July 22, 2014 : : 25,440 -25,400 0 50,840 -27,940 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 48.9 6.6 41.4 0.7 2.7 5.2 3.0 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 22 4 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 3,396,035 : : Positions : :3,118,828 1,612,241 47,136 1,249,741 225,333 0 308,720 0 4,738 0 0 : : : : Changes from: July 22, 2014 : : 939,520 -51 0 939,571 -464,955 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 47.5 1.4 36.8 6.6 0.0 9.1 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 19 . 5 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 20,206 : : Positions : : 16,543 12,287 1,085 640 1,275 0 629 1,280 0 3,840 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 60.8 5.4 3.2 6.3 0.0 3.1 6.3 0.0 19.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 49,283 : : Positions : : 37,321 42,952 7,101 0 3,581 0 1,470 1,280 0 0 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 87.2 14.4 0.0 7.3 0.0 3.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 74,799 : : Positions : : 59,703 49,579 0 13,638 8,382 1,905 0 3,200 1,353 0 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 66.3 0.0 18.2 11.2 2.5 0.0 4.3 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 15 0 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 39,954 : : Positions : : 31,209 33,229 3,073 3,755 574 0 0 0 2,702 0 2,268 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 83.2 7.7 9.4 1.4 0.0 0.0 0.0 6.8 0.0 5.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 35,699 : : Positions : : 31,762 24,908 2,450 8,379 1,382 0 0 0 105 880 0 : : : : Changes from: July 22, 2014 : : -1,280 -1,280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 69.8 6.9 23.5 3.9 0.0 0.0 0.0 0.3 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 321,571 : : Positions : : 269,045 286,241 6,698 0 0 22,348 0 23,480 0 11,850 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 89.0 2.1 0.0 0.0 6.9 0.0 7.3 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 0 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 917,663 : : Positions : : 564,955 642,600 121,385 138,426 112,947 94,686 0 23,690 0 0 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 70.0 13.2 15.1 12.3 10.3 0.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,723,601 : : Positions : :1,029,160 1,168,712 134,120 241,419 289,950 229,730 0 23,520 17,121 0 0 : : : : Changes from: July 22, 2014 : : 4,240 4,240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 67.8 7.8 14.0 16.8 13.3 0.0 1.4 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 625,842 : : Positions : : 365,391 557,900 2,369 44,542 23,400 0 0 0 234,682 0 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 89.1 0.4 7.1 3.7 0.0 0.0 0.0 37.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 452,736 : : Positions : : 377,310 342,588 60,030 94,752 15,396 0 0 0 0 0 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 75.7 13.3 20.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 20,659 : : Positions : : 10,364 19,772 5,550 0 0 0 0 0 3,785 0 0 : : : : Changes from: July 22, 2014 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 95.7 26.9 0.0 0.0 0.0 0.0 0.0 18.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 16 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 19,035 : : Positions : : 10,245 18,090 4,440 0 300 0 0 0 3,351 0 0 : : : : Changes from: July 22, 2014 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 95.0 23.3 0.0 1.6 0.0 0.0 0.0 17.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 14,938 : : Positions : : 11,574 11,563 95 2,290 242 125 300 0 1,998 0 440 : : : : Changes from: July 22, 2014 : : 950 684 0 -24 22 0 0 0 -350 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 77.4 0.6 15.3 1.6 0.8 2.0 0.0 13.4 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . 4 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 12,698 : : Positions : : 7,187 8,891 1,060 3,160 50 0 0 0 3,240 250 275 : : : : Changes from: July 22, 2014 : : -372 355 0 -410 0 0 0 0 625 250 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 70.0 8.3 24.9 0.4 0.0 0.0 0.0 25.5 2.0 2.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 15,602 : : Positions : : 13,560 7,991 559 5,777 294 0 350 0 0 265 850 : : : : Changes from: July 22, 2014 : : 937 1,157 0 343 0 0 0 0 0 -705 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 51.2 3.6 37.0 1.9 0.0 2.2 0.0 0.0 1.7 5.