Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 7,255 : : Positions : : 4,225 4,120 0 1,065 405 595 0 155 1,210 520 445 : : : : Changes from: July 23, 2013 : : -140 -115 0 15 0 -15 0 0 40 -80 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 56.8 0.0 14.7 5.6 8.2 0.0 2.1 16.7 7.2 6.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 11,884 : : Positions : : 8,493 8,680 701 0 495 0 945 900 704 376 480 : : : : Changes from: July 23, 2013 : : -615 -743 -41 0 15 0 300 -300 101 -109 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 73.0 5.9 0.0 4.2 0.0 8.0 7.6 5.9 3.2 4.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 16 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 69,926 : : Positions : : 17,922 24,732 5,438 2,386 2,799 0 8,779 7,210 22,538 9,651 13,157 : : : : Changes from: July 23, 2013 : : -1,063 -105 418 -86 -373 -205 490 -540 1,394 50 -1,548 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 35.4 7.8 3.4 4.0 0.0 12.6 10.3 32.2 13.8 18.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 11 11 . . 4 0 4 . 16 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 21,976 : : Positions : : 9,370 3,470 300 1,895 1,040 0 1,790 1,660 5,750 8,543 3,019 : : : : Changes from: July 23, 2013 : : -1,105 -1,250 10 183 -75 0 -1,015 -95 -393 214 -187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 15.8 1.4 8.6 4.7 0.0 8.1 7.6 26.2 38.9 13.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 6 . . . 0 . . 7 15 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 170,324 : : Positions : : 100,413 115,599 10,935 8,864 16,130 16,202 5,797 11,320 9,688 7,241 4,690 : : : : Changes from: July 23, 2013 : : 1,590 -1,608 -1,197 1,101 -361 86 -33 106 -625 869 559 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 67.9 6.4 5.2 9.5 9.5 3.4 6.6 5.7 4.3 2.8 : : : : Number of Traders in Each Category Total Traders: 85 : : 47 44 . 6 7 6 5 6 7 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 56,456 : : Positions : : 32,701 47,160 14,038 3,364 4,174 4,055 3 1,339 41 308 108 : : : : Changes from: July 23, 2013 : : 1,115 4,908 2,550 276 -191 1,475 2 -108 19 -27 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 83.5 24.9 6.0 7.4 7.2 0.0 2.4 0.1 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 540,833 : : Positions : : 416,186 444,556 63,707 59,178 35,851 20,520 0 936 3,321 0 312 : : : : Changes from: July 23, 2013 : : 8,512 12,352 2,607 0 1,257 984 0 0 249 0 -624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 82.2 11.8 10.9 6.6 3.8 0.0 0.2 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,781,071 : : Positions : :1,195,611 1,458,304 183,551 86,646 148,355 201,805 10,087 24,991 401 26,331 26,357 : : : : Changes from: July 23, 2013 : : 27,257 34,752 41,831 18,739 -9,727 -13,259 337 2,376 0 2,001 -6,273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 81.9 10.3 4.9 8.3 11.3 0.6 1.4 0.0 1.5 1.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 38 4 4 5 4 . 4 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 58,739 : : Positions : : 49,844 29,571 231 13,502 4,003 81 5,336 4,022 127 1,874 431 : : : : Changes from: July 23, 2013 : : 2,376 900 0 1,614 -189 0 -48 0 0 -90 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 50.3 0.4 23.0 6.8 0.1 9.1 6.8 0.2 3.2 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 383,841 : : Positions : : 233,862 305,844 131,801 42,576 9,464 0 15,665 8,370 0 1,578 344 : : : : Changes from: July 23, 2013 : : 4,160 8,692 4,844 0 -1,968 0 0 0 0 312 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 79.7 34.3 11.1 2.5 0.0 4.1 2.2 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 672,982 : : Positions : : 528,069 301,177 62,380 129,527 27,005 36,551 14,100 8,783 9,009 191,205 1,185 : : : : Changes from: July 23, 2013 : : 12,475 -7,121 744 11,328 -5,056 392 4,740 0 0 4,664 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 44.8 9.3 19.2 4.0 5.4 2.1 1.3 1.3 28.4 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 20 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 52,403 : : Positions : : 28,071 25,861 15,683 1,385 383 2,713 635 2,143 3,153 21,169 0 : : : : Changes from: July 23, 2013 : : -81 -36 255 0 0 -42 0 21 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 49.4 29.9 2.6 0.7 5.2 1.2 4.1 6.0 40.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 5 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 2,030,535 : : Positions : :1,822,575 864,770 196,200 0 0 0 0 0 11,760 1,165,765 0 : : : : Changes from: July 23, 2013 : : 106,160 110,080 0 0 0 0 0 0 3,920 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 42.6 9.7 0.0 0.0 0.0 0.0 0.0 0.6 57.