Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 6,835 : : Positions : : 3,225 4,150 0 920 265 1,130 0 130 1,455 730 315 : : : : Changes from: May 28, 2013 : : -650 -1,190 0 20 40 -25 0 70 -135 270 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 60.7 0.0 13.5 3.9 16.5 0.0 1.9 21.3 10.7 4.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 13,083 : : Positions : : 8,631 9,969 338 0 540 0 30 1,785 1,597 684 45 : : : : Changes from: May 28, 2013 : : 738 178 -260 0 180 -410 30 270 55 -52 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 76.2 2.6 0.0 4.1 0.0 0.2 13.6 12.2 5.2 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 57,136 : : Positions : : 19,072 19,586 3,252 2,014 3,461 0 7,799 4,410 14,797 7,889 11,503 : : : : Changes from: May 28, 2013 : : 90 -347 1,312 -176 -352 0 2,830 556 775 -63 -1,685 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 34.3 5.7 3.5 6.1 0.0 13.6 7.7 25.9 13.8 20.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 15 13 . . 4 0 5 4 15 12 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 19,226 : : Positions : : 7,760 5,230 145 1,742 550 1,385 975 1,175 4,682 5,840 3,264 : : : : Changes from: May 28, 2013 : : -745 -1,065 -80 35 100 -170 135 -120 295 60 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 27.2 0.8 9.1 2.9 7.2 5.1 6.1 24.4 30.4 17.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 7 . . . . . . 5 16 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 178,163 : : Positions : : 93,252 127,112 18,329 10,915 13,496 18,077 3,368 13,623 13,748 1,728 6,727 : : : : Changes from: May 28, 2013 : : 2,466 1,110 -1,114 545 -840 22 -166 -189 -675 -28 1,181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 71.3 10.3 6.1 7.6 10.1 1.9 7.6 7.7 1.0 3.8 : : : : Number of Traders in Each Category Total Traders: 79 : : 40 42 . 6 7 7 . 7 8 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 53,250 : : Positions : : 33,354 44,381 13,365 3,240 3,957 1,239 1 1,260 0 336 75 : : : : Changes from: May 28, 2013 : : -618 -1,424 -807 331 -650 282 0 51 0 -50 -106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 83.3 25.1 6.1 7.4 2.3 0.0 2.4 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 535,872 : : Positions : : 413,638 429,817 58,477 62,378 40,165 16,198 0 2,232 3,882 0 1,280 : : : : Changes from: May 28, 2013 : : -52,324 -24,886 24,087 -4,264 -32,216 1,983 0 -2,640 -3,216 0 -656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 80.2 10.9 11.6 7.5 3.0 0.0 0.4 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 25 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,696,648 : : Positions : :1,132,587 1,391,384 145,433 90,615 125,391 225,325 16,513 25,080 8,805 13,638 34,027 : : : : Changes from: May 28, 2013 : : -14,662 19,619 11,524 -14,829 10,283 -7,376 -15,688 6,630 0 384 808 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 82.0 8.6 5.3 7.4 13.3 1.0 1.5 0.5 0.8 2.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 36 38 4 4 5 4 . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 64,184 : : Positions : : 50,115 39,444 384 7,702 9,524 53 878 3,640 0 2,528 468 : : : : Changes from: May 28, 2013 : : 2,611 -257 0 2,436 -15 27 527 125 0 -68 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 61.5 0.6 12.0 14.8 0.1 1.4 5.7 0.0 3.9 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 24 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 412,612 : : Positions : : 213,812 342,791 181,654 47,112 3,856 0 5,600 11,978 37 0 1,275 : : : : Changes from: May 28, 2013 : : 4,994 -376 -4,173 0 0 0 1,197 -1,238 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 83.1 44.0 11.4 0.9 0.0 1.4 2.9 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 608,774 : : Positions : : 438,870 280,474 66,884 117,196 45,356 41,078 9,360 5,192 10,209 150,011 1,185 : : : : Changes from: May 28, 2013 : : 39,532 6,347 -10,528 2,361 1,937 -18,017 0 2,809 0 2,279 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 46.1 11.0 19.3 7.5 6.7 1.5 0.9 1.7 24.6 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 49,419 : : Positions : : 23,427 24,252 16,330 1,487 702 2,008 621 3,104 3,570 18,614 0 : : : : Changes from: May 28, 2013 : : 133 194 1,915 0 213 0 -256 -64 -2,048 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 49.1 33.0 3.0 1.4 4.1 1.3 6.3 7.2 37.