Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 8,010 : : Positions : : 4,790 4,880 0 885 435 585 0 70 1,110 515 800 : : : : Changes from: August 6, 2013 : : 455 660 0 -45 30 5 0 -70 -70 10 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 60.9 0.0 11.0 5.4 7.3 0.0 0.9 13.9 6.4 10.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024653 Open Interest is 16,550 : : Positions : : 6,840 10,140 380 2,870 390 645 0 0 5,160 0 3,015 : : : : Changes from: August 6, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 61.3 2.3 17.3 2.4 3.9 0.0 0.0 31.2 0.0 18.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 74,581 : : Positions : : 19,301 26,714 5,896 5,143 1,576 0 5,894 9,168 22,907 10,233 14,903 : : : : Changes from: August 6, 2013 : : 550 458 203 1,092 -143 0 -1,815 873 -336 552 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 35.8 7.9 6.9 2.1 0.0 7.9 12.3 30.7 13.7 20.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 11 11 . . 4 0 4 . 17 12 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 25,697 : : Positions : : 12,435 4,275 665 1,590 900 0 4,555 1,270 6,610 9,291 3,356 : : : : Changes from: August 6, 2013 : : 290 625 330 -25 -115 0 955 285 717 -115 510 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 16.6 2.6 6.2 3.5 0.0 17.7 4.9 25.7 36.2 13.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 7 7 . . . 0 4 . 7 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 162,146 : : Positions : : 98,021 109,651 7,653 12,067 14,880 16,394 1,703 11,695 9,168 7,429 3,825 : : : : Changes from: August 6, 2013 : : 1,737 536 -244 2,238 -463 198 -931 -22 207 375 -575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 67.6 4.7 7.4 9.2 10.1 1.1 7.2 5.7 4.6 2.4 : : : : Number of Traders in Each Category Total Traders: 80 : : 49 45 . 6 8 5 . 5 5 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 55,886 : : Positions : : 33,464 45,793 14,981 3,983 3,312 1,795 3 2,334 0 461 0 : : : : Changes from: August 6, 2013 : : 1,085 953 608 0 -170 -599 0 308 0 141 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 81.9 26.8 7.1 5.9 3.2 0.0 4.2 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 24 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 493,513 : : Positions : : 384,093 399,017 58,128 57,906 31,176 10,685 0 5,102 4,017 0 312 : : : : Changes from: August 6, 2013 : : 2,674 8,840 6,655 -3,024 52 -4,209 0 1,304 696 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 80.9 11.8 11.7 6.3 2.2 0.0 1.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 23 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 1,737,520 : : Positions : :1,154,409 1,445,650 221,980 80,722 126,051 191,097 15,569 18,016 401 25,946 25,566 : : : : Changes from: August 6, 2013 : : 22,031 34,245 24,093 5,097 -5,151 -9,527 -3,137 24 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 83.2 12.8 4.6 7.3 11.0 0.9 1.0 0.0 1.5 1.5 : : : : Number of Traders in Each Category Total Traders: 66 : : 38 39 4 4 5 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 57,800 : : Positions : : 50,752 27,122 179 14,606 2,914 9 7,585 3,331 127 1,754 488 : : : : Changes from: August 6, 2013 : : -197 -2,181 -52 1,426 -1,156 -72 566 305 0 -132 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 46.9 0.3 25.3 5.0 0.0 13.1 5.8 0.2 3.0 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 372,398 : : Positions : : 216,966 306,244 136,903 39,952 4,864 0 6,127 13,321 0 1,546 344 : : : : Changes from: August 6, 2013 : : -17,648 -9,597 2,738 -2,624 -4,600 0 -2,657 -41 0 -32 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 82.2 36.8 10.7 1.3 0.0 1.6 3.6 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 645,092 : : Positions : : 506,773 269,784 60,340 124,789 28,199 31,562 16,425 9,200 7,833 195,510 1,185 : : : : Changes from: August 6, 2013 : : 407 -8,992 1,488 -1,985 0 -7,017 775 -392 0 5,080 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 41.8 9.4 19.3 4.4 4.9 2.5 1.4 1.2 30.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 20 . 4 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 50,734 : : Positions : : 27,103 24,189 14,628 1,275 772 2,608 763 1,873 3,153 20,995 0 : : : : Changes from: August 6, 2013 : : 443 -134 -305 0 133 -442 128 58 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 47.7 28.8 2.5 1.5 5.1 1.5 3.7 6.2 41.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 22 5 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 1,813,565 : : Positions : :1,617,365 786,960 188,360 0 0 0 0 0 7,840 1,026,605 0 : : : : Changes from: August 6, 2013 : : 35,690 35,690 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 43.4 10.4 0.0 0.0 0.0 0.0 0.0 0.4 56.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 547,450 : : Positions : : 466,800 213,050 80,650 0 0 0 0 0 0 334,400 0 : : : : Changes from: August 6, 2013 : : 33,450 32,450 0 0 0 0 0 0 0 1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 38.9 14.7 0.0 0.0 0.0 0.0 0.0 0.0 61.