Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 7,670 : : Positions : : 4,185 4,425 0 985 455 780 0 165 1,200 555 670 : : : : Changes from: July 2, 2013 : : 10 -15 0 15 -15 5 0 -5 0 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 57.7 0.0 12.8 5.9 10.2 0.0 2.2 15.6 7.2 8.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 68,129 : : Positions : : 19,079 23,481 4,235 1,626 3,643 0 7,969 6,840 18,140 8,789 15,070 : : : : Changes from: July 2, 2013 : : -88 1,157 -90 -425 415 -15 345 -255 356 -904 348 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 34.5 6.2 2.4 5.3 0.0 11.7 10.0 26.6 12.9 22.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 11 11 . . 4 0 5 4 14 13 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 21,266 : : Positions : : 8,740 3,865 333 1,585 942 0 1,315 1,710 5,633 8,569 2,986 : : : : Changes from: July 2, 2013 : : 1,965 50 -200 585 99 -225 -40 -30 366 1,623 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 18.2 1.6 7.5 4.4 0.0 6.2 8.0 26.5 40.3 14.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 7 8 . . . 0 4 . 10 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 168,600 : : Positions : : 97,445 118,102 15,297 8,871 12,283 16,352 6,197 11,651 10,484 6,385 4,193 : : : : Changes from: July 2, 2013 : : -3,062 -4,875 -638 60 -193 81 -87 -637 -176 1,105 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 70.0 9.1 5.3 7.3 9.7 3.7 6.9 6.2 3.8 2.5 : : : : Number of Traders in Each Category Total Traders: 81 : : 43 39 . 6 7 7 . 6 8 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 52,587 : : Positions : : 32,785 43,357 11,662 3,159 4,368 2,408 1 1,340 0 362 0 : : : : Changes from: July 2, 2013 : : -717 -390 155 81 152 229 0 -26 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 82.4 22.2 6.0 8.3 4.6 0.0 2.5 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 24 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 504,624 : : Positions : : 392,553 407,326 53,112 59,178 37,184 20,503 0 936 336 0 0 : : : : Changes from: July 2, 2013 : : 9,281 703 -7,906 0 7,585 0 0 0 -672 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 80.7 10.5 11.7 7.4 4.1 0.0 0.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 1,697,288 : : Positions : :1,148,773 1,383,851 132,699 85,942 131,079 236,506 16,407 15,200 401 32,179 32,630 : : : : Changes from: July 2, 2013 : : -25,347 -14,848 5,637 -9,223 -891 -6,803 -7,178 -744 0 4,736 3,080 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 81.5 7.8 5.1 7.7 13.9 1.0 0.9 0.0 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 36 4 4 5 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 59,882 : : Positions : : 51,131 31,590 256 12,265 4,414 81 5,595 3,563 0 2,068 387 : : : : Changes from: July 2, 2013 : : 306 -292 -50 412 -287 0 130 76 -27 29 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 52.8 0.4 20.5 7.4 0.1 9.3 6.0 0.0 3.5 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 26 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 393,090 : : Positions : : 242,831 309,268 126,609 44,816 14,624 0 14,081 8,370 0 1,275 656 : : : : Changes from: July 2, 2013 : : 1,344 -5,704 -7,048 0 -648 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 78.7 32.2 11.4 3.7 0.0 3.6 2.1 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 650,376 : : Positions : : 475,343 301,271 64,380 98,679 50,797 40,079 9,360 9,583 9,009 179,501 1,185 : : : : Changes from: July 2, 2013 : : 23,265 3,256 -3,600 2,605 0 -8,739 0 1,579 -1,200 3,865 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 46.3 9.9 15.2 7.8 6.2 1.4 1.5 1.4 27.6 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 20 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 50,363 : : Positions : : 25,668 24,315 15,065 1,405 383 2,783 593 2,393 3,153 20,637 0 : : : : Changes from: July 2, 2013 : : -985 -1,192 161 -60 0 221 86 -191 -1,020 76 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 48.3 29.9 2.8 0.8 5.5 1.2 4.8 6.3 41.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 21 5 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 1,756,275 : : Positions : :1,571,835 614,030 180,520 0 0 0 0 0 3,920 1,142,245 0 : : : : Changes from: July 2, 2013 : : -202,000 -120,000 -12,000 0 0 0 0 0 -4,000 -98,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 35.0 10.3 0.0 0.0 0.0 0.0 0.0 0.2 65.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 571,300 : : Positions : : 477,450 196,430 93,850 0 0 0 0 0 0 374,870 0 : : : : Changes from: July 2, 2013 : : -59,000 -36,000 -10,000 0 0 0 0 0 0 -33,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 34.4 16.4 0.0 0.0 0.0 0.0 0.0 0.0 65.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 1,019,680 : : Positions : : 804,560 855,520 215,120 164,160 0 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : -94,000 -94,000 -28,000 -32,000 0 0 0 0 -4,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 83.9 21.1 16.