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 24 5 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 mwh : CFTC Code #06439C Open Interest is 1,896,805 : : Positions : :1,680,685 623,240 212,120 3,920 0 0 0 0 4,000 1,269,645 0 : : : : Changes from: May 28, 2013 : : 0 0 70,490 0 0 0 0 0 0 70,490 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 32.9 11.2 0.2 0.0 0.0 0.0 0.0 0.2 66.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439F Open Interest is 651,150 : : Positions : : 538,500 219,300 112,650 2,200 0 0 0 0 0 429,650 0 : : : : Changes from: May 28, 2013 : : -1,000 1,000 19,150 0 0 0 0 0 0 17,150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 33.7 17.3 0.3 0.0 0.0 0.0 0.0 0.0 66.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439K Open Interest is 1,169,200 : : Positions : : 914,240 973,040 250,960 196,160 0 0 0 0 4,000 0 0 : : : : Changes from: May 28, 2013 : : 64,800 22,000 0 46,800 0 0 0 0 4,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 83.2 21.5 16.8 0.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 303,488 : : Positions : : 245,904 252,904 32,144 41,848 2,792 19,512 3,160 1,584 352 0 1,200 : : : : Changes from: May 28, 2013 : : 9,136 16,480 -1,616 -8,960 800 0 0 0 0 0 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 83.3 10.6 13.8 0.9 6.4 1.0 0.5 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 10,793 : : Positions : : 6,396 7,029 577 1,907 652 1,497 0 507 80 166 0 : : : : Changes from: May 28, 2013 : : 238 258 2 0 0 -18 0 40 80 66 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 65.1 5.3 17.7 6.0 13.9 0.0 4.7 0.7 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643AZ Open Interest is 461,975 : : Positions : : 381,490 372,775 75,085 87,000 2,200 1,000 0 0 2,200 0 0 : : : : Changes from: May 28, 2013 : : 12,750 2,200 0 12,750 0 0 0 0 2,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 80.7 16.3 18.8 0.5 0.2 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV 16 MWH PER LOT : CFTC Code #0643B1 Open Interest is 234,985 : : Positions : : 191,450 170,390 3,555 24,065 38,380 0 550 1,600 0 0 0 : : : : Changes from: May 28, 2013 : : -1,500 -300 1,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 72.5 1.5 10.2 16.3 0.0 0.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 28,923 : : Positions : : 21,125 16,533 2,023 5,994 2,566 983 146 289 4 1,478 82 : : : : Changes from: May 28, 2013 : : -403 -58 60 -375 -88 -46 0 0 -44 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 57.2 7.0 20.7 8.9 3.4 0.5 1.0 0.0 5.1 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Any multiple of 5 MWh : CFTC Code #0643B9 Open Interest is 1,711,581 : : Positions : :1,360,972 1,320,573 101,823 63,100 61,216 58,555 110,635 123,015 0 27,042 6,000 : : : : Changes from: May 28, 2013 : : 42,885 21,029 -14,040 0 2,232 -1,888 0 1,888 0 5,928 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 77.2 5.9 3.7 3.6 3.4 6.5 7.2 0.0 1.6 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Any multiple of 16 MWh : CFTC Code #0643BA Open Interest is 576,990 : : Positions : : 421,230 396,780 86,915 9,960 46,380 0 53,195 22,465 0 48,210 0 : : : : Changes from: May 28, 2013 : : 15,755 24,210 8,970 3,200 500 0 1,145 3,815 0 -3,830 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 68.8 15.1 1.7 8.0 0.0 9.2 3.9 0.0 8.4 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 21 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWH : CFTC Code #0643BC Open Interest is 1,282,430 : : Positions : :1,011,020 1,235,630 224,610 0 46,800 0 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : 4,000 4,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 96.4 17.5 0.0 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #0643BE Open Interest is 403,520 : : Positions : : 299,370 373,590 66,820 0 29,930 7,400 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : 8,100 8,100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 92.6 16.6 0.0 7.4 1.