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 598,100 : : Positions : : 507,550 222,130 90,550 0 0 0 0 0 0 375,970 0 : : : : Changes from: July 23, 2013 : : 5,500 5,500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 37.1 15.1 0.0 0.0 0.0 0.0 0.0 0.0 62.9 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 30, 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 : : 808,480 851,600 211,200 164,160 0 0 0 0 0 3,920 0 : : : : Changes from: July 23, 2013 : : 0 -3,920 0 0 0 0 0 0 0 3,920 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 83.5 20.7 16.1 0.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 293,480 : : Positions : : 227,824 245,720 45,000 38,288 2,752 14,784 2,368 1,976 0 1,624 752 : : : : Changes from: July 23, 2013 : : -2,024 -4,760 -1,152 1,568 768 -800 0 -384 0 -392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 83.7 15.3 13.0 0.9 5.0 0.8 0.7 0.0 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 12,388 : : Positions : : 7,975 8,374 1,114 1,461 966 1,187 158 681 80 682 0 : : : : Changes from: July 23, 2013 : : 434 582 106 -176 176 -84 26 84 0 66 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 67.6 9.0 11.8 7.8 9.6 1.3 5.5 0.6 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 18 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 369,075 : : Positions : : 311,990 295,625 57,085 73,450 0 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : -3,300 -6,600 -2,200 1,100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 80.1 15.5 19.9 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 30, 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 220,520 : : Positions : : 179,610 156,310 1,130 23,280 38,180 0 1,150 1,600 0 0 0 : : : : Changes from: July 23, 2013 : : 7,220 5,440 770 2,550 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 70.9 0.5 10.6 17.3 0.0 0.5 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 26,007 : : Positions : : 17,715 15,082 3,432 6,104 1,670 1,253 0 150 0 1,276 42 : : : : Changes from: July 23, 2013 : : -2,440 1 881 -130 -52 323 -24 -20 0 -22 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 58.0 13.2 23.5 6.4 4.8 0.0 0.6 0.0 4.9 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 1,864,260 : : Positions : :1,490,475 1,351,828 118,666 162,337 52,109 50,083 82,915 152,927 0 62,144 0 : : : : Changes from: July 23, 2013 : : 27,143 9,536 405 0 2,208 0 0 0 0 18,012 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 72.5 6.4 8.7 2.8 2.7 4.4 8.2 0.0 3.3 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 30, 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 651,450 : : Positions : : 498,740 466,060 97,010 30,450 40,045 0 57,640 15,655 0 41,600 0 : : : : Changes from: July 23, 2013 : : 12,345 10,885 0 -1,100 0 0 2,560 -2,560 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 71.5 14.9 4.7 6.1 0.0 8.8 2.4 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 21 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 1,106,334 : : Positions : : 882,444 1,059,534 177,090 0 46,800 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 3,920 3,920 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 95.8 16.0 0.0 4.2 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 30, 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 367,045 : : Positions : : 279,695 337,115 59,650 7,530 22,400 5,300 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 1,100 0 0 0 0 -1,100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 91.8 16.3 2.1 6.1 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 629,469 : : Positions : : 393,949 534,968 64,010 11,471 31,940 113,017 8,204 23,417 0 16,333 3,136 : : : : Changes from: July 23, 2013 : : 2,064 9,401 1,649 0 -81 6,120 0 0 0 432 392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 85.0 10.2 1.8 5.1 18.0 1.3 3.7 0.0 2.6 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 24 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 44,479 : : Positions : : 30,141 32,925 5,102 4,069 1,126 6,533 3,372 1,044 0 1,647 212 : : : : Changes from: July 23, 2013 : : 108 958 -168 103 20 1,072 0 0 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 74.0 11.5 9.1 2.5 14.7 7.6 2.3 0.0 3.7 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 28 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 23,845 : : Positions : : 11,514 23,444 9,044 0 77 2,984 0 77 46 144 103 : : : : Changes from: July 23, 2013 : : 330 1,142 751 0 -27 265 0 0 -160 44 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 98.3 37.9 0.0 0.3 12.5 0.0 0.3 0.2 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 173,072 : : Positions : : 85,994 166,240 65,312 0 4,544 13,988 0 1,952 1,282 336 0 : : : : Changes from: July 23, 2013 : : -1,938 -2,578 -640 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 96.1 37.7 0.0 2.6 8.1 0.0 1.1 0.