CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,550 TONS) : : : Positions : All : 8,010: 4,790 4,880 0 885 435 585 0 70 1,110 515 800: 220 425 Old : 8,010: 4,790 4,880 0 885 435 585 0 70 1,110 515 800: 220 425 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 625: 455 660 0 -45 30 5 0 -70 -70 10 235: 40 -195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.8 60.9 0.0 11.0 5.4 7.3 0.0 0.9 13.9 6.4 10.0: 2.7 5.3 Old : 100.0: 59.8 60.9 0.0 11.0 5.4 7.3 0.0 0.9 13.9 6.4 10.0: 2.7 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 13 0 . . . 0 . . . .: Old : 23: 13 13 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 45.4 79.3 69.9 38.3 29.2 49.1 40.3 Old : 60.0 45.4 79.3 69.9 38.3 29.2 49.1 40.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024653 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 TONS) : : : Positions : All : 16,550: 6,840 10,140 380 2,870 390 645 0 0 5,160 0 3,015: 120 135 Old : 16,550: 6,840 10,140 380 2,870 390 645 0 0 5,160 0 3,015: 120 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.3 61.3 2.3 17.3 2.4 3.9 0.0 0.0 31.2 0.0 18.2: 0.7 0.8 Old : 100.0: 41.3 61.3 2.3 17.3 2.4 3.9 0.0 0.0 31.2 0.0 18.2: 0.7 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 10 . . . . 0 0 . 0 .: Old : 20: 10 10 . . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 74.3 86.8 95.3 43.0 64.0 60.1 65.0 Old : 61.8 74.3 86.8 95.3 43.0 64.0 60.1 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 74,581: 19,301 26,714 5,896 5,143 1,576 0 5,894 9,168 22,907 10,233 14,903: 830 950 Old : 74,581: 19,301 26,714 5,896 5,143 1,576 0 5,894 9,168 22,907 10,233 14,903: 830 950 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 1,037: 550 458 203 1,092 -143 0 -1,815 873 -336 552 145: -255 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 35.8 7.9 6.9 2.1 0.0 7.9 12.3 30.7 13.7 20.0: 1.1 1.3 Old : 100.0: 25.9 35.8 7.9 6.9 2.1 0.0 7.9 12.3 30.7 13.7 20.0: 1.1 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 11 11 . . 4 0 4 . 17 12 27: Old : 49: 11 11 . . 4 0 4 . 17 12 27: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 42.0 60.0 61.9 29.9 28.7 43.7 43.9 Old : 40.0 42.0 60.0 61.9 29.9 28.7 43.7 43.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 25,697: 12,435 4,275 665 1,590 900 0 4,555 1,270 6,610 9,291 3,356: 461 460 Old : 25,697: 12,435 4,275 665 1,590 900 0 4,555 1,270 6,610 9,291 3,356: 461 460 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 1,651: 290 625 330 -25 -115 0 955 285 717 -115 510: -366 -469 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 16.6 2.6 6.2 3.5 0.0 17.7 4.9 25.7 36.2 13.1: 1.8 1.8 Old : 100.0: 48.4 16.6 2.6 6.2 3.5 0.0 17.7 4.9 25.7 36.2 13.1: 1.8 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 7 7 . . . 0 4 . 7 16 17: Old : 40: 7 7 . . . 0 4 . 7 16 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 43.8 75.0 63.4 58.5 37.8 67.2 52.9 Old : 59.9 43.8 75.0 63.4 58.5 37.8 67.2 52.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 162,146: 98,021 109,651 7,653 12,067 14,880 16,394 1,703 11,695 9,168 7,429 3,825: 510 896 Old : 162,146: 98,021 109,651 7,653 12,067 14,880 16,394 1,703 11,695 9,168 7,429 3,825: 510 896 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 965: 1,737 536 -244 2,238 -463 198 -931 -22 207 375 -575: 127 -193 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 67.6 4.7 7.4 9.2 10.1 1.1 7.2 5.7 4.6 2.4: 0.3 0.6 Old : 100.0: 60.5 67.6 4.7 7.4 9.2 10.1 1.1 7.2 5.7 4.6 2.4: 0.3 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 80: 49 45 . 6 8 5 . 5 5 5 10: Old : 80: 49 45 . 6 8 5 . 5 5 5 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.4 32.2 43.8 50.7 18.2 25.6 28.6 37.9 Old : 26.4 32.2 43.8 50.7 18.2 25.6 28.6 37.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 55,886: 33,464 45,793 14,981 3,983 3,312 1,795 3 2,334 0 461 0: 0 0 Old : 55,886: 33,464 45,793 14,981 3,983 3,312 1,795 3 2,334 0 461 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 1,159: 1,085 953 608 0 -170 -599 0 308 0 141 -73: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.9 81.9 26.8 7.1 5.9 3.2 0.0 4.2 0.0 0.8 0.0: 0.0 0.0 Old : 100.0: 59.9 81.9 26.8 7.1 5.9 3.2 0.0 4.2 0.0 0.8 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 25 24 . . 4 . . . 0 . 0: Old : 39: 25 24 . . 4 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 41.8 76.2 65.6 51.0 34.0 59.4 51.4 Old : 55.0 41.8 76.2 65.6 51.0 34.0 59.4 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 493,513: 384,093 399,017 58,128 57,906 31,176 10,685 0 5,102 4,017 0 312: 0 0 Old : 493,513: 384,093 399,017 58,128 57,906 31,176 10,685 0 5,102 4,017 0 312: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 7,172: 2,674 8,840 6,655 -3,024 52 -4,209 0 1,304 696 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 80.9 11.8 11.7 6.3 2.2 0.0 1.0 0.8 0.0 0.1: 0.0 0.0 Old : 100.0: 77.8 80.9 11.8 11.7 6.3 2.2 0.0 1.0 0.8 0.0 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 22 23 . 4 . . 0 . . 0 .: Old : 36: 22 23 . 4 . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 56.7 74.0 76.7 46.6 54.5 64.3 68.7 Old : 52.3 56.7 74.0 76.7 46.6 54.5 64.3 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 1,737,520: 1,154,409 1,445,650 221,980 80,722 126,051 191,097 15,569 18,016 401 25,946 25,566: 0 0 Old : 1,737,520: 1,154,409 1,445,650 221,980 80,722 126,051 191,097 15,569 18,016 401 25,946 25,566: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 31,078: 22,031 34,245 24,093 5,097 -5,151 -9,527 -3,137 24 0 0 0: -392 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.4 83.2 12.8 4.6 7.3 11.0 0.9 1.0 0.0 1.5 1.5: 0.0 0.0 Old : 100.0: 66.4 83.2 12.8 4.6 7.3 11.0 0.9 1.0 0.0 1.5 1.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 66: 38 39 4 4 5 4 . . . 4 4: Old : 66: 38 39 4 4 5 4 . . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 43.7 61.0 59.8 38.2 38.3 51.7 50.9 Old : 44.9 43.7 61.0 59.8 38.2 38.3 51.7 50.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 57,800: 50,752 27,122 179 14,606 2,914 9 7,585 3,331 127 1,754 488: 0 0 Old : 57,800: 50,752 27,122 179 14,606 2,914 9 7,585 3,331 127 1,754 488: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -1,211: -197 -2,181 -52 1,426 -1,156 -72 566 305 0 -132 -39: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.8 46.9 0.3 25.3 5.0 0.0 13.1 5.8 0.2 3.0 0.8: 0.0 0.0 Old : 100.0: 87.8 46.9 0.3 25.3 5.0 0.0 13.1 5.8 0.2 3.0 0.