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 13 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 660,972 : : Positions : : 429,034 548,511 54,330 7,599 38,636 108,116 9,012 28,504 0 26,358 2,352 : : : : Changes from: May 28, 2013 : : 672 6,625 6,968 0 4,680 -1,134 -800 400 0 681 -800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 83.0 8.2 1.1 5.8 16.4 1.4 4.3 0.0 4.0 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 25 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 44,559 : : Positions : : 30,599 33,076 4,426 3,300 2,154 5,268 4,019 1,369 0 177 444 : : : : Changes from: May 28, 2013 : : 895 1,163 620 339 -210 -385 -198 47 0 -259 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 74.2 9.9 7.4 4.8 11.8 9.0 3.1 0.0 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 28 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 25,686 : : Positions : : 13,285 24,235 8,068 0 1,373 1,647 0 0 1,053 0 78 : : : : Changes from: May 28, 2013 : : -148 1,241 909 0 -384 349 0 0 -51 0 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 94.4 31.4 0.0 5.3 6.4 0.0 0.0 4.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 14 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 206,405 : : Positions : : 106,331 196,357 71,188 0 7,440 18,220 0 1,952 618 0 656 : : : : Changes from: May 28, 2013 : : 2,592 952 312 0 0 -1,952 0 1,952 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 95.1 34.5 0.0 3.6 8.8 0.0 0.9 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 592,956 : : Positions : : 345,410 504,151 183,133 28,638 10,543 9,760 5,514 44,110 0 0 0 : : : : Changes from: May 28, 2013 : : 400 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 85.0 30.9 4.8 1.8 1.6 0.9 7.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 19 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 33,578 : : Positions : : 26,464 23,371 0 6,594 1,532 3,905 510 1,360 0 0 0 : : : : Changes from: May 28, 2013 : : 343 -82 -401 -320 252 -344 0 256 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 69.6 0.0 19.6 4.6 11.6 1.5 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 23 0 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 102,876 : : Positions : : 67,254 72,491 14,286 48 21,336 0 0 0 0 9,001 0 : : : : Changes from: May 28, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 70.5 13.9 0.0 20.7 0.0 0.0 0.0 0.0 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 23,897 : : Positions : : 11,966 21,237 6,149 48 1,472 709 630 88 2,882 0 188 : : : : Changes from: May 28, 2013 : : 479 622 -230 48 550 -88 0 0 172 -40 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 88.9 25.7 0.2 6.2 3.0 2.6 0.4 12.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 4 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 338,090 : : Positions : : 134,384 318,586 129,725 2,368 15,176 4,704 0 0 52,141 0 1,960 : : : : Changes from: May 28, 2013 : : 5,064 5,464 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 94.2 38.4 0.7 4.5 1.4 0.0 0.0 15.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 19,535 : : Positions : : 9,838 12,048 6,862 6,317 894 84 0 44 1,240 0 40 : : : : Changes from: May 28, 2013 : : 1,034 930 -364 -172 127 -20 0 0 64 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 61.7 35.1 32.3 4.6 0.4 0.0 0.2 6.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 265,357 : : Positions : : 122,243 161,066 131,648 96,810 2,801 0 4,680 0 8,665 0 0 : : : : Changes from: May 28, 2013 : : 6,280 4,680 0 1,600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 60.7 49.6 36.5 1.1 0.0 1.8 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 31,681 : : Positions : : 21,255 26,468 5,436 744 1,627 495 0 2,842 26 0 0 : : : : Changes from: May 28, 2013 : : -1,838 -453 152 -715 303 495 -23 -362 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 83.5 17.2 2.3 5.1 1.6 0.0 9.