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 585,760 : : Positions : : 345,498 501,846 176,633 20,326 11,335 13,834 13,793 38,460 0 0 0 : : : : Changes from: July 23, 2013 : : -376 14,800 15,992 -784 784 0 1,600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 85.7 30.2 3.5 1.9 2.4 2.4 6.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 30,531 : : Positions : : 23,980 23,829 41 3,635 2,280 3,485 0 362 0 0 0 : : : : Changes from: July 23, 2013 : : -130 -196 22 66 -44 -22 0 44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 78.0 0.1 11.9 7.5 11.4 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 90,188 : : Positions : : 58,126 64,515 11,854 0 20,208 0 0 0 0 5,465 0 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 71.5 13.1 0.0 22.4 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 30, 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 22,613 : : Positions : : 11,824 21,278 6,508 22 847 596 188 0 2,409 0 44 : : : : Changes from: July 23, 2013 : : -16 -94 -270 22 -348 64 -192 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 94.1 28.8 0.1 3.7 2.6 0.8 0.0 10.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 4 . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 348,899 : : Positions : : 143,527 331,339 136,911 784 15,216 4,704 0 0 46,981 0 1,560 : : : : Changes from: July 23, 2013 : : 392 10,128 8,952 -784 -4,288 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 95.0 39.2 0.2 4.4 1.3 0.0 0.0 13.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 17,679 : : Positions : : 9,237 11,143 5,317 4,861 1,378 172 0 84 1,110 0 40 : : : : Changes from: July 23, 2013 : : -759 -148 232 -420 186 -42 0 42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 63.0 30.1 27.5 7.8 1.0 0.0 0.5 6.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 21 4 . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 237,982 : : Positions : : 99,988 142,731 129,256 88,962 1,609 0 4,680 0 7,129 0 0 : : : : Changes from: July 23, 2013 : : 392 392 0 1,224 0 0 0 0 1,224 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 60.0 54.3 37.4 0.7 0.0 2.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 31,317 : : Positions : : 21,385 26,066 6,015 77 995 0 1,257 2,922 0 0 0 : : : : Changes from: July 23, 2013 : : 23 -390 201 0 0 0 614 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 83.2 19.2 0.2 3.2 0.0 4.0 9.3 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 30, 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 219,989 : : Positions : : 191,970 128,149 1,937 67,991 23,521 2,233 0 328 0 0 0 : : : : Changes from: July 23, 2013 : : -624 -929 0 305 -305 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 58.3 0.9 30.9 10.7 1.0 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 23, 2013 : : 0 0 0 0 0 0 0 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 30, 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 250,365 : : Positions : : 219,485 217,490 19,200 9,420 11,680 0 11,775 0 0 0 0 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 86.9 7.7 3.8 4.7 0.0 4.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 135,740 : : Positions : : 99,140 130,000 30,860 0 5,740 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 0 -1,100 -1,100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 95.8 22.7 0.0 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 241,615 : : Positions : : 193,065 125,965 40,950 108,050 7,600 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 52.1 16.9 44.7 3.1 0.0 0.0 0.0 0.0 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 July 30, 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 824,827 : : Positions : : 646,301 409,027 170,646 407,920 7,880 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 0 1,960 1,960 0 -1,960 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 49.6 20.7 49.5 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 154,205 : : Positions : : 123,015 127,045 10,190 6,600 20,560 0 0 0 440 0 0 : : : : Changes from: July 23, 2013 : : 1,100 1,100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 82.4 6.6 4.3 13.3 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 30, 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 OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV mwh : CFTC Code #0643D1 Open Interest is 523,919 : : Positions : : 410,889 423,537 36,967 24,319 76,063 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 80.8 7.1 4.6 14.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 193,825 : : Positions : : 168,250 157,100 2,200 18,030 18,695 0 0 0 4,680 0 0 : : : : Changes from: July 23, 2013 : : 3,200 2,100 0 1,100 -1,100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 81.1 1.1 9.3 9.6 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 571,432 : : Positions : : 492,118 474,102 24,304 42,320 55,010 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 7,772 7,772 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 83.0 4.3 7.4 9.