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 884,440 : : Positions : : 700,680 751,640 183,760 128,880 0 0 0 0 0 3,920 0 : : : : Changes from: August 6, 2013 : : -107,800 -99,960 -27,440 -35,280 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 85.0 20.8 14.6 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 August 13, 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 298,080 : : Positions : : 228,080 251,920 49,024 36,328 5,088 13,552 1,976 1,176 0 432 1,160 : : : : Changes from: August 6, 2013 : : -5,560 5,016 7,824 -1,568 1,176 8 -392 -800 0 -784 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 84.5 16.4 12.2 1.7 4.5 0.7 0.4 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 12,283 : : Positions : : 8,319 8,854 864 1,545 810 1,377 60 491 80 523 0 : : : : Changes from: August 6, 2013 : : 344 480 -250 84 -156 190 -98 -190 0 -159 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 72.1 7.0 12.6 6.6 11.2 0.5 4.0 0.7 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 5MWh : CFTC Code #0643A8 Open Interest is 1,179,951 : : Positions : : 972,281 922,671 137,330 151,920 46,640 0 35,020 23,700 0 0 0 : : : : Changes from: August 6, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 78.2 11.6 12.9 4.0 0.0 3.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 308,575 : : Positions : : 257,320 247,225 51,255 61,350 0 0 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : -54,670 -48,400 -5,830 -12,100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 80.1 16.6 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 August 13, 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 216,065 : : Positions : : 177,025 149,320 0 27,655 37,440 0 50 1,600 0 0 0 : : : : Changes from: August 6, 2013 : : -12,480 -7,310 -1,130 -5,200 -740 0 -1,100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 69.1 0.0 12.8 17.3 0.0 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 20 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 24,000 : : Positions : : 15,943 13,771 3,797 5,992 1,305 1,040 0 149 0 1,168 42 : : : : Changes from: August 6, 2013 : : -1,892 -1,210 484 -112 -484 -46 0 -61 0 -88 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 57.4 15.8 25.0 5.4 4.3 0.0 0.6 0.0 4.9 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 1,884,651 : : Positions : :1,505,464 1,400,497 113,346 144,305 55,085 52,069 69,195 158,687 0 56,882 0 : : : : Changes from: August 6, 2013 : : 58,389 41,597 360 0 0 -14,086 0 12,504 0 3,066 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 74.3 6.0 7.7 2.9 2.8 3.7 8.4 0.0 3.0 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 August 13, 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 632,178 : : Positions : : 486,823 446,188 92,625 31,890 37,625 0 61,295 15,105 0 40,075 0 : : : : Changes from: August 6, 2013 : : 10,673 848 0 0 0 0 7,135 0 0 2,690 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 70.6 14.7 5.0 6.0 0.0 9.7 2.4 0.0 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 21 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 997,022 : : Positions : : 796,652 950,222 153,570 0 46,800 0 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : 8,000 8,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 95.3 15.4 0.0 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 323,545 : : Positions : : 246,095 293,615 55,250 11,930 18,000 4,200 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : 6,000 6,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 90.7 17.1 3.7 5.6 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 597,239 : : Positions : : 371,512 507,818 64,338 16,943 28,076 109,464 4,244 22,281 0 16,309 1,568 : : : : Changes from: August 6, 2013 : : 4,305 6,568 5,824 5,056 -4,216 679 744 -744 0 -1,560 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 85.0 10.8 2.8 4.7 18.3 0.7 3.7 0.0 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 26 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 41,809 : : Positions : : 27,976 31,156 5,256 3,433 970 6,173 3,124 1,010 0 1,823 147 : : : : Changes from: August 6, 2013 : : -54 80 538 107 -124 -96 82 -39 0 99 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 74.5 12.6 8.2 2.3 14.8 7.5 2.4 0.0 4.4 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 27 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 21,791 : : Positions : : 9,624 21,389 9,168 0 77 2,793 0 104 0 196 25 : : : : Changes from: August 6, 2013 : : -1,894 -2,352 -223 0 0 -209 0 0 0 26 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 98.2 42.1 0.0 0.4 12.8 0.0 0.5 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 156,360 : : Positions : : 84,034 149,527 53,863 0 4,865 11,036 0 1,296 1,266 672 0 : : : : Changes from: August 6, 2013 : : -11,672 -25,432 -10,456 0 0 -2,952 0 -656 -16 336 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 95.6 34.4 0.0 3.1 7.1 0.0 0.8 0.