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 24 25 . . . . . . . . .: Old : 43: 24 25 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 51.0 71.7 71.0 43.0 41.8 54.7 57.4 Old : 52.3 51.0 71.7 71.0 43.0 41.8 54.7 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 372,398: 216,966 306,244 136,903 39,952 4,864 0 6,127 13,321 0 1,546 344: 0 0 Old : 372,398: 216,966 306,244 136,903 39,952 4,864 0 6,127 13,321 0 1,546 344: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -19,551: -17,648 -9,597 2,738 -2,624 -4,600 0 -2,657 -41 0 -32 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 82.2 36.8 10.7 1.3 0.0 1.6 3.6 0.0 0.4 0.1: 0.0 0.0 Old : 100.0: 58.3 82.2 36.8 10.7 1.3 0.0 1.6 3.6 0.0 0.4 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 16 . . . 0 . . 0 . .: Old : 29: 16 16 . . . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 63.7 79.9 84.0 54.7 58.5 70.0 74.3 Old : 61.6 63.7 79.9 84.0 54.7 58.5 70.0 74.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 645,092: 506,773 269,784 60,340 124,789 28,199 31,562 16,425 9,200 7,833 195,510 1,185: 0 0 Old : 645,092: 506,773 269,784 60,340 124,789 28,199 31,562 16,425 9,200 7,833 195,510 1,185: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -5,514: 407 -8,992 1,488 -1,985 0 -7,017 775 -392 0 5,080 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 41.8 9.4 19.3 4.4 4.9 2.5 1.4 1.2 30.3 0.2: 0.0 0.0 Old : 100.0: 78.6 41.8 9.4 19.3 4.4 4.9 2.5 1.4 1.2 30.3 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 22 20 . 4 . 4 . . . . .: Old : 42: 22 20 . 4 . 4 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 55.7 70.8 70.4 46.4 52.6 61.2 65.2 Old : 52.2 55.7 70.8 70.4 46.4 52.6 61.2 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 50,734: 27,103 24,189 14,628 1,275 772 2,608 763 1,873 3,153 20,995 0: 597 867 Old : 50,734: 27,103 24,189 14,628 1,275 772 2,608 763 1,873 3,153 20,995 0: 597 867 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 249: 443 -134 -305 0 133 -442 128 58 0 -20 0: 362 84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 47.7 28.8 2.5 1.5 5.1 1.5 3.7 6.2 41.4 0.0: 1.2 1.7 Old : 100.0: 53.4 47.7 28.8 2.5 1.5 5.1 1.5 3.7 6.2 41.4 0.0: 1.2 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 19 22 5 . . . . . . . 0: Old : 35: 19 22 5 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 59.4 74.6 74.2 53.5 57.1 69.9 69.9 Old : 54.7 59.4 74.6 74.2 53.5 57.1 69.9 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 mwh : : : Positions : All : 1,813,565: 1,617,365 786,960 188,360 0 0 0 0 0 7,840 1,026,605 0: 0 0 Old : 1,813,565: 1,617,365 786,960 188,360 0 0 0 0 0 7,840 1,026,605 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 35,690: 35,690 35,690 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 43.4 10.4 0.0 0.0 0.0 0.0 0.0 0.4 56.6 0.0: 0.0 0.0 Old : 100.0: 89.2 43.4 10.4 0.0 0.0 0.0 0.0 0.0 0.4 56.6 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 9 . 0 0 0 0 0 . . 0: Old : 22: 11 9 . 0 0 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 91.7 93.0 98.9 68.6 91.1 90.6 96.3 Old : 71.0 91.7 93.0 98.9 68.6 91.1 90.6 96.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 mwh : : : Positions : All : 547,450: 466,800 213,050 80,650 0 0 0 0 0 0 334,400 0: 0 0 Old : 547,450: 466,800 213,050 80,650 0 0 0 0 0 0 334,400 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 33,450: 33,450 32,450 0 0 0 0 0 0 0 1,000 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 38.9 14.7 0.0 0.0 0.0 0.0 0.0 0.0 61.1 0.0: 0.0 0.0 Old : 100.0: 85.3 38.9 14.7 0.0 0.0 0.0 0.0 0.0 0.0 61.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 10 . 0 0 0 0 0 0 . 0: Old : 22: 14 10 . 0 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 85.4 87.6 95.5 59.8 85.0 82.3 90.1 Old : 61.4 85.4 87.6 95.5 59.8 85.0 82.3 90.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 884,440: 700,680 751,640 183,760 128,880 0 0 0 0 0 3,920 0: 0 0 Old : 884,440: 700,680 751,640 183,760 128,880 0 0 0 0 0 3,920 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -135,240: -107,800 -99,960 -27,440 -35,280 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.2 85.0 20.8 14.6 0.0 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0 Old : 100.0: 79.2 85.0 20.8 14.6 0.0 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 7 . . 0 0 0 0 0 . 0: Old : 22: 13 7 . . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 83.7 93.5 99.1 64.0 83.7 88.2 93.6 Old : 69.3 83.7 93.5 99.1 64.0 83.7 88.2 93.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 298,080: 228,080 251,920 49,024 36,328 5,088 13,552 1,976 1,176 0 432 1,160: 0 0 Old : 298,080: 228,080 251,920 49,024 36,328 5,088 13,552 1,976 1,176 0 432 1,160: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 2,648: -5,560 5,016 7,824 -1,568 1,176 8 -392 -800 0 -784 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.5 84.5 16.4 12.2 1.7 4.5 0.7 0.4 0.0 0.1 0.4: 0.0 0.0 Old : 100.0: 76.5 84.5 16.4 12.2 1.7 4.5 0.7 0.4 0.0 0.1 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 21 17 . . . . . . 0 . .: Old : 36: 21 17 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 56.3 65.2 80.3 38.9 52.6 60.7 70.3 Old : 42.8 56.3 65.2 80.3 38.9 52.6 60.7 70.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 12,283: 8,319 8,854 864 1,545 810 1,377 60 491 80 523 0: 342 0 Old : 12,283: 8,319 8,854 864 1,545 810 1,377 60 491 80 523 0: 342 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -105: 344 480 -250 84 -156 190 -98 -190 0 -159 0: -43 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 72.1 7.0 12.6 6.6 11.2 0.5 4.0 0.7 4.3 0.0: 2.8 0.0 Old : 100.0: 67.7 72.1 7.0 12.6 6.6 11.2 0.5 4.0 0.7 4.3 0.0: 2.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 20 . . 4 . . . . . 0: Old : 35: 21 20 . . 4 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 45.0 65.4 68.2 36.8 39.5 48.9 55.1 Old : 44.5 45.0 65.4 68.2 36.8 39.5 48.9 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5MWh : : : Positions : All : 1,179,951: 972,281 922,671 137,330 151,920 46,640 0 35,020 23,700 0 0 0: 0 0 Old : 1,179,951: 972,281 922,671 137,330 151,920 46,640 0 35,020 23,700 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.4 78.2 11.6 12.9 4.0 0.0 3.0 2.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 82.4 78.2 11.6 12.9 4.0 0.0 3.0 2.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 10 . . . 0 . . 0 0 0: Old : 20: 10 10 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.8 53.4 88.4 82.1 55.3 46.8 72.9 66.6 Old : 68.8 53.4 88.4 82.1 55.3 46.8 72.9 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 308,575: 257,320 247,225 51,255 61,350 0 0 0 0 0 0 0: 0 0 Old : 308,575: 257,320 247,225 51,255 61,350 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -60,500: -54,670 -48,400 -5,830 -12,100 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 80.1 16.6 19.