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 1,156,795 : : Positions : :1,079,895 1,145,067 73,764 4,672 3,136 0 3,920 0 0 0 0 : : : : Changes from: July 23, 2013 : : 251,880 251,880 0 -3,920 3,136 0 3,920 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 99.0 6.4 0.4 0.3 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 329,150 : : Positions : : 313,370 324,720 11,350 0 4,430 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 59,400 59,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 98.7 3.4 0.0 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 7 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 6,686,920 : : Positions : :5,079,352 6,333,005 1,096,249 134,832 219,083 158,968 0 0 133,268 0 0 : : : : Changes from: July 23, 2013 : : 263,838 326,438 33,020 -25,660 -5,761 3,920 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 94.7 16.4 2.0 3.3 2.4 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 28 4 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 2,315,500 : : Positions : :1,830,335 2,201,885 340,460 32,040 76,075 33,230 2,200 0 35,400 3,300 0 : : : : Changes from: July 23, 2013 : : 26,515 59,810 21,895 -7,000 -250 0 0 0 1,100 -3,300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 95.1 14.7 1.4 3.3 1.4 0.1 0.0 1.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 32 5 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 2,683,802 : : Positions : :1,635,541 1,456,257 170,366 320,105 185,539 0 181,196 43,695 555,176 405,725 91,285 : : : : Changes from: July 23, 2013 : : 50,155 50,323 31,218 5,350 -4,109 0 2,200 0 1,425 27,125 6,400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 54.3 6.3 11.9 6.9 0.0 6.8 1.6 20.7 15.1 3.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 36 32 5 5 8 0 4 . 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 5,328,305 : : Positions : :4,437,767 3,847,459 219,085 533,572 394,507 84,655 82,335 93,479 44,759 322,900 54,053 : : : : Changes from: July 23, 2013 : : -31,374 -29,819 -2,370 -27,445 25,890 0 0 0 0 23,520 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 72.2 4.1 10.0 7.4 1.6 1.5 1.8 0.8 6.1 1.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 25 4 4 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 661,305 : : Positions : : 559,555 520,475 84,780 123,680 16,310 0 180 660 0 0 0 : : : : Changes from: July 23, 2013 : : 1,985 -17,740 -7,000 12,725 5,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 78.7 12.8 18.7 2.5 0.0 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 10 4 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 2,150,302 : : Positions : :1,880,881 1,719,976 186,093 332,380 83,328 0 14,618 0 0 0 0 : : : : Changes from: July 23, 2013 : : 25,872 4,032 -25,660 -3,820 28,796 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 80.0 8.7 15.5 3.9 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 44,039 : : Positions : : 37,718 15,736 520 23,344 1,282 170 1,512 1,332 1,938 0 52 : : : : Changes from: July 23, 2013 : : -475 679 130 -780 -69 -200 380 20 272 -8 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 35.7 1.2 53.0 2.9 0.4 3.4 3.0 4.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 25 . 5 5 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 9,484 : : Positions : : 4,408 6,526 498 426 1,212 1,626 0 668 70 0 106 : : : : Changes from: July 23, 2013 : : 80 0 -60 60 -24 160 0 -60 -120 0 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 68.8 5.3 4.5 12.8 17.1 0.0 7.0 0.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 5,343 : : Positions : : 4,614 2,186 0 1,300 11 0 952 0 0 0 0 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 40.9 0.0 24.3 0.2 0.0 17.8 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 30, 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 9,834 : : Positions : : 4,588 6,624 1,278 0 1,008 1,390 240 170 0 642 736 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 67.4 13.0 0.0 10.3 14.1 2.4 1.7 0.0 6.5 7.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 15,514 : : Positions : : 9,088 10,854 1,572 200 1,674 0 558 1,332 180 0 0 : : : : Changes from: July 23, 2013 : : 72 484 372 -40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 70.0 10.1 1.3 10.8 0.0 3.6 8.6 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 30, 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 33,673 : : Positions : : 29,754 29,084 2,681 3,351 1,150 0 88 0 88 0 0 : : : : Changes from: July 23, 2013 : : 176 176 0 0 0 0 88 0 88 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 86.4 8.0 10.0 3.4 0.0 0.3 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 646,098 : : Positions : : 570,938 591,826 50,375 29,487 24,785 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 91.6 7.8 4.6 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 21,571 : : Positions : : 17,410 6,140 1,653 1,426 322 0 0 0 2,058 13,299 0 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 28.5 7.7 6.6 1.5 0.0 0.0 0.0 9.5 61.