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 557,534 : : Positions : : 329,040 489,252 166,449 17,974 11,335 16,186 4,449 34,524 0 0 0 : : : : Changes from: August 6, 2013 : : 5,128 3,528 -5,480 0 0 0 -3,880 -800 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 87.8 29.9 3.2 2.0 2.9 0.8 6.2 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 August 13, 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 30,918 : : Positions : : 23,973 24,386 299 2,848 3,151 3,320 0 130 0 0 0 : : : : Changes from: August 6, 2013 : : 1,678 1,644 -20 -209 126 -162 0 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 78.9 1.0 9.2 10.2 10.7 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 86,298 : : Positions : : 55,806 62,193 10,284 0 20,208 0 0 0 0 3,897 0 : : : : Changes from: August 6, 2013 : : 1,600 3,950 2,350 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 72.1 11.9 0.0 23.4 0.0 0.0 0.0 0.0 4.5 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 August 13, 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 20,310 : : Positions : : 10,895 18,848 5,231 426 658 766 144 0 2,249 0 44 : : : : Changes from: August 6, 2013 : : -1,440 -1,511 2 105 -132 42 -44 0 -160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 92.8 25.8 2.1 3.2 3.8 0.7 0.0 11.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 319,081 : : Positions : : 122,333 301,913 132,207 0 15,608 4,704 0 0 42,669 0 1,560 : : : : Changes from: August 6, 2013 : : -5,514 -5,514 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 94.6 41.4 0.0 4.9 1.5 0.0 0.0 13.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 4 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 16,769 : : Positions : : 7,948 10,951 6,170 4,531 1,014 172 0 84 1,000 0 40 : : : : Changes from: August 6, 2013 : : -795 -862 -311 -330 -88 0 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 65.3 36.8 27.0 6.0 1.0 0.0 0.5 6.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 4 . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 218,365 : : Positions : : 87,835 126,250 123,752 85,826 1,609 0 4,680 0 5,169 0 0 : : : : Changes from: August 6, 2013 : : -1 -801 -800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 57.8 56.7 39.3 0.7 0.0 2.1 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 30,167 : : Positions : : 20,904 24,381 4,518 77 1,692 0 964 3,053 0 0 0 : : : : Changes from: August 6, 2013 : : 260 55 -282 0 77 0 -77 77 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 80.8 15.0 0.3 5.6 0.0 3.2 10.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 185,389 : : Positions : : 164,286 113,445 1,609 54,034 17,910 1,584 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : 1,602 624 0 978 -978 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 61.2 0.9 29.1 9.7 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 770,435 : : Positions : : 690,200 585,528 39,040 65,632 41,195 0 78,080 0 0 0 0 : : : : Changes from: August 6, 2013 : : 17,343 -29,457 0 46,800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 76.0 5.1 8.5 5.3 0.0 10.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 239,365 : : Positions : : 211,355 198,555 16,450 20,750 11,560 0 8,500 0 0 0 0 : : : : Changes from: August 6, 2013 : : 2,120 -10,630 0 12,750 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 83.0 6.9 8.7 4.8 0.0 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 122,220 : : Positions : : 88,920 117,250 30,330 2,000 2,970 0 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 95.9 24.8 1.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 234,625 : : Positions : : 187,725 119,915 42,050 109,860 4,850 0 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 51.1 17.9 46.8 2.1 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 August 13, 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 809,803 : : Positions : : 644,605 394,915 163,198 412,888 2,000 0 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 48.8 20.2 51.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 157,705 : : Positions : : 126,735 125,355 11,290 12,890 19,460 0 0 0 220 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 79.5 7.2 8.2 12.3 0.0 0.0 0.0 0.1 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 August 13, 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 557,069 : : Positions : : 444,039 425,849 40,887 59,077 72,143 0 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 76.4 7.3 10.6 13.0 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 August 13, 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 220,875 : : Positions : : 202,340 183,600 1,100 24,080 13,195 0 0 0 4,240 0 0 : : : : Changes from: August 6, 2013 : : 2,100 2,100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 83.1 0.5 10.9 6.0 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 