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 83.4 80.1 16.6 19.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 11 . . 0 0 0 0 0 0 0: Old : 25: 15 11 . . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 81.7 88.4 95.1 58.9 81.0 87.3 94.0 Old : 58.9 81.7 88.4 95.1 58.9 81.0 87.3 94.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWH PER LOT : : : Positions : All : 216,065: 177,025 149,320 0 27,655 37,440 0 50 1,600 0 0 0: 0 0 Old : 216,065: 177,025 149,320 0 27,655 37,440 0 50 1,600 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -14,350: -12,480 -7,310 -1,130 -5,200 -740 0 -1,100 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.9 69.1 0.0 12.8 17.3 0.0 0.0 0.7 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 81.9 69.1 0.0 12.8 17.3 0.0 0.0 0.7 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 20 0 . . 0 . . 0 0 0: Old : 27: 18 20 0 . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 48.5 74.5 75.2 43.2 27.4 49.2 41.0 Old : 52.2 48.5 74.5 75.2 43.2 27.4 49.2 41.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 24,000: 15,943 13,771 3,797 5,992 1,305 1,040 0 149 0 1,168 42: 1,724 1,573 Old : 24,000: 15,943 13,771 3,797 5,992 1,305 1,040 0 149 0 1,168 42: 1,724 1,573 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -2,043: -1,892 -1,210 484 -112 -484 -46 0 -61 0 -88 0: -44 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.4 57.4 15.8 25.0 5.4 4.3 0.0 0.6 0.0 4.9 0.2: 7.2 6.6 Old : 100.0: 66.4 57.4 15.8 25.0 5.4 4.3 0.0 0.6 0.0 4.9 0.2: 7.2 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 18 . . 4 . 0 . 0 . .: Old : 30: 18 18 . . 4 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.4 48.5 64.3 73.1 31.4 46.6 46.8 64.9 Old : 43.4 48.5 64.3 73.1 31.4 46.6 46.8 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Any multiple of 5 MWh : : : Positions : All : 1,884,651: 1,505,464 1,400,497 113,346 144,305 55,085 52,069 69,195 158,687 0 56,882 0: 0 0 Old : 1,884,651: 1,505,464 1,400,497 113,346 144,305 55,085 52,069 69,195 158,687 0 56,882 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 57,167: 58,389 41,597 360 0 0 -14,086 0 12,504 0 3,066 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 74.3 6.0 7.7 2.9 2.8 3.7 8.4 0.0 3.0 0.0: 0.0 0.0 Old : 100.0: 79.9 74.3 6.0 7.7 2.9 2.8 3.7 8.4 0.0 3.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 25 22 . . . . . . 0 . 0: Old : 40: 25 22 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.6 44.5 69.4 67.7 37.1 39.1 54.8 56.4 Old : 43.6 44.5 69.4 67.7 37.1 39.1 54.8 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Any multiple of 16 MWh : : : Positions : All : 632,178: 486,823 446,188 92,625 31,890 37,625 0 61,295 15,105 0 40,075 0: 0 0 Old : 632,178: 486,823 446,188 92,625 31,890 37,625 0 61,295 15,105 0 40,075 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 10,673: 10,673 848 0 0 0 0 7,135 0 0 2,690 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 70.6 14.7 5.0 6.0 0.0 9.7 2.4 0.0 6.3 0.0: 0.0 0.0 Old : 100.0: 77.0 70.6 14.7 5.0 6.0 0.0 9.7 2.4 0.0 6.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 27 21 . . 4 0 . . 0 . 0: Old : 41: 27 21 . . 4 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 41.3 66.3 67.5 42.0 36.9 63.2 56.7 Old : 43.0 41.3 66.3 67.5 42.0 36.9 63.2 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWH : : : Positions : All : 997,022: 796,652 950,222 153,570 0 46,800 0 0 0 0 0 0: 0 0 Old : 997,022: 796,652 950,222 153,570 0 46,800 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 8,000: 8,000 8,000 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 95.3 15.4 0.0 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 79.9 95.3 15.4 0.0 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 9 . 0 . 0 0 0 0 0 0: Old : 23: 15 9 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 86.5 76.4 97.6 41.7 61.3 57.8 70.8 Old : 49.9 86.5 76.4 97.6 41.7 61.3 57.8 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 mwh : : : Positions : All : 323,545: 246,095 293,615 55,250 11,930 18,000 4,200 0 0 0 0 0: 0 0 Old : 323,545: 246,095 293,615 55,250 11,930 18,000 4,200 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 6,000: 6,000 6,000 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 90.7 17.1 3.7 5.6 1.3 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 76.1 90.7 17.1 3.7 5.6 1.3 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 20 11 . . . . 0 0 0 0 0: Old : 29: 20 11 . . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.1 74.3 59.7 96.2 29.9 58.7 48.1 70.8 Old : 38.1 74.3 59.7 96.2 29.9 58.7 48.1 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 597,239: 371,512 507,818 64,338 16,943 28,076 109,464 4,244 22,281 0 16,309 1,568: 0 0 Old : 597,239: 371,512 507,818 64,338 16,943 28,076 109,464 4,244 22,281 0 16,309 1,568: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 5,848: 4,305 6,568 5,824 5,056 -4,216 679 744 -744 0 -1,560 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.2 85.0 10.8 2.8 4.7 18.3 0.7 3.7 0.0 2.7 0.3: 0.0 0.0 Old : 100.0: 62.2 85.0 10.8 2.8 4.7 18.3 0.7 3.7 0.0 2.7 0.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 26 26 . . 4 . . . 0 . .: Old : 41: 26 26 . . 4 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 53.9 78.9 69.8 53.4 51.2 66.9 62.3 Old : 59.9 53.9 78.9 69.8 53.4 51.2 66.9 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 41,809: 27,976 31,156 5,256 3,433 970 6,173 3,124 1,010 0 1,823 147: 277 146 Old : 41,809: 27,976 31,156 5,256 3,433 970 6,173 3,124 1,010 0 1,823 147: 277 146 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 225: -54 80 538 107 -124 -96 82 -39 0 99 0: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 74.5 12.6 8.2 2.3 14.8 7.5 2.4 0.0 4.4 0.4: 0.7 0.3 Old : 100.0: 66.9 74.5 12.6 8.2 2.3 14.8 7.5 2.4 0.0 4.4 0.4: 0.7 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 29 27 . . . . . . 0 . .: Old : 42: 29 27 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 49.3 76.8 73.8 46.3 48.9 68.7 72.9 Old : 51.5 49.3 76.8 73.8 46.3 48.9 68.7 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 21,791: 9,624 21,389 9,168 0 77 2,793 0 104 0 196 25: 0 0 Old : 21,791: 9,624 21,389 9,168 0 77 2,793 0 104 0 196 25: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -2,378: -1,894 -2,352 -223 0 0 -209 0 0 0 26 -52: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.2 98.2 42.1 0.0 0.4 12.8 0.0 0.5 0.0 0.9 0.1: 0.0 0.0 Old : 100.0: 44.2 98.2 42.1 0.0 0.4 12.8 0.0 0.5 0.0 0.9 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 18 17 . 0 . . 0 . 0 . .: Old : 32: 18 17 . 0 . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 76.1 81.6 88.5 54.9 71.5 72.1 80.1 Old : 55.7 76.1 81.6 88.5 54.9 71.5 72.1 80.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 156,360: 84,034 149,527 53,863 0 4,865 11,036 0 1,296 1,266 672 0: 0 0 Old : 156,360: 84,034 149,527 53,863 0 4,865 11,036 0 1,296 1,266 672 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -25,752: -11,672 -25,432 -10,456 0 0 -2,952 0 -656 -16 336 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.7 95.6 34.4 0.0 3.1 7.1 0.0 0.8 0.8 0.4 0.0: 0.0 0.0 Old : 100.0: 53.7 95.6 34.4 0.0 3.1 7.1 0.0 0.8 0.8 0.4 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 11 . 0 . . 0 . . . 0: Old : 25: 12 11 . 0 . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 77.6 81.2 94.3 56.5 68.4 72.7 79.9 Old : 60.5 77.6 81.2 94.3 56.5 68.4 72.7 79.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 557,534: 329,040 489,252 166,449 17,974 11,335 16,186 4,449 34,524 0 0 0: 0 0 Old : 557,534: 329,040 489,252 166,449 17,974 11,335 16,186 4,449 34,524 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -1,152: 5,128 3,528 -5,480 0 0 0 -3,880 -800 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 87.8 29.9 3.2 2.0 2.9 0.8 6.2 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 59.0 87.8 29.9 3.2 2.0 2.9 0.8 6.2 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 18 4 . . . . . 0 0 0: Old : 34: 20 18 4 . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.7 72.1 65.7 85.8 45.0 60.7 56.6 64.7 Old : 46.7 72.1 65.7 85.8 45.0 60.7 56.6 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 30,918: 23,973 24,386 299 2,848 3,151 3,320 0 130 0 0 0: 45 403 Old : 30,918: 23,973 24,386 299 2,848 3,151 3,320 0 130 0 0 0: 45 403 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 1,263: 1,678 1,644 -20 -209 126 -162 0 -20 0 0 0: -339 -278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.5 78.9 1.0 9.2 10.2 10.7 0.0 0.4 0.0 0.0 0.0: 0.1 1.3 Old : 100.0: 77.5 78.9 1.0 9.2 10.2 10.7 0.0 0.4 0.0 0.0 0.0: 0.1 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 22 19 . 4 4 . 0 . 0 0 0: Old : 34: 22 19 . 4 4 . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.0 82.1 66.5 89.0 36.2 60.5 53.1 64.3 Old : 39.0 82.1 66.5 89.0 36.2 60.5 53.1 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 86,298: 55,806 62,193 10,284 0 20,208 0 0 0 0 3,897 0: 0 0 Old : 86,298: 55,806 62,193 10,284 0 20,208 0 0 0 0 3,897 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 3,950: 1,600 3,950 2,350 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.7 72.1 11.9 0.0 23.4 0.0 0.0 0.0 0.0 4.5 0.0: 0.0 0.0 Old : 100.0: 64.7 72.1 11.9 0.0 23.4 0.0 0.0 0.0 0.0 4.5 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 11 5 0 . 0 0 0 0 . 0: Old : 21: 8 11 5 0 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.9 80.5 94.1 95.0 47.8 58.4 59.2 63.8 Old : 72.9 80.5 94.1 95.0 47.8 58.4 59.2 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 20,310: 10,895 18,848 5,231 426 658 766 144 0 2,249 0 44: 467 190 Old : 20,310: 10,895 18,848 5,231 426 658 766 144 0 2,249 0 44: 467 190 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -1,626: -1,440 -1,511 2 105 -132 42 -44 0 -160 0 0: 62 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 92.8 25.8 2.1 3.2 3.8 0.7 0.0 11.1 0.0 0.2: 2.3 0.9 Old : 100.0: 53.6 92.8 25.8 2.1 3.2 3.8 0.7 0.0 11.1 0.0 0.2: 2.3 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 18 . . 4 . . 0 . 0 .: Old : 31: 17 18 . . 4 . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 52.1 68.4 73.2 45.4 46.6 58.6 59.6 Old : 50.3 52.1 68.4 73.2 45.4 46.6 58.6 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 319,081: 122,333 301,913 132,207 0 15,608 4,704 0 0 42,669 0 1,560: 0 0 Old : 319,081: 122,333 301,913 132,207 0 15,608 4,704 0 0 42,669 0 1,560: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -5,514: -5,514 -5,514 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.3 94.6 41.4 0.0 4.9 1.5 0.0 0.0 13.4 0.0 0.5: 0.0 0.0 Old : 100.0: 38.3 94.6 41.4 0.0 4.9 1.5 0.0 0.0 13.4 0.0 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 18 4 0 . . 0 0 . 0 .: Old : 29: 17 18 4 0 . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.0 59.6 81.5 81.3 60.0 49.5 71.1 68.0 Old : 62.0 59.6 81.5 81.3 60.0 49.5 71.1 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 16,769: 7,948 10,951 6,170 4,531 1,014 172 0 84 1,000 0 40: 341 149 Old : 16,769: 7,948 10,951 6,170 4,531 1,014 172 0 84 1,000 0 40: 341 149 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -1,304: -795 -862 -311 -330 -88 0 0 0 -110 0 0: 0 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.4 65.3 36.8 27.0 6.0 1.0 0.0 0.5 6.0 0.0 0.2: 2.0 0.9 Old : 100.0: 47.4 65.3 36.8 27.0 6.0 1.0 0.0 0.5 6.0 0.0 0.2: 2.0 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 19 4 . 4 . 0 . . 0 .: Old : 30: 18 19 4 . 4 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 52.8 69.4 72.3 40.0 47.0 56.0 62.0 Old : 45.8 52.8 69.4 72.3 40.0 47.0 56.0 62.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 218,365: 87,835 126,250 123,752 85,826 1,609 0 4,680 0 5,169 0 0: 0 0 Old : 218,365: 87,835 126,250 123,752 85,826 1,609 0 4,680 0 5,169 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -801: -1 -801 -800 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 57.8 56.7 39.3 0.7 0.0 2.1 0.0 2.4 0.0 0.0: 0.0 0.0 Old : 100.0: 40.2 57.8 56.7 39.3 0.7 0.0 2.1 0.0 2.4 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 14 4 . . 0 . 0 . 0 0: Old : 30: 15 14 4 . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.8 69.4 89.1 90.3 66.0 69.4 78.2 82.2 Old : 71.8 69.4 89.1 90.3 66.0 69.4 78.2 82.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 30,167: 20,904 24,381 4,518 77 1,692 0 964 3,053 0 0 0: 0 0 Old : 30,167: 20,904 24,381 4,518 77 1,692 0 964 3,053 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 132: 260 55 -282 0 77 0 -77 77 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.3 80.8 15.0 0.3 5.6 0.0 3.2 10.1 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 69.3 80.8 15.0 0.3 5.6 0.0 3.2 10.1 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 19 . . . 0 . . 0 0 0: Old : 30: 18 19 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 52.2 79.9 75.0 43.9 40.7 57.3 55.5 Old : 53.6 52.2 79.9 75.0 43.9 40.7 57.3 55.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25 MWh : : : Positions : All : 185,389: 164,286 113,445 1,609 54,034 17,910 1,584 0 0 0 0 0: 0 0 Old : 185,389: 164,286 113,445 1,609 54,034 17,910 1,584 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 624: 1,602 624 0 978 -978 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.6 61.2 0.9 29.1 9.7 0.9 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 88.6 61.2 0.9 29.1 9.7 0.9 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 15 . . . . 