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 290,816 : : Positions : : 223,984 245,784 44,576 36,328 1,984 17,936 2,368 1,584 0 2,016 752 : : : : Changes from: July 2, 2013 : : -16,800 -15,200 400 -1,600 -1,200 0 -400 0 0 800 -800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 84.5 15.3 12.5 0.7 6.2 0.8 0.5 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 11,060 : : Positions : : 7,231 7,226 877 1,748 745 1,101 284 575 80 374 0 : : : : Changes from: July 2, 2013 : : -135 -380 -8 60 -82 0 46 -20 0 -122 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 65.3 7.9 15.8 6.7 10.0 2.6 5.2 0.7 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 16 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 375,125 : : Positions : : 313,640 304,425 61,485 70,700 0 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : -47,500 -42,500 -7,000 -13,000 0 -1,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 81.2 16.4 18.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 212,530 : : Positions : : 172,940 150,870 0 20,920 37,990 0 1,150 1,600 0 0 0 : : : : Changes from: July 2, 2013 : : -7,100 -5,500 -1,710 -3,910 -190 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 71.0 0.0 9.8 17.9 0.0 0.5 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 25,891 : : Positions : : 18,944 14,414 2,122 6,322 2,024 886 88 150 0 1,252 0 : : : : Changes from: July 2, 2013 : : -1,618 -938 404 -80 -444 94 -102 -94 0 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 55.7 8.2 24.4 7.8 3.4 0.3 0.6 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 18 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 1,747,992 : : Positions : :1,394,764 1,255,036 99,573 162,337 50,645 50,083 82,915 152,927 0 44,132 0 : : : : Changes from: July 2, 2013 : : -65,136 -20,816 23,400 -9,600 -3,720 3,320 -14,000 -5,200 0 6,000 -6,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 71.8 5.7 9.3 2.9 2.9 4.7 8.7 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 22 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 626,990 : : Positions : : 479,165 441,075 89,350 32,385 40,260 0 55,080 18,215 0 39,975 0 : : : : Changes from: July 2, 2013 : : -7,830 -1,745 -1,600 0 -1,900 0 -5,800 0 0 -1,885 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 70.3 14.3 5.2 6.4 0.0 8.8 2.9 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 21 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 1,086,734 : : Positions : : 862,844 1,039,934 177,090 0 46,800 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : -98,000 -122,000 -24,000 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 95.7 16.3 0.0 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 359,345 : : Positions : : 270,895 329,415 59,650 7,530 22,400 6,400 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : -34,100 -42,100 -3,000 4,000 -4,000 -1,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 91.7 16.6 2.1 6.2 1.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 601,421 : : Positions : : 386,861 512,343 58,089 10,719 28,093 102,217 8,204 23,417 0 15,901 2,744 : : : : Changes from: July 2, 2013 : : -22,655 -23,648 -992 752 -5,032 279 -1,200 -400 0 728 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 85.2 9.7 1.8 4.7 17.0 1.4 3.9 0.0 2.6 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 24 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 42,484 : : Positions : : 29,695 30,912 4,288 3,922 1,404 5,461 3,387 1,144 0 1,438 193 : : : : Changes from: July 2, 2013 : : -1,650 -1,219 -11 -196 0 20 -120 -140 0 -66 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 72.8 10.1 9.2 3.3 12.9 8.0 2.7 0.0 3.4 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 28 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 25,630 : : Positions : : 12,631 25,165 9,352 0 287 2,675 0 0 408 51 127 : : : : Changes from: July 2, 2013 : : -129 73 151 0 -75 0 0 0 -49 50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 98.2 36.5 0.0 1.1 10.4 0.0 0.0 1.6 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 15 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 200,029 : : Positions : : 99,435 192,253 75,356 0 4,816 15,268 0 1,952 1,602 1,008 0 : : : : Changes from: July 2, 2013 : : -1,552 -288 336 0 0 0 0 0 0 672 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 96.1 37.7 0.0 2.4 7.6 0.0 1.0 0.8 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 556,530 : : Positions : : 335,370 468,688 158,323 27,038 10,543 13,834 11,801 38,460 0 0 0 : : : : Changes from: July 2, 2013 : : -26,015 -26,830 -6,000 -2,000 0 2,000 -1,185 -3,200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 84.2 28.4 4.9 1.9 2.5 2.1 6.