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 214,192 : : Positions : : 191,779 118,224 2,257 76,789 19,179 977 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : -4,912 -2,983 -328 -2,257 649 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 55.2 1.1 35.9 9.0 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643CJ Open Interest is 824,113 : : Positions : : 718,193 673,841 62,960 9,392 42,960 0 97,920 0 0 0 0 : : : : Changes from: May 28, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 81.8 7.6 1.1 5.2 0.0 11.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CK Open Interest is 254,580 : : Positions : : 222,730 219,340 17,150 4,240 14,700 0 16,300 0 0 0 0 : : : : Changes from: May 28, 2013 : : 500 500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 86.2 6.7 1.7 5.8 0.0 6.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CR Open Interest is 136,345 : : Positions : : 112,245 128,605 16,360 0 7,740 0 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 94.3 12.0 0.0 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 Mwh : CFTC Code #0643CU Open Interest is 237,025 : : Positions : : 198,505 99,475 37,420 136,450 1,100 0 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : 3,540 3,540 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 42.0 15.8 57.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 Mwh : CFTC Code #0643CV Open Interest is 854,038 : : Positions : : 695,789 320,398 142,409 517,800 15,840 0 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : 9,392 9,392 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 37.5 16.7 60.6 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CZ Open Interest is 119,675 : : Positions : : 106,645 100,165 330 6,810 12,700 0 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : 8,620 7,350 0 1,270 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 83.7 0.3 5.7 10.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D4 Open Interest is 201,305 : : Positions : : 177,075 157,170 130 24,115 19,020 0 1,000 0 5,080 0 0 : : : : Changes from: May 28, 2013 : : 2,000 0 0 2,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 78.1 0.1 12.0 9.4 0.0 0.5 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 . 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D5 Open Interest is 552,554 : : Positions : : 478,194 441,530 32,224 68,888 42,136 0 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 79.9 5.8 12.5 7.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D7 Open Interest is 1,000,099 : : Positions : : 918,743 983,259 75,868 11,352 5,488 0 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : 46,960 140,880 71,188 -22,732 348 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 98.3 7.6 1.1 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D8 Open Interest is 298,970 : : Positions : : 280,930 295,310 14,380 0 3,660 0 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : 12,700 38,100 10,895 -14,505 575 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 98.8 4.8 0.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 10 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DB Open Interest is 6,666,567 : : Positions : :4,869,557 6,247,377 1,219,982 149,342 265,848 169,808 0 0 141,372 4,000 0 : : : : Changes from: May 28, 2013 : : 52,934 172,850 149,430 29,514 33,056 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 93.7 18.3 2.2 4.0 2.5 0.0 0.0 2.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 31 6 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DC Open Interest is 2,218,630 : : Positions : :1,688,770 2,108,150 360,175 23,230 85,250 47,555 0 0 36,880 2,000 0 : : : : Changes from: May 28, 2013 : : 24,020 74,740 50,470 -250 -9,515 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 95.0 16.2 1.0 3.8 2.1 0.0 0.0 1.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 36 32 7 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DF Open Interest is 2,286,166 : : Positions : :1,501,038 1,209,764 128,060 323,075 179,891 1,000 182,596 41,185 339,367 254,030 95,625 : : : : Changes from: May 28, 2013 : : 22,251 -7,799 -21,355 19,770 18,530 0 0 -500 11,475 400 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 52.9 5.6 14.1 7.9 0.0 8.0 1.8 14.8 11.1 4.