0 0 0 0 0: Old : 27: 14 15 . . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 61.0 79.5 80.9 54.4 50.9 69.0 65.3 Old : 58.6 61.0 79.5 80.9 54.4 50.9 69.0 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 770,435: 690,200 585,528 39,040 65,632 41,195 0 78,080 0 0 0 0: 0 0 Old : 770,435: 690,200 585,528 39,040 65,632 41,195 0 78,080 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 17,343: 17,343 -29,457 0 46,800 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.6 76.0 5.1 8.5 5.3 0.0 10.1 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.6 76.0 5.1 8.5 5.3 0.0 10.1 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 9 . . . 0 . 0 0 0 0: Old : 23: 14 9 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 68.5 81.9 94.1 63.5 66.3 77.4 82.5 Old : 63.8 68.5 81.9 94.1 63.5 66.3 77.4 82.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 239,365: 211,355 198,555 16,450 20,750 11,560 0 8,500 0 0 0 0: 0 0 Old : 239,365: 211,355 198,555 16,450 20,750 11,560 0 8,500 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 2,120: 2,120 -10,630 0 12,750 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 83.0 6.9 8.7 4.8 0.0 3.6 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 88.3 83.0 6.9 8.7 4.8 0.0 3.6 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 12 . . . 0 . 0 0 0 0: Old : 29: 18 12 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.3 65.9 77.2 88.7 57.3 60.6 73.1 78.0 Old : 59.3 65.9 77.2 88.7 57.3 60.6 73.1 78.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 122,220: 88,920 117,250 30,330 2,000 2,970 0 0 0 0 0 0: 0 0 Old : 122,220: 88,920 117,250 30,330 2,000 2,970 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.8 95.9 24.8 1.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 72.8 95.9 24.8 1.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 10 . . . 0 0 0 0 0 0: Old : 21: 13 10 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 79.8 85.7 95.5 58.7 70.7 77.4 80.7 Old : 60.9 79.8 85.7 95.5 58.7 70.7 77.4 80.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 Mwh : : : Positions : All : 234,625: 187,725 119,915 42,050 109,860 4,850 0 0 0 0 0 0: 0 0 Old : 234,625: 187,725 119,915 42,050 109,860 4,850 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 51.1 17.9 46.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 80.0 51.1 17.9 46.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 11 . . . 0 0 0 0 0 0: Old : 25: 14 11 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 86.7 89.1 97.0 59.6 85.1 87.3 94.7 Old : 61.2 86.7 89.1 97.0 59.6 85.1 87.3 94.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 Mwh : : : Positions : All : 809,803: 644,605 394,915 163,198 412,888 2,000 0 0 0 0 0 0: 0 0 Old : 809,803: 644,605 394,915 163,198 412,888 2,000 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.6 48.8 20.2 51.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 79.6 48.8 20.2 51.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 8 4 . . 0 0 0 0 0 0: Old : 22: 10 8 4 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 93.5 89.5 99.5 62.9 93.5 89.0 99.5 Old : 63.2 93.5 89.5 99.5 62.9 93.5 89.0 99.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 157,705: 126,735 125,355 11,290 12,890 19,460 0 0 0 220 0 0: 0 0 Old : 157,705: 126,735 125,355 11,290 12,890 19,460 0 0 0 220 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 79.5 7.2 8.2 12.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0 Old : 100.0: 80.4 79.5 7.2 8.2 12.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 11 . . . 0 0 0 . 0 0: Old : 23: 15 11 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 65.8 78.3 88.9 41.6 61.1 61.6 69.1 Old : 45.6 65.8 78.3 88.9 41.6 61.1 61.6 69.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mwh : : : Positions : All : 557,069: 444,039 425,849 40,887 59,077 72,143 0 0 0 0 0 0: 0 0 Old : 557,069: 444,039 425,849 40,887 59,077 72,143 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 76.4 7.3 10.6 13.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 79.7 76.4 7.3 10.6 13.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 9 . . . 0 0 0 0 0 0: Old : 21: 14 9 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 73.4 82.2 94.1 43.5 65.0 62.2 69.6 Old : 51.5 73.4 82.2 94.1 43.5 65.0 62.2 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 220,875: 202,340 183,600 1,100 24,080 13,195 0 0 0 4,240 0 0: 0 0 Old : 220,875: 202,340 183,600 1,100 24,080 13,195 0 0 0 4,240 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 2,100: 2,100 2,100 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.6 83.1 0.5 10.9 6.0 0.0 0.0 0.0 1.9 0.0 0.0: 0.0 0.0 Old : 100.0: 91.6 83.1 0.5 10.9 6.0 0.0 0.0 0.0 1.9 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 19 8 . 4 . 0 0 0 . 0 0: Old : 27: 19 8 . 4 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 78.6 74.2 92.6 49.0 70.5 70.2 81.5 Old : 52.0 78.6 74.2 92.6 49.0 70.5 70.2 81.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 692,063: 618,629 596,693 20,384 42,320 53,050 0 0 0 0 0 0: 0 0 Old : 692,063: 618,629 596,693 20,384 42,320 53,050 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.4 86.2 2.9 6.1 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.4 86.2 2.9 6.1 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 14 7 . . . 0 0 0 0 0 0: Old : 20: 14 7 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 80.7 79.0 96.3 56.3 71.8 73.8 81.4 Old : 57.7 80.7 79.0 96.3 56.3 71.8 73.8 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 1,074,083: 1,002,279 1,063,139 68,668 3,888 3,136 0 3,920 0 0 0 0: 0 0 Old : 1,074,083: 1,002,279 1,063,139 68,668 3,888 3,136 0 3,920 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.3 99.0 6.4 0.4 0.3 0.0 0.4 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 93.3 99.0 6.4 0.4 0.3 0.0 0.4 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 7 . . . 0 . 0 0 0 0: Old : 24: 15 7 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.5 97.0 90.8 99.6 70.5 96.2 89.7 97.9 Old : 70.5 97.0 90.8 99.6 70.5 96.2 89.7 97.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 292,660: 277,240 289,250 12,010 0 3,410 0 0 0 0 0 0: 0 0 Old : 292,660: 277,240 289,250 12,010 0 3,410 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 1,270: 1,270 0 -1,270 0 1,270 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.7 98.8 4.1 0.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 94.7 98.8 4.1 0.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 21 7 . 0 . 