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 31,428 : : Positions : : 23,561 23,340 0 3,528 3,108 3,118 0 1,302 0 0 0 : : : : Changes from: July 2, 2013 : : -1,103 -1,462 0 -106 -58 -443 0 6 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 74.3 0.0 11.2 9.9 9.9 0.0 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 0 6 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 89,788 : : Positions : : 57,342 64,907 13,030 0 19,416 0 0 0 0 5,465 0 : : : : Changes from: July 2, 2013 : : -6,000 -6,800 -1,200 0 -400 0 0 0 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 72.3 14.5 0.0 21.6 0.0 0.0 0.0 0.0 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 5 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 23,483 : : Positions : : 12,305 21,500 6,545 0 1,177 489 508 0 2,497 0 64 : : : : Changes from: July 2, 2013 : : -469 -959 -4 0 -62 0 -100 0 -566 -40 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 91.6 27.9 0.0 5.0 2.1 2.2 0.0 10.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 4 0 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 328,139 : : Positions : : 134,343 309,443 129,663 6,248 10,888 4,704 0 0 46,981 0 1,560 : : : : Changes from: July 2, 2013 : : -12,832 -20,008 -4,376 -800 0 0 0 0 -3,600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 94.3 39.5 1.9 3.3 1.4 0.0 0.0 14.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 18,033 : : Positions : : 10,213 11,403 5,094 5,227 1,191 214 0 42 984 0 40 : : : : Changes from: July 2, 2013 : : -620 -1,084 -524 -182 -100 0 -4 -40 -102 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 63.2 28.2 29.0 6.6 1.2 0.0 0.2 5.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 22 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 234,350 : : Positions : : 97,636 140,379 128,400 86,882 2,409 0 4,680 0 5,905 0 0 : : : : Changes from: July 2, 2013 : : -14,400 -15,200 -3,200 -3,200 -800 0 0 0 -800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 59.9 54.8 37.1 1.0 0.0 2.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 5 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 30,825 : : Positions : : 21,082 25,839 5,449 77 1,370 0 615 2,924 0 0 0 : : : : Changes from: July 2, 2013 : : 257 485 228 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 83.8 17.7 0.2 4.4 0.0 2.0 9.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 221,854 : : Positions : : 189,629 130,014 1,937 63,178 28,334 1,626 0 328 0 0 0 : : : : Changes from: July 2, 2013 : : 0 3,848 0 -3,848 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 58.6 0.9 28.5 12.8 0.7 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 780,180 : : Positions : : 696,025 628,353 42,960 24,712 41,195 0 85,920 0 0 0 0 : : : : Changes from: July 2, 2013 : : -44,000 -40,000 -8,000 0 0 0 -12,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 80.5 5.5 3.2 5.3 0.0 11.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 237,565 : : Positions : : 207,185 206,290 19,200 8,320 11,180 0 11,775 0 0 0 0 : : : : Changes from: July 2, 2013 : : -15,400 -10,700 -1,000 -2,200 -1,000 0 -3,500 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 86.8 8.1 3.5 4.7 0.0 5.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 126,065 : : Positions : : 91,015 120,325 29,310 0 5,740 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : -5,500 -7,000 -1,500 0 -2,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 95.4 23.2 0.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 228,705 : : Positions : : 187,605 89,755 35,600 133,450 5,500 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : -10,900 -9,400 -1,500 -3,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 39.2 15.6 58.4 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 809,187 : : Positions : : 646,301 297,507 153,046 501,840 9,840 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : -24,400 -12,000 -1,600 -14,000 -6,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 36.8 18.9 62.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 151,635 : : Positions : : 120,445 124,475 10,190 6,600 20,560 0 0 0 440 0 0 : : : : Changes from: July 2, 2013 : : -10,000 -8,900 1,000 -100 -1,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 82.1 6.7 4.4 13.6 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 191,725 : : Positions : : 165,050 155,000 2,200 16,930 19,795 0 0 0 4,680 0 0 : : : : Changes from: July 2, 2013 : : -15,400 -17,800 -1,680 1,320 -2,820 0 -1,000 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 80.8 1.1 8.8 10.3 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 563,660 : : Positions : : 484,346 466,330 24,304 42,320 55,010 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : -30,800 -34,800 -4,000 0 -2,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 82.7 4.3 7.5 9.