8 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 692,063 : : Positions : : 618,629 596,693 20,384 42,320 53,050 0 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 86.2 2.9 6.1 7.7 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 August 13, 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 1,074,083 : : Positions : :1,002,279 1,063,139 68,668 3,888 3,136 0 3,920 0 0 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 99.0 6.4 0.4 0.3 0.0 0.4 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 August 13, 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 292,660 : : Positions : : 277,240 289,250 12,010 0 3,410 0 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : 1,270 0 -1,270 0 1,270 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 98.8 4.1 0.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 7 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 6,560,095 : : Positions : :4,892,740 6,290,479 1,210,471 71,648 197,968 146,424 0 0 112,492 0 0 : : : : Changes from: August 6, 2013 : : 21,315 81,470 9,859 -50,296 19,558 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 95.9 18.5 1.1 3.0 2.2 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 29 5 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 2,176,835 : : Positions : :1,694,175 2,088,245 343,080 11,140 74,250 29,185 2,200 0 36,145 1,000 0 : : : : Changes from: August 6, 2013 : : 4,785 17,380 -1,000 -15,070 10,035 -2,150 0 0 1,675 1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 95.9 15.8 0.5 3.4 1.3 0.1 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 33 5 . 6 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 2,706,722 : : Positions : :1,626,712 1,543,928 225,394 303,185 171,283 0 168,326 42,375 568,718 405,385 72,240 : : : : Changes from: August 6, 2013 : : 31,535 65,780 41,385 13,190 4,245 0 0 0 12,425 6,375 -7,695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 57.0 8.3 11.2 6.3 0.0 6.2 1.6 21.0 15.0 2.7 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 32 4 6 8 0 4 . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 5,451,970 : : Positions : :4,600,352 4,025,585 175,234 500,836 401,790 85,047 76,455 90,735 47,895 305,652 50,917 : : : : Changes from: August 6, 2013 : : 163,463 220,308 -9,635 -66,480 9,635 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 73.8 3.2 9.2 7.4 1.6 1.4 1.7 0.9 5.6 0.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 25 4 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 602,880 : : Positions : : 522,155 478,725 65,045 107,965 15,350 0 510 330 0 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 79.4 10.8 17.9 2.5 0.0 0.1 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 2,067,198 : : Positions : :1,813,457 1,642,315 165,272 326,500 88,469 0 9,914 0 0 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 79.4 8.0 15.8 4.3 0.0 0.5 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 August 13, 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 40,124 : : Positions : : 34,074 14,400 641 20,752 1,640 0 1,472 1,230 1,566 0 0 : : : : Changes from: August 6, 2013 : : -132 14 0 -146 8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 35.9 1.6 51.7 4.1 0.0 3.7 3.1 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 24 . 5 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 4,944 : : Positions : : 4,267 2,012 0 1,253 11 0 848 0 0 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 40.7 0.0 25.3 0.2 0.0 17.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 9 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 9,159 : : Positions : : 4,157 6,121 1,278 44 896 1,404 200 136 0 738 640 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 66.8 14.0 0.5 9.8 15.3 2.2 1.5 0.0 8.1 7.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 14,631 : : Positions : : 8,623 10,021 1,354 200 1,658 0 592 1,298 150 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 68.5 9.3 1.4 11.3 0.0 4.0 8.9 1.0 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 August 13, 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 34,658 : : Positions : : 26,205 30,801 5,651 955 2,459 0 443 0 343 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 88.9 16.3 2.8 7.1 0.0 1.3 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 690,644 : : Positions : : 529,096 647,714 118,618 0 38,250 0 4,680 0 4,680 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 93.8 17.2 0.0 5.5 0.0 0.7 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 18,350 : : Positions : : 14,210 5,179 1,609 463 703 0 0 0 1,722 11,643 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 60 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 28.2 8.8 2.5 3.8 0.0 0.0 0.0 9.4 63.