0 0 0 0 0 0: Old : 31: 21 7 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.7 95.4 83.5 99.6 64.7 95.4 83.0 98.8 Old : 64.7 95.4 83.5 99.6 64.7 95.4 83.0 98.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 6,560,095: 4,892,740 6,290,479 1,210,471 71,648 197,968 146,424 0 0 112,492 0 0: 0 0 Old : 6,560,095: 4,892,740 6,290,479 1,210,471 71,648 197,968 146,424 0 0 112,492 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 50,732: 21,315 81,470 9,859 -50,296 19,558 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 95.9 18.5 1.1 3.0 2.2 0.0 0.0 1.7 0.0 0.0: 0.0 0.0 Old : 100.0: 74.6 95.9 18.5 1.1 3.0 2.2 0.0 0.0 1.7 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 31 29 5 . 6 . 0 0 . 0 0: Old : 45: 31 29 5 . 6 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.9 63.7 61.8 81.5 32.4 55.9 47.7 65.4 Old : 40.9 63.7 61.8 81.5 32.4 55.9 47.7 65.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 2,176,835: 1,694,175 2,088,245 343,080 11,140 74,250 29,185 2,200 0 36,145 1,000 0: 0 0 Old : 2,176,835: 1,694,175 2,088,245 343,080 11,140 74,250 29,185 2,200 0 36,145 1,000 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 13,345: 4,785 17,380 -1,000 -15,070 10,035 -2,150 0 0 1,675 1,000 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 95.9 15.8 0.5 3.4 1.3 0.1 0.0 1.7 0.0 0.0: 0.0 0.0 Old : 100.0: 77.8 95.9 15.8 0.5 3.4 1.3 0.1 0.0 1.7 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 35 33 5 . 6 . . 0 . . 0: Old : 56: 35 33 5 . 6 . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 58.8 60.6 77.7 31.8 55.3 50.4 71.1 Old : 36.4 58.8 60.6 77.7 31.8 55.3 50.4 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 2,706,722: 1,626,712 1,543,928 225,394 303,185 171,283 0 168,326 42,375 568,718 405,385 72,240: 0 0 Old : 2,706,722: 1,626,712 1,543,928 225,394 303,185 171,283 0 168,326 42,375 568,718 405,385 72,240: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 81,895: 31,535 65,780 41,385 13,190 4,245 0 0 0 12,425 6,375 -7,695: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.1 57.0 8.3 11.2 6.3 0.0 6.2 1.6 21.0 15.0 2.7: 0.0 0.0 Old : 100.0: 60.1 57.0 8.3 11.2 6.3 0.0 6.2 1.6 21.0 15.0 2.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 37 32 4 6 8 0 4 . 5 5 5: Old : 65: 37 32 4 6 8 0 4 . 5 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.3 49.0 61.7 66.0 47.0 45.7 59.1 61.1 Old : 47.3 49.0 61.7 66.0 47.0 45.7 59.1 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :MWh (Megawatt Hours) : : : Positions : All : 5,451,970: 4,600,352 4,025,585 175,234 500,836 401,790 85,047 76,455 90,735 47,895 305,652 50,917: 0 0 Old : 5,451,970: 4,600,352 4,025,585 175,234 500,836 401,790 85,047 76,455 90,735 47,895 305,652 50,917: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 163,463: 163,463 220,308 -9,635 -66,480 9,635 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 73.8 3.2 9.2 7.4 1.6 1.4 1.7 0.9 5.6 0.9: 0.0 0.0 Old : 100.0: 84.4 73.8 3.2 9.2 7.4 1.6 1.4 1.7 0.9 5.6 0.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 29 25 4 4 4 . . . . . .: Old : 50: 29 25 4 4 4 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 67.4 62.9 81.1 45.7 61.8 61.4 73.8 Old : 46.0 67.4 62.9 81.1 45.7 61.8 61.4 73.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 602,880: 522,155 478,725 65,045 107,965 15,350 0 510 330 0 0 0: 0 0 Old : 602,880: 522,155 478,725 65,045 107,965 15,350 0 510 330 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 79.4 10.8 17.9 2.5 0.0 0.1 0.1 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 86.6 79.4 10.8 17.9 2.5 0.0 0.1 0.1 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 26 10 . . . 0 . . 0 0 0: Old : 33: 26 10 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 68.9 68.9 92.6 45.0 67.4 64.7 82.4 Old : 45.1 68.9 68.9 92.6 45.0 67.4 64.7 82.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 2,067,198: 1,813,457 1,642,315 165,272 326,500 88,469 0 9,914 0 0 0 0: 0 0 Old : 2,067,198: 1,813,457 1,642,315 165,272 326,500 88,469 0 9,914 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.7 79.4 8.0 15.8 4.3 0.0 0.5 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 87.7 79.4 8.0 15.8 4.3 0.0 0.5 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 24 11 . . . 0 . 0 0 0 0: Old : 33: 24 11 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 67.3 72.0 88.5 50.2 65.4 68.1 79.1 Old : 50.2 67.3 72.0 88.5 50.2 65.4 68.1 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 40,124: 34,074 14,400 641 20,752 1,640 0 1,472 1,230 1,566 0 0: 973 630 Old : 40,124: 34,074 14,400 641 20,752 1,640 0 1,472 1,230 1,566 0 0: 973 630 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -124: -132 14 0 -146 8 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 35.9 1.6 51.7 4.1 0.0 3.7 3.1 3.9 0.0 0.0: 2.4 1.6 Old : 100.0: 84.9 35.9 1.6 51.7 4.1 0.0 3.7 3.1 3.9 0.0 0.0: 2.4 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 20 24 . 5 6 0 . . . 0 0: Old : 38: 20 24 . 5 6 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 58.4 74.6 79.1 59.3 57.2 70.9 74.5 Old : 61.3 58.4 74.6 79.1 59.3 57.2 70.9 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5 MEGAWATTS PER HOUR) : : : Positions : All : 4,944: 4,267 2,012 0 1,253 11 0 848 0 0 0 0: 666 820 Old : 4,944: 4,267 2,012 0 1,253 11 0 848 0 0 0 0: 666 820 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 40.7 0.0 25.3 0.2 0.0 17.2 0.0 0.0 0.0 0.0: 13.5 16.6 Old : 100.0: 86.3 40.7 0.0 25.3 0.2 0.0 17.2 0.0 0.0 0.0 0.0: 13.5 16.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 15 9 0 . . 0 . 0 0 0 0: Old : 20: 15 9 0 . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 47.2 75.5 69.0 41.9 42.5 55.5 54.5 Old : 52.3 47.2 75.5 69.0 41.9 42.5 55.5 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5 MEGAWATTS PER HOUR) : : : Positions : All : 9,159: 4,157 6,121 1,278 44 896 1,404 200 136 0 738 640: 648 384 Old : 9,159: 4,157 6,121 1,278 44 896 1,404 200 136 0 738 640: 648 384 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.4 66.8 14.0 0.5 9.8 15.3 2.2 1.5 0.0 8.1 7.0: 7.1 4.2 Old : 100.0: 45.4 66.8 14.0 0.5 9.8 15.3 2.2 1.5 0.0 8.1 7.0: 7.1 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 15 . . . . . . 0 . .: Old : 26: 15 15 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 44.7 67.6 70.5 38.1 35.9 53.7 56.6 Old : 46.6 44.7 67.6 70.5 38.1 35.9 53.7 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 14,631: 8,623 10,021 1,354 200 1,658 0 592 1,298 150 0 0: 1,548 862 Old : 14,631: 8,623 10,021 1,354 200 1,658 0 592 1,298 150 0 0: 1,548 862 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 68.5 9.3 1.4 11.3 0.0 4.0 8.9 1.0 0.0 0.0: 10.6 5.9 Old : 100.0: 58.9 68.5 9.3 1.4 11.3 0.0 4.0 8.9 1.0 0.0 0.0: 10.6 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 17 4 . 