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 901,779 : : Positions : : 828,015 893,187 73,764 8,592 0 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : -83,200 -89,600 -7,200 -800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 99.0 8.2 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 267,750 : : Positions : : 251,970 263,320 11,350 0 4,430 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : -28,100 -29,700 -1,600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 98.3 4.2 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 8 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 6,321,016 : : Positions : :4,703,935 5,951,528 1,113,709 154,432 215,056 155,048 0 0 133,268 0 0 : : : : Changes from: July 2, 2013 : : -338,000 -388,000 -31,600 -7,600 -16,400 -16,800 0 0 -9,200 0 -4,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 94.2 17.6 2.4 3.4 2.5 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 27 4 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 2,138,205 : : Positions : :1,700,820 2,020,460 293,765 34,835 78,510 33,230 0 0 31,880 4,400 0 : : : : Changes from: July 2, 2013 : : -128,550 -143,350 -6,500 -300 -2,400 -6,700 0 0 -3,900 -2,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 94.5 13.7 1.6 3.7 1.6 0.0 0.0 1.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 33 31 5 . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 2,481,986 : : Positions : :1,541,421 1,299,614 89,728 322,210 192,786 0 183,721 37,320 554,876 380,480 65,855 : : : : Changes from: July 2, 2013 : : -23,100 -5,345 -20,015 -2,900 -8,778 -1,000 -8,500 -900 22,495 -4,875 8,720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 52.4 3.6 13.0 7.8 0.0 7.4 1.5 22.4 15.3 2.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 30 5 5 9 0 4 . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 4,983,027 : : Positions : :4,172,955 3,643,612 205,935 529,897 317,831 84,655 35,535 93,479 44,759 299,260 63,413 : : : : Changes from: July 2, 2013 : : -71,756 34,495 -16,725 -77,576 41,501 21,000 -6,000 0 4,215 -14,185 -4,215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 73.1 4.1 10.6 6.4 1.7 0.7 1.9 0.9 6.0 1.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 23 4 4 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 612,885 : : Positions : : 507,790 495,180 95,525 107,955 8,910 0 180 660 0 0 0 : : : : Changes from: July 2, 2013 : : -29,585 -28,985 -4,100 -3,500 -1,800 0 -1,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 80.8 15.6 17.6 1.5 0.0 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 10 4 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 1,921,381 : : Positions : :1,674,656 1,511,641 187,803 336,200 58,922 0 14,618 0 0 0 0 : : : : Changes from: July 2, 2013 : : -66,285 -63,485 -16,000 -14,000 -800 0 -4,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 78.7 9.8 17.5 3.1 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 43,448 : : Positions : : 38,095 14,517 390 24,614 1,111 370 1,132 1,312 1,666 8 60 : : : : Changes from: July 2, 2013 : : 18 -240 -48 210 48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 33.4 0.9 56.7 2.6 0.9 2.6 3.0 3.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 23 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 9,402 : : Positions : : 4,328 6,526 558 366 1,236 1,466 0 728 190 0 0 : : : : Changes from: July 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 69.4 5.9 3.9 13.1 15.6 0.0 7.7 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 5,211 : : Positions : : 4,602 2,186 0 1,300 11 0 952 0 0 0 0 : : : : Changes from: July 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 41.9 0.0 24.9 0.2 0.0 18.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 9 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 9,522 : : Positions : : 4,276 6,552 1,518 0 768 1,390 240 170 0 642 736 : : : : Changes from: July 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 68.8 15.9 0.0 8.1 14.6 2.5 1.8 0.0 6.7 7.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 15,070 : : Positions : : 9,016 10,370 1,200 240 1,674 0 558 1,332 180 0 0 : : : : Changes from: July 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 68.8 8.0 1.6 11.1 0.0 3.7 8.8 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 33,110 : : Positions : : 29,237 28,798 2,681 3,120 1,192 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 87.0 8.1 9.4 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 640,210 : : Positions : : 563,994 586,306 51,431 29,119 24,785 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 91.6 8.0 4.5 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A38 Open Interest is 21,151 : : Positions : : 17,410 5,720 1,233 1,426 322 0 0 0 2,058 13,299 0 : : : : Changes from: July 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 27.0 5.8 6.7 1.5 0.0 0.0 0.0 9.7 62.