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 43,125 : : Positions : : 29,128 40,850 11,212 0 2,275 0 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 94.7 26.0 0.0 5.3 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 August 13, 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 644,676 : : Positions : : 526,644 577,909 108,672 57,407 9,360 0 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 89.6 16.9 8.9 1.5 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 August 13, 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 70,048 : : Positions : : 40,074 43,761 11,488 20,256 2,206 5,585 530 2,550 7,680 639 0 : : : : Changes from: August 6, 2013 : : 1,275 210 0 0 0 -1,275 0 1,275 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 62.5 16.4 28.9 3.1 8.0 0.8 3.6 11.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 16 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,524,936 : : Positions : :1,006,014 854,555 132,714 239,981 73,149 0 301,500 0 307,278 49,970 5,781 : : : : Changes from: August 6, 2013 : : 23,320 23,320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 56.0 8.7 15.7 4.8 0.0 19.8 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 August 13, 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 21,767 : : Positions : : 14,055 15,295 7,228 3,235 0 0 2,162 0 0 188 484 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 70.3 33.2 14.9 0.0 0.0 9.9 0.0 0.0 0.9 2.2 : : : : 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 August 13, 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 46,308 : : Positions : : 33,001 34,829 11,354 0 1,827 0 9,652 0 126 0 0 : : : : Changes from: August 6, 2013 : : 3,825 3,825 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 75.2 24.5 0.0 3.9 0.0 20.8 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 49,097 : : Positions : : 30,686 21,191 722 7,134 7,458 5,960 0 1,490 659 9,702 2,122 : : : : Changes from: August 6, 2013 : : 298 1,573 0 0 0 1,275 0 0 -60 -60 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 43.2 1.5 14.5 15.2 12.1 0.0 3.0 1.3 19.8 4.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 35,617 : : Positions : : 27,089 28,415 4,495 1,575 1,895 0 0 0 0 1,849 1,606 : : : : Changes from: August 6, 2013 : : 1,123 1,123 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 79.8 12.6 4.4 5.3 0.0 0.0 0.0 0.0 5.2 4.5 : : : : 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 August 13, 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 39,735 : : Positions : : 36,620 29,242 722 7,466 2,182 0 115 0 0 625 105 : : : : Changes from: August 6, 2013 : : 1,782 1,667 0 0 0 0 115 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 73.6 1.8 18.8 5.5 0.0 0.3 0.0 0.0 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . 5 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 17,798 : : Positions : : 12,804 15,671 3,079 275 1,703 0 0 0 0 0 0 : : : : Changes from: August 6, 2013 : : -510 -510 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 88.0 17.3 1.5 9.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 376,037 : : Positions : : 213,598 320,526 107,158 29,655 0 15,211 0 23,480 14,214 0 2,376 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 85.2 28.5 7.9 0.0 4.0 0.0 6.2 3.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 917,166 : : Positions : : 721,161 631,222 62,710 93,600 109,975 0 59,049 23,320 0 0 0 : : : : Changes from: August 6, 2013 : : 9,701 9,701 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 68.8 6.8 10.2 12.0 0.0 6.4 2.5 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 August 13, 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 1,118,277 : : Positions : : 572,969 514,641 166,190 44,823 54,373 263,005 0 0 55,434 498,134 6,306 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 46.0 14.9 4.0 4.9 23.5 0.0 0.0 5.0 44.5 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 409,483 : : Positions : : 310,606 372,233 25,687 9,408 27,842 0 0 0 45,348 0 0 : : : : Changes from: August 6, 2013 : : 5,925 0 -5,925 0 5,925 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 90.9 6.3 2.3 6.8 0.0 0.0 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 479,972 : : Positions : : 350,068 276,286 19,446 59,285 110,458 0 0 0 0 33,943 0 : : : : Changes from: August 6, 2013 : : 3,570 -2,000 0 5,570 -5,170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 57.6 4.1 12.4 23.0 0.0 0.0 0.0 0.0 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 282,554 : : Positions : : 243,566 157,974 5,948 82,923 33,040 0 2,703 0 0 5,914 0 : : : : Changes from: August 6, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 55.9 2.1 29.3 11.7 0.0 1.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 13, 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 401,920 : : Positions : : 177,520 296,608 145,400 16,392 79,000 0 9,920 0 0 0 0 : : : : Changes from: August 6, 2013 : : 776 24,296 23,520 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 73.8 36.2 4.1 19.7 0.0 2.5 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 16, 2013