4 0 . . . 0 0: Old : 30: 18 17 4 . 4 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 48.5 52.6 70.2 21.4 41.9 32.7 49.0 Old : 32.7 48.5 52.6 70.2 21.4 41.9 32.7 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 34,658: 26,205 30,801 5,651 955 2,459 0 443 0 343 0 0: 0 0 Old : 34,658: 26,205 30,801 5,651 955 2,459 0 443 0 343 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.6 88.9 16.3 2.8 7.1 0.0 1.3 0.0 1.0 0.0 0.0: 0.0 0.0 Old : 100.0: 75.6 88.9 16.3 2.8 7.1 0.0 1.3 0.0 1.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 14 . . . 0 . 0 . 0 0: Old : 31: 17 14 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 71.8 80.3 90.1 48.1 68.7 73.2 80.8 Old : 55.2 71.8 80.3 90.1 48.1 68.7 73.2 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 690,644: 529,096 647,714 118,618 0 38,250 0 4,680 0 4,680 0 0: 0 0 Old : 690,644: 529,096 647,714 118,618 0 38,250 0 4,680 0 4,680 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 93.8 17.2 0.0 5.5 0.0 0.7 0.0 0.7 0.0 0.0: 0.0 0.0 Old : 100.0: 76.6 93.8 17.2 0.0 5.5 0.0 0.7 0.0 0.7 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 12 . 0 . 0 . 0 . 0 0: Old : 27: 18 12 . 0 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 84.1 75.1 96.5 43.3 82.1 69.4 88.5 Old : 49.1 84.1 75.1 96.5 43.3 82.1 69.4 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 18,350: 14,210 5,179 1,609 463 703 0 0 0 1,722 11,643 0: 106 362 Old : 18,350: 14,210 5,179 1,609 463 703 0 0 0 1,722 11,643 0: 106 362 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 60: 0 0 0 0 0 0 0 0 60 60 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 28.2 8.8 2.5 3.8 0.0 0.0 0.0 9.4 63.4 0.0: 0.6 2.0 Old : 100.0: 77.4 28.2 8.8 2.5 3.8 0.0 0.0 0.0 9.4 63.4 0.0: 0.6 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 8 . . . 0 0 0 . . 0: Old : 20: 8 8 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 85.5 88.2 95.9 63.8 82.5 85.1 90.4 Old : 65.2 85.5 88.2 95.9 63.8 82.5 85.1 90.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 43,125: 29,128 40,850 11,212 0 2,275 0 0 0 0 0 0: 510 0 Old : 43,125: 29,128 40,850 11,212 0 2,275 0 0 0 0 0 0: 510 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 94.7 26.0 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.0 Old : 100.0: 67.5 94.7 26.0 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 16 . 0 . 0 0 0 0 0 0: Old : 22: 10 16 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.1 46.6 94.6 74.4 70.9 46.2 82.6 71.0 Old : 76.1 46.6 94.6 74.4 70.9 46.2 82.6 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 MEGAWATT HOURS) : : : Positions : All : 644,676: 526,644 577,909 108,672 57,407 9,360 0 0 0 0 0 0: 0 0 Old : 644,676: 526,644 577,909 108,672 57,407 9,360 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 89.6 16.9 8.9 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 81.7 89.6 16.9 8.9 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 14 . . . 0 0 0 0 0 0: Old : 25: 13 14 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.0 47.3 92.4 79.2 75.1 43.0 80.5 68.1 Old : 80.0 47.3 92.4 79.2 75.1 43.0 80.5 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 70,048: 40,074 43,761 11,488 20,256 2,206 5,585 530 2,550 7,680 639 0: 465 106 Old : 70,048: 40,074 43,761 11,488 20,256 2,206 5,585 530 2,550 7,680 639 0: 465 106 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 1,485: 1,275 210 0 0 0 -1,275 0 1,275 0 0 0: 210 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.2 62.5 16.4 28.9 3.1 8.0 0.8 3.6 11.0 0.9 0.0: 0.7 0.2 Old : 100.0: 57.2 62.5 16.4 28.9 3.1 8.0 0.8 3.6 11.0 0.9 0.0: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 16 16 4 . . . . . . . 0: Old : 36: 16 16 4 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 51.8 71.8 73.0 37.9 49.4 56.8 63.9 Old : 43.5 51.8 71.8 73.0 37.9 49.4 56.8 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,524,936: 1,006,014 854,555 132,714 239,981 73,149 0 301,500 0 307,278 49,970 5,781: 0 0 Old : 1,524,936: 1,006,014 854,555 132,714 239,981 73,149 0 301,500 0 307,278 49,970 5,781: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 23,320: 23,320 23,320 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 56.0 8.7 15.7 4.8 0.0 19.8 0.0 20.2 3.3 0.4: 0.0 0.0 Old : 100.0: 66.0 56.0 8.7 15.7 4.8 0.0 19.8 0.0 20.2 3.3 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 20 21 . 4 4 0 . 0 . . .: Old : 41: 20 21 . 4 4 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 47.4 75.9 70.8 49.3 47.1 69.6 68.1 Old : 50.1 47.4 75.9 70.8 49.3 47.1 69.6 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 21,767: 14,055 15,295 7,228 3,235 0 0 2,162 0 0 188 484: 0 403 Old : 21,767: 14,055 15,295 7,228 3,235 0 0 2,162 0 0 188 484: 0 403 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.6 70.3 33.2 14.9 0.0 0.0 9.9 0.0 0.0 0.9 2.2: 0.0 1.9 Old : 100.0: 64.6 70.3 33.2 14.9 0.0 0.0 9.9 0.0 0.0 0.9 2.2: 0.0 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 10 . . 0 0 . 0 0 . .: Old : 22: 11 10 . . 0 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 78.7 87.4 92.4 57.3 68.4 76.4 80.1 Old : 60.1 78.7 87.4 92.4 57.3 68.4 76.4 80.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 46,308: 33,001 34,829 11,354 0 1,827 0 9,652 0 126 0 0: 0 0 Old : 46,308: 33,001 34,829 11,354 0 1,827 0 9,652 0 126 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 3,825: 3,825 3,825 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 75.2 24.5 0.0 3.9 0.0 20.8 0.0 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 71.3 75.2 24.5 0.0 3.9 0.0 20.8 0.0 0.3 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 12 14 5 0 . 0 . 0 . 0 0: Old : 26: 12 14 5 0 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 77.5 83.2 91.9 52.3 59.3 70.6 72.3 Old : 56.7 77.5 83.2 91.9 52.3 59.3 70.6 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 49,097: 30,686 21,191 722 7,134 7,458 5,960 0 1,490 659 9,702 2,122: 0 0 Old : 49,097: 30,686 21,191 722 7,134 7,458 5,960 0 1,490 659 9,702 2,122: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 1,593: 298 1,573 0 0 0 1,275 0 0 -60 -60 80: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.5 43.2 1.5 14.5 15.2 12.1 0.0 3.0 1.3 19.8 4.3: 0.0 0.0 Old : 100.0: 62.5 43.2 1.5 14.5 15.2 12.1 0.0 3.0 1.3 19.8 4.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 20 12 . 4 . . 0 . . . .: Old : 32: 20 12 . 