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 35 29 6 4 9 . 4 . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV MWh (Megawatt Hours) : CFTC Code #0643DK Open Interest is 4,464,086 : : Positions : :3,700,091 3,106,020 191,352 563,108 297,920 70,745 47,415 88,741 44,263 289,908 70,974 : : : : Changes from: May 28, 2013 : : 165,199 118,042 -5 23,912 5 23,320 0 -23,320 -80 46,480 42,944 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 69.6 4.3 12.6 6.7 1.6 1.1 2.0 1.0 6.5 1.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 26 4 4 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DL Open Interest is 595,665 : : Positions : : 497,120 446,290 80,255 128,605 18,290 0 2,480 0 0 0 0 : : : : Changes from: May 28, 2013 : : 2,000 16,700 4,215 -10,485 5,860 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 74.9 13.5 21.6 3.1 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 14 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DM Open Interest is 1,979,785 : : Positions : :1,699,012 1,496,821 206,467 391,280 74,306 0 17,378 0 0 0 0 : : : : Changes from: May 28, 2013 : : 4,000 50,960 31,987 -14,973 14,973 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 75.6 10.4 19.8 3.8 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 13 . . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 45,217 : : Positions : : 39,642 15,461 283 24,788 1,184 290 1,262 1,474 1,702 0 40 : : : : Changes from: May 28, 2013 : : -1,771 -1,143 49 -894 -33 10 -140 -252 -140 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 34.2 0.6 54.8 2.6 0.6 2.8 3.3 3.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 23 . 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 10,019 : : Positions : : 4,900 7,061 591 506 1,158 1,474 0 808 178 0 12 : : : : Changes from: May 28, 2013 : : -326 -265 29 14 -127 -2 0 -80 30 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 70.5 5.9 5.1 11.6 14.7 0.0 8.1 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #06465I Open Interest is 5,595 : : Positions : : 4,833 2,424 0 1,327 12 0 1,036 0 0 0 0 : : : : Changes from: May 28, 2013 : : -277 -168 0 -59 0 0 -74 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 43.3 0.0 23.7 0.2 0.0 18.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 10 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #06465K Open Interest is 10,171 : : Positions : : 4,703 7,027 1,552 0 836 1,376 280 204 0 546 832 : : : : Changes from: May 28, 2013 : : -355 -465 -34 0 -68 14 -40 -34 0 158 -158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 69.1 15.3 0.0 8.2 13.5 2.8 2.0 0.0 5.4 8.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 15,789 : : Positions : : 9,300 10,983 1,414 300 1,690 0 524 1,366 210 0 0 : : : : Changes from: May 28, 2013 : : -498 -768 -318 -100 32 0 4 -24 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 69.6 9.0 1.9 10.7 0.0 3.3 8.7 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 36,467 : : Positions : : 32,454 31,828 2,781 3,447 1,192 0 0 0 40 0 0 : : : : Changes from: May 28, 2013 : : -3,507 -2,992 -44 -603 0 0 0 0 -44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 87.3 7.6 9.5 3.3 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 644,746 : : Positions : : 566,193 581,642 52,168 36,719 26,385 0 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : -41,160 -29,792 -392 -11,760 -392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 90.2 8.1 5.7 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 47,007 : : Positions : : 30,852 44,732 13,370 0 2,275 0 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : -2,474 -3,804 -1,651 -44 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 95.2 28.4 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 16 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 705,812 : : Positions : : 569,564 638,253 126,888 58,199 9,360 0 0 0 0 0 0 : : : : Changes from: May 28, 2013 : : -41,944 -58,800 -12,936 3,920 -3,920 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 90.4 18.0 8.2 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 59,860 : : Positions : : 33,014 38,297 