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 45,722 : : Positions : : 30,647 43,447 12,290 0 2,275 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : 1,270 1,270 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 95.0 26.9 0.0 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 16 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 673,412 : : Positions : : 546,364 606,253 117,688 57,799 9,360 0 0 0 0 0 0 : : : : Changes from: July 2, 2013 : : 23,480 23,480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 90.0 17.5 8.6 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 61,732 : : Positions : : 33,876 38,392 10,398 17,994 2,598 5,650 640 1,275 7,680 705 0 : : : : Changes from: July 2, 2013 : : 86 -934 0 1,020 -255 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 62.2 16.8 29.1 4.2 9.2 1.0 2.1 12.4 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 14 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 1,486,172 : : Positions : : 964,898 795,452 249,967 251,349 74,280 0 309,340 0 191,246 49,970 5,781 : : : : Changes from: July 2, 2013 : : 28,184 75,464 47,280 0 -9,488 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 53.5 16.8 16.9 5.0 0.0 20.8 0.0 12.9 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 19 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 22,498 : : Positions : : 14,961 16,510 7,409 2,355 0 0 2,162 0 0 1,024 0 : : : : Changes from: July 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 73.4 32.9 10.5 0.0 0.0 9.6 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 38,620 : : Positions : : 25,888 28,010 11,667 0 684 0 9,926 0 126 0 0 : : : : Changes from: July 2, 2013 : : 1,275 0 0 0 0 0 1,275 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 72.5 30.2 0.0 1.8 0.0 25.7 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 43,402 : : Positions : : 26,246 20,279 1,443 5,690 6,337 4,355 0 1,820 697 6,772 2,504 : : : : Changes from: July 2, 2013 : : 2,043 -255 0 2,298 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 46.7 3.3 13.1 14.6 10.0 0.0 4.2 1.6 15.6 5.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 24,661 : : Positions : : 21,365 19,625 653 1,518 1,410 0 0 0 0 1,385 424 : : : : Changes from: July 2, 2013 : : -66 -431 0 0 0 0 0 0 0 365 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 79.6 2.6 6.2 5.7 0.0 0.0 0.0 0.0 5.6 1.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 35,272 : : Positions : : 32,510 25,245 802 7,135 1,832 0 0 0 0 1,060 0 : : : : Changes from: July 2, 2013 : : 3,068 1,536 -424 1,108 254 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 71.6 2.3 20.2 5.2 0.0 0.0 0.0 0.0 3.0 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 July 9, 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 403,085 : : Positions : : 233,982 340,518 112,646 35,535 0 16,387 0 23,480 13,038 0 3,552 : : : : Changes from: July 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 84.5 27.9 8.8 0.0 4.1 0.0 5.8 3.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 901,625 : : Positions : : 709,705 621,438 69,086 93,600 99,514 0 63,753 23,320 0 0 0 : : : : Changes from: July 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 68.9 7.7 10.4 11.0 0.0 7.1 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 1,097,866 : : Positions : : 584,801 547,177 79,924 51,141 110,748 263,005 0 0 54,258 383,670 5,130 : : : : Changes from: July 2, 2013 : : 42,144 0 -42,144 0 28,152 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 49.8 7.3 4.7 10.1 24.0 0.0 0.0 4.9 34.9 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 11 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 301,302 : : Positions : : 214,505 269,977 25,889 17,333 13,992 0 0 0 46,916 0 0 : : : : Changes from: July 2, 2013 : : 18,720 -4,680 -13,992 9,408 13,992 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 89.6 8.6 5.8 4.6 0.0 0.0 0.0 15.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 440,876 : : Positions : : 331,474 237,982 11,845 65,122 97,557 0 0 0 0 40,215 0 : : : : Changes from: July 2, 2013 : : 28,096 0 -22,743 5,353 13,383 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 54.0 2.7 14.8 22.1 0.0 0.0 0.0 0.0 9.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A85 Open Interest is 248,770 : : Positions : : 206,646 144,062 9,476 60,699 32,648 0 2,703 0 0 8,658 0 : : : : Changes from: July 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 57.9 3.8 24.4 13.1 0.0 1.1 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 9, 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 385,904 : : Positions : : 192,472 275,496 114,432 17,568 79,000 0 13,840 0 0 0 0 : : : : Changes from: July 2, 2013 : : 1,960 1,960 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 71.4 29.7 4.6 20.5 0.0 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 13, 2013