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 17 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 12,104 : : Positions : : 9,798 8,352 260 3,317 295 0 0 0 1,315 0 75 : : : : Changes from: July 22, 2014 : : 807 1,476 0 318 0 0 0 0 850 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 69.0 2.1 27.4 2.4 0.0 0.0 0.0 10.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 7,684 : : Positions : : 6,264 6,764 370 265 345 0 0 0 0 250 0 : : : : Changes from: July 22, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 88.0 4.8 3.4 4.5 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 5,635 : : Positions : : 4,395 3,410 275 400 135 0 15 385 300 0 0 : : : : Changes from: July 22, 2014 : : 610 400 0 -90 0 -285 15 285 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 60.5 4.9 7.1 2.4 0.0 0.3 6.8 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 60,395 : : Positions : : 56,931 58,041 1,640 40 285 0 0 0 525 1,050 0 : : : : Changes from: July 22, 2014 : : 2,055 2,115 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 96.1 2.7 0.1 0.5 0.0 0.0 0.0 0.9 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 56,182 : : Positions : : 53,897 53,797 1,365 25 395 0 0 0 25 950 0 : : : : Changes from: July 22, 2014 : : 1,965 2,145 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 95.8 2.4 0.0 0.7 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 10,740 : : Positions : : 10,405 7,980 0 1,760 0 0 500 0 0 250 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 74.3 0.0 16.4 0.0 0.0 4.7 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 0 . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 18,045 : : Positions : : 17,090 12,340 50 0 650 0 1,700 0 0 3,245 0 : : : : Changes from: July 22, 2014 : : 175 -125 0 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 68.4 0.3 0.0 3.6 0.0 9.4 0.0 0.0 18.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 22,772 : : Positions : : 22,082 21,617 30 0 0 0 1,050 0 0 0 0 : : : : Changes from: July 22, 2014 : : 175 425 0 0 0 0 50 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.0 94.9 0.1 0.0 0.0 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 59,608 : : Positions : : 41,822 52,894 2,715 95 1,390 3,700 0 0 4,707 0 736 : : : : Changes from: July 22, 2014 : : -570 1,780 2,280 -120 120 50 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 88.7 4.6 0.2 2.3 6.2 0.0 0.0 7.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 53,910 : : Positions : : 39,720 47,935 2,695 130 1,250 2,600 0 0 3,315 250 454 : : : : Changes from: July 22, 2014 : : -665 1,785 2,280 -120 120 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 88.9 5.0 0.2 2.3 4.8 0.0 0.0 6.1 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 10,387 : : Positions : : 8,572 8,617 25 740 400 1,095 0 0 0 0 0 : : : : Changes from: July 22, 2014 : : 145 -125 0 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 83.0 0.2 7.1 3.9 10.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 40,220 : : Positions : : 32,075 28,716 235 770 1,090 0 5,550 0 4,125 1,950 130 : : : : Changes from: July 22, 2014 : : 205 -285 0 0 0 0 850 -250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 71.4 0.6 1.9 2.7 0.0 13.8 0.0 10.3 4.8 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 35,780 : : Positions : : 29,410 33,005 2,450 170 600 0 200 1,150 1,200 0 330 : : : : Changes from: July 22, 2014 : : -270 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 92.2 6.8 0.5 1.7 0.0 0.6 3.2 3.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 27,255 : : Positions : : 10,505 21,205 1,200 700 600 0 2,585 735 13,700 1,200 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 77.8 4.4 2.6 2.2 0.0 9.5 2.7 50.3 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 19,635 : : Positions : : 17,625 16,055 300 2,150 300 0 0 300 0 200 0 : : : : Changes from: July 22, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 81.8 1.5 10.9 1.5 0.0 0.0 1.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 33,348 : : Positions : : 22,570 22,350 0 2,955 1,060 2,575 0 500 4,835 5,125 23 : : : : Changes from: July 22, 2014 : : 985 -565 -180 2,220 180 850 0 -175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 67.0 0.0 8.9 3.2 7.7 0.0 1.5 14.5 15.4 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 29, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 28,600 : : Positions : : 24,525 21,600 0 3,175 215 150 0 825 0 10 995 : : : : Changes from: July 22, 2014 : : 2,400 0 0 2,400 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 75.5 0.0 11.1 0.8 0.5 0.0 2.9 0.0 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 0 . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated August 1, 2014