7,778 16,410 3,708 7,425 740 0 0 705 0 : : : : Changes from: May 28, 2013 : : -410 1,178 -960 7,362 1,148 2,120 -110 -1,280 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 64.0 13.0 27.4 6.2 12.4 1.2 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 4 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,334,116 : : Positions : : 918,754 630,588 196,127 262,949 67,488 0 317,340 0 145,966 49,970 5,781 : : : : Changes from: May 28, 2013 : : -43,306 -2,970 17,600 -14,504 -8,272 0 130,120 0 138,352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 47.3 14.7 19.7 5.1 0.0 23.8 0.0 10.9 3.7 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 17 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 24,478 : : Positions : : 16,689 17,950 7,769 2,755 0 0 2,162 0 0 1,124 0 : : : : Changes from: May 28, 2013 : : -1,931 -2,723 -526 440 -1,540 0 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 73.3 31.7 11.3 0.0 0.0 8.8 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 38,275 : : Positions : : 25,323 28,540 11,787 100 784 0 8,851 0 126 0 0 : : : : Changes from: May 28, 2013 : : 1,969 653 430 -850 740 0 2,596 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 74.6 30.8 0.3 2.0 0.0 23.1 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 38,256 : : Positions : : 22,401 18,326 1,408 2,107 4,992 4,055 0 2,220 256 7,687 2,924 : : : : Changes from: May 28, 2013 : : -482 -1,066 1,408 -6,106 4,992 110 0 -110 -411 7,687 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 47.9 3.7 5.5 13.0 10.6 0.0 5.8 0.7 20.1 7.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 24,037 : : Positions : : 20,621 18,454 740 2,477 1,275 0 0 0 0 940 592 : : : : Changes from: May 28, 2013 : : 52 42 0 -78 0 0 0 0 0 88 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 76.8 3.1 10.3 5.3 0.0 0.0 0.0 0.0 3.9 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 33,125 : : Positions : : 30,283 25,343 962 5,010 1,732 0 0 0 0 1,040 0 : : : : Changes from: May 28, 2013 : : -1,475 -1,284 -374 -577 -786 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 76.5 2.9 15.1 5.2 0.0 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 438,725 : : Positions : : 260,822 368,158 120,246 41,535 0 17,587 0 23,480 11,038 0 5,552 : : : : Changes from: May 28, 2013 : : -28,224 -33,712 -7,448 -5,880 0 -1,176 0 0 -2,744 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 83.9 27.4 9.5 0.0 4.0 0.0 5.4 2.5 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 889,282 : : Positions : : 687,762 605,327 80,918 93,600 97,282 0 69,753 23,320 0 0 0 : : : : Changes from: May 28, 2013 : : -28,457 -23,787 -8,232 0 0 0 -12,902 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 68.1 9.1 10.5 10.9 0.0 7.8 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,022,799 : : Positions : : 543,689 528,697 106,748 94,821 53,081 263,005 0 0 51,538 341,462 4,738 : : : : Changes from: May 28, 2013 : : -13,016 -46,648 -7,840 10,504 -1,568 128,160 0 0 -784 142,664 -2,744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 51.7 10.4 9.3 5.2 25.7 0.0 0.0 5.0 33.4 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 269,270 : : Positions : : 194,465 259,345 26,289 9,925 0 0 0 0 48,516 0 0 : : : : Changes from: May 28, 2013 : : -10,192 35,824 -392 -3,920 0 0 0 0 42,488 0 -9,360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 96.3 9.8 3.7 0.0 0.0 0.0 0.0 18.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 324,932 : : Positions : : 266,290 191,462 24,548 50,761 34,094 0 0 0 0 48,615 0 : : : : Changes from: May 28, 2013 : : -1,272 -5,392 -16,664 -392 -2,352 0 0 0 0 -12,152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 58.9 7.6 15.6 10.5 0.0 0.0 0.0 0.0 15.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatts Per Hour) : CFTC Code #064A87 Open Interest is 399,352 : : Positions : : 203,920 283,888 112,576 18,768 82,856 0 13,840 0 0 0 0 : : : : Changes from: May 28, 2013 : : -25,112 65,712 65,776 -25,048 6,616 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 71.1 28.2 4.7 20.7 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 7, 2013