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 7 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 46,975 : : Positions : : 31,900 44,700 12,290 0 2,275 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 95.2 26.2 0.0 4.8 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 30, 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 696,812 : : Positions : : 569,764 629,653 117,688 57,799 9,360 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 90.4 16.9 8.3 1.3 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 30, 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 70,038 : : Positions : : 38,888 43,618 11,422 20,564 3,108 7,410 640 1,275 7,680 705 0 : : : : Changes from: July 23, 2013 : : -22 1,738 0 0 0 1,760 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 62.3 16.3 29.4 4.4 10.6 0.9 1.8 11.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 14 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 1,530,917 : : Positions : :1,009,643 840,197 132,367 251,349 74,280 0 309,340 0 308,846 49,970 5,781 : : : : Changes from: July 23, 2013 : : -1,943 -1,943 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 54.9 8.6 16.4 4.9 0.0 20.2 0.0 20.2 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 21 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 23,857 : : Positions : : 15,749 16,945 7,624 3,455 0 0 2,162 0 0 364 484 : : : : Changes from: July 23, 2013 : : 568 0 0 1,100 0 0 0 0 0 -660 484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 71.0 32.0 14.5 0.0 0.0 9.1 0.0 0.0 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 42,980 : : Positions : : 28,968 30,995 11,927 0 1,959 0 10,026 0 126 0 0 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 72.1 27.8 0.0 4.6 0.0 23.3 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 47,396 : : Positions : : 29,730 21,044 1,443 5,859 6,847 4,355 0 1,820 697 9,322 2,504 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 44.4 3.0 12.4 14.4 9.2 0.0 3.8 1.5 19.7 5.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 35,684 : : Positions : : 26,851 28,239 4,495 1,601 2,090 0 0 0 0 1,761 1,694 : : : : Changes from: July 23, 2013 : : 328 -1,040 -768 88 0 0 0 0 0 512 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 79.1 12.6 4.5 5.9 0.0 0.0 0.0 0.0 4.9 4.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 40,224 : : Positions : : 36,845 29,181 766 7,603 2,380 0 0 0 0 955 105 : : : : Changes from: July 23, 2013 : : 344 344 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 72.5 1.9 18.9 5.9 0.0 0.0 0.0 0.0 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . 5 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 18,986 : : Positions : : 14,084 15,918 3,387 1,660 1,259 0 0 0 0 0 0 : : : : Changes from: July 23, 2013 : : 110 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 83.8 17.8 8.7 6.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 23, 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 30, 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 910,721 : : Positions : : 718,801 628,574 69,086 93,600 99,514 0 65,713 23,320 0 0 0 : : : : Changes from: July 23, 2013 : : 2,744 784 0 0 0 0 1,960 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 69.0 7.6 10.3 10.9 0.0 7.2 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 1,161,298 : : Positions : : 598,841 563,569 190,814 44,431 46,898 263,005 0 0 54,258 498,918 7,482 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 48.5 16.4 3.8 4.0 22.6 0.0 0.0 4.7 43.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 418,062 : : Positions : : 317,225 386,737 32,004 9,408 21,917 0 0 0 46,916 0 0 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 92.5 7.7 2.3 5.2 0.0 0.0 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 508,228 : : Positions : : 366,098 295,926 18,662 48,619 123,468 0 0 0 0 40,215 0 : : : : Changes from: July 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 58.2 3.7 9.6 24.3 0.0 0.0 0.0 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 295,490 : : Positions : : 254,934 166,990 7,516 84,099 33,040 0 2,703 0 0 8,658 0 : : : : Changes from: July 23, 2013 : : 0 0 0 1,960 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 56.5 2.5 28.5 11.2 0.0 0.9 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 30, 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 391,344 : : Positions : : 197,912 282,896 114,432 17,568 79,000 0 11,880 0 0 0 0 : : : : Changes from: July 23, 2013 : : 5,440 7,400 0 0 0 0 -1,960 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 72.3 29.2 4.5 20.2 0.0 3.0 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 August 2, 2013