4 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 66.7 68.7 88.8 34.3 53.6 51.3 62.9 Old : 46.9 66.7 68.7 88.8 34.3 53.6 51.3 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 35,617: 27,089 28,415 4,495 1,575 1,895 0 0 0 0 1,849 1,606: 532 277 Old : 35,617: 27,089 28,415 4,495 1,575 1,895 0 0 0 0 1,849 1,606: 532 277 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 1,123: 1,123 1,123 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 79.8 12.6 4.4 5.3 0.0 0.0 0.0 0.0 5.2 4.5: 1.5 0.8 Old : 100.0: 76.1 79.8 12.6 4.4 5.3 0.0 0.0 0.0 0.0 5.2 4.5: 1.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 15 . . . 0 0 0 0 . .: Old : 25: 16 15 . . . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 58.2 73.8 80.7 40.3 50.0 57.4 64.2 Old : 45.4 58.2 73.8 80.7 40.3 50.0 57.4 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 39,735: 36,620 29,242 722 7,466 2,182 0 115 0 0 625 105: 106 0 Old : 39,735: 36,620 29,242 722 7,466 2,182 0 115 0 0 625 105: 106 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 1,782: 1,782 1,667 0 0 0 0 115 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.2 73.6 1.8 18.8 5.5 0.0 0.3 0.0 0.0 1.6 0.3: 0.3 0.0 Old : 100.0: 92.2 73.6 1.8 18.8 5.5 0.0 0.3 0.0 0.0 1.6 0.3: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 16 16 . 5 4 0 . 0 0 . .: Old : 32: 16 16 . 5 4 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 49.0 74.4 72.5 44.2 45.0 64.3 60.7 Old : 48.4 49.0 74.4 72.5 44.2 45.0 64.3 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 17,798: 12,804 15,671 3,079 275 1,703 0 0 0 0 0 0: 212 149 Old : 17,798: 12,804 15,671 3,079 275 1,703 0 0 0 0 0 0: 212 149 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -510: -510 -510 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.9 88.0 17.3 1.5 9.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.8 Old : 100.0: 71.9 88.0 17.3 1.5 9.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 11 4 . . 0 0 0 0 0 0: Old : 20: 12 11 4 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 65.7 82.6 87.9 54.1 58.6 65.6 66.8 Old : 60.1 65.7 82.6 87.9 54.1 58.6 65.6 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 376,037: 213,598 320,526 107,158 29,655 0 15,211 0 23,480 14,214 0 2,376: 0 0 Old : 376,037: 213,598 320,526 107,158 29,655 0 15,211 0 23,480 14,214 0 2,376: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 85.2 28.5 7.9 0.0 4.0 0.0 6.2 3.8 0.0 0.6: 0.0 0.0 Old : 100.0: 56.8 85.2 28.5 7.9 0.0 4.0 0.0 6.2 3.8 0.0 0.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 14 . . 0 . 0 . . 0 .: Old : 25: 12 14 . . 0 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 63.9 80.6 86.2 42.5 49.2 55.6 61.2 Old : 61.3 63.9 80.6 86.2 42.5 49.2 55.6 61.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 917,166: 721,161 631,222 62,710 93,600 109,975 0 59,049 23,320 0 0 0: 0 0 Old : 917,166: 721,161 631,222 62,710 93,600 109,975 0 59,049 23,320 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 9,701: 9,701 9,701 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 68.8 6.8 10.2 12.0 0.0 6.4 2.5 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.6 68.8 6.8 10.2 12.0 0.0 6.4 2.5 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 19 . . . 0 . . 0 0 0: Old : 27: 14 19 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 49.1 79.2 71.3 32.6 25.0 42.7 38.4 Old : 57.4 49.1 79.2 71.3 32.6 25.0 42.7 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,118,277: 572,969 514,641 166,190 44,823 54,373 263,005 0 0 55,434 498,134 6,306: 0 0 Old : 1,118,277: 572,969 514,641 166,190 44,823 54,373 263,005 0 0 55,434 498,134 6,306: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.2 46.0 14.9 4.0 4.9 23.5 0.0 0.0 5.0 44.5 0.6: 0.0 0.0 Old : 100.0: 51.2 46.0 14.9 4.0 4.9 23.5 0.0 0.0 5.0 44.5 0.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 13 11 4 . 4 . 0 0 . . .: Old : 28: 13 11 4 . 4 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 74.8 78.6 90.3 55.1 72.4 73.7 85.8 Old : 56.7 74.8 78.6 90.3 55.1 72.4 73.7 85.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 409,483: 310,606 372,233 25,687 9,408 27,842 0 0 0 45,348 0 0: 0 0 Old : 409,483: 310,606 372,233 25,687 9,408 27,842 0 0 0 45,348 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 5,925: 5,925 0 -5,925 0 5,925 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.9 90.9 6.3 2.3 6.8 0.0 0.0 0.0 11.1 0.0 0.0: 0.0 0.0 Old : 100.0: 75.9 90.9 6.3 2.3 6.8 0.0 0.0 0.0 11.1 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 12 . . . 0 0 0 . 0 0: Old : 21: 13 12 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 80.0 77.4 93.7 41.1 60.4 61.1 65.8 Old : 51.1 80.0 77.4 93.7 41.1 60.4 61.1 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 479,972: 350,068 276,286 19,446 59,285 110,458 0 0 0 0 33,943 0: 0 0 Old : 479,972: 350,068 276,286 19,446 59,285 110,458 0 0 0 0 33,943 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : -1,600: 3,570 -2,000 0 5,570 -5,170 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 57.6 4.1 12.4 23.0 0.0 0.0 0.0 0.0 7.1 0.0: 0.0 0.0 Old : 100.0: 72.9 57.6 4.1 12.4 23.0 0.0 0.0 0.0 0.0 7.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 15 . 4 . 0 0 0 0 . 0: Old : 29: 14 15 . 4 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 54.0 73.8 75.8 30.7 26.8 44.1 41.9 Old : 51.0 54.0 73.8 75.8 30.7 26.8 44.1 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 282,554: 243,566 157,974 5,948 82,923 33,040 0 2,703 0 0 5,914 0: 0 0 Old : 282,554: 243,566 157,974 5,948 82,923 33,040 0 2,703 0 0 5,914 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 55.9 2.1 29.3 11.7 0.0 1.0 0.0 0.0 2.1 0.0: 0.0 0.0 Old : 100.0: 86.2 55.9 2.1 29.3 11.7 0.0 1.0 0.0 0.0 2.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 8 . . . 0 . 0 0 . 0: Old : 20: 13 8 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.3 83.1 94.6 97.1 48.1 42.3 51.9 50.9 Old : 71.3 83.1 94.6 97.1 48.1 42.3 51.9 50.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87 Disaggregated Commitments of Traders - Futures Only, August 13, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatts Per Hour) : : : Positions : All : 401,920: 177,520 296,608 145,400 16,392 79,000 0 9,920 0 0 0 0: 0 0 Old : 401,920: 177,520 296,608 145,400 16,392 79,000 0 9,920 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 6, 2013 : : 24,296: 776 24,296 23,520 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.2 73.8 36.2 4.1 19.7 0.0 2.5 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 44.2 73.8 36.2 4.1 19.7 0.0 2.5 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 . . . 0 . 0 0 0 0: Old : 22: 13 10 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.6 68.7 92.2 91.7 54.0 55.9 70.2 70.9 Old : 75.6 68.7 92.2 91.7 54.0 55.9 70.2 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 16, 2013