Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 7,980 : : Positions : : 4,750 4,975 0 930 435 555 0 60 1,310 505 650 : : : : Changes from: August 13, 2013 : : -40 95 0 45 0 -30 0 -10 200 -10 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 62.3 0.0 11.7 5.5 7.0 0.0 0.8 16.4 6.3 8.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 12,194 : : Positions : : 8,323 8,675 851 0 600 0 1,155 480 809 331 945 : : : : Changes from: August 13, 2013 : : 115 160 75 0 105 0 30 -195 -30 -30 465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 71.1 7.0 0.0 4.9 0.0 9.5 3.9 6.6 2.7 7.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 75,465 : : Positions : : 19,162 27,098 5,776 5,648 1,625 0 5,424 9,458 23,537 10,324 14,743 : : : : Changes from: August 13, 2013 : : -139 384 -120 505 49 0 -470 290 630 91 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 35.9 7.7 7.5 2.2 0.0 7.2 12.5 31.2 13.7 19.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 10 9 . . 4 0 4 . 16 13 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 26,312 : : Positions : : 12,665 4,305 540 1,710 1,020 0 4,540 1,360 6,178 9,351 3,626 : : : : Changes from: August 13, 2013 : : 230 30 -125 120 120 0 -15 90 -432 60 270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 16.4 2.1 6.5 3.9 0.0 17.3 5.2 23.5 35.5 13.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 8 7 . . . 0 4 . 6 17 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 162,622 : : Positions : : 98,420 109,903 7,902 12,448 14,478 15,372 1,014 12,488 9,505 7,413 3,902 : : : : Changes from: August 13, 2013 : : 399 252 249 381 -402 -1,022 -689 793 337 -16 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 67.6 4.9 7.7 8.9 9.5 0.6 7.7 5.8 4.6 2.4 : : : : Number of Traders in Each Category Total Traders: 81 : : 48 44 . 6 8 5 4 6 5 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 56,995 : : Positions : : 33,392 46,388 15,593 4,340 3,312 2,161 3 2,513 0 415 24 : : : : Changes from: August 13, 2013 : : -72 595 612 357 0 366 0 179 0 -46 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 81.4 27.4 7.6 5.8 3.8 0.0 4.4 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 24 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 499,784 : : Positions : : 390,101 400,721 55,050 59,746 33,575 11,956 0 5,430 3,360 0 312 : : : : Changes from: August 13, 2013 : : 6,008 1,704 -3,078 1,840 2,399 1,271 0 328 -657 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 80.2 11.0 12.0 6.7 2.4 0.0 1.1 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 24 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 1,726,807 : : Positions : :1,198,024 1,432,406 170,513 91,675 116,085 187,642 6,553 28,576 401 25,946 25,566 : : : : Changes from: August 13, 2013 : : 43,615 -13,244 -51,467 10,953 -9,966 -3,455 -9,016 10,560 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 83.0 9.9 5.3 6.7 10.9 0.4 1.7 0.0 1.5 1.5 : : : : Number of Traders in Each Category Total Traders: 66 : : 39 39 4 4 5 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 61,056 : : Positions : : 53,077 28,028 179 14,441 3,950 9 9,029 3,053 127 1,894 661 : : : : Changes from: August 13, 2013 : : 2,325 906 0 -165 1,036 0 1,444 -278 0 140 173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 45.9 0.3 23.7 6.5 0.0 14.8 5.0 0.2 3.1 1.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 364,669 : : Positions : : 216,014 301,100 125,246 39,952 4,864 705 0 17,496 0 913 344 : : : : Changes from: August 13, 2013 : : -952 -5,144 -11,657 0 0 705 -6,127 4,175 0 -633 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 82.6 34.3 11.0 1.3 0.2 0.0 4.8 0.0 0.3 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 20, 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 645,077 : : Positions : : 505,543 271,369 62,340 124,789 28,199 31,177 16,425 8,400 8,233 194,710 1,185 : : : : Changes from: August 13, 2013 : : -1,230 1,585 2,000 0 0 -385 0 -800 400 -800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 42.1 9.7 19.3 4.4 4.8 2.5 1.3 1.3 30.2 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 20 . 4 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 51,400 : : Positions : : 27,880 24,987 14,840 1,318 1,025 1,931 805 1,890 3,172 20,508 64 : : : : Changes from: August 13, 2013 : : 777 798 212 43 253 -677 42 17 19 -487 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 48.6 28.9 2.6 2.0 3.8 1.6 3.7 6.2 39.9 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 1,821,565 : : Positions : :1,625,365 782,960 188,360 0 0 0 0 0 7,840 1,038,605 0 : : : : Changes from: August 13, 2013 : : 8,000 -4,000 0 0 0 0 0 0 0 12,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 43.0 10.3 0.0 0.0 0.0 0.0 0.0 0.4 57.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 631,100 : : Positions : : 550,450 271,350 80,650 0 0 0 0 0 0 359,750 0 : : : : Changes from: August 13, 2013 : : 83,650 58,300 0 0 0 0 0 0 0 25,350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 43.0 12.8 0.0 0.0 0.0 0.0 0.0 0.0 57.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 13, 2013 : : 0 0 0 0 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 8 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 299,256 : : Positions : : 229,656 253,896 49,024 35,928 5,088 13,552 1,976 776 0 432 1,160 : : : : Changes from: August 13, 2013 : : 1,576 1,976 0 -400 0 0 0 -400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 84.8 16.4 12.0 1.7 4.5 0.7 0.3 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 13,186 : : Positions : : 9,606 8,829 844 2,627 658 1,484 60 446 60 566 0 : : : : Changes from: August 13, 2013 : : 1,287 -25 -20 1,082 -152 107 0 -45 -20 43 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 67.0 6.4 19.9 5.0 11.3 0.5 3.4 0.5 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 1,157,751 : : Positions : :1,050,781 861,671 15,860 177,950 67,410 0 27,020 23,700 0 0 0 : : : : Changes from: August 13, 2013 : : 78,500 -61,000 -121,470 26,030 20,770 0 -8,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 74.4 1.4 15.4 5.8 0.0 2.3 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 320,475 : : Positions : : 277,620 261,125 42,855 59,350 0 0 0 0 0 0 0 : : : : Changes from: August 13, 2013 : : 20,300 13,900 -8,400 -2,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 81.5 13.4 18.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 13, 2013 : : 0 0 0 0 0 0 0 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 20, 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 23,805 : : Positions : : 15,708 13,684 3,945 6,032 1,157 1,060 0 149 0 1,168 42 : : : : Changes from: August 13, 2013 : : -235 -87 148 40 -148 20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 57.5 16.6 25.3 4.9 4.5 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 20, 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 1,932,733 : : Positions : :1,553,546 1,455,555 113,346 134,945 55,085 52,069 69,195 158,687 0 59,266 0 : : : : Changes from: August 13, 2013 : : 48,082 55,058 0 -9,360 0 0 0 0 0 2,384 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 75.3 5.9 7.0 2.9 2.7 3.6 8.2 0.0 3.1 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 20, 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 659,979 : : Positions : : 514,624 460,498 92,625 34,305 37,625 0 69,305 15,105 0 43,141 0 : : : : Changes from: August 13, 2013 : : 27,801 14,310 0 2,415 0 0 8,010 0 0 3,066 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 69.8 14.0 5.2 5.7 0.0 10.5 2.3 0.0 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 22 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 1,172,452 : : Positions : : 972,082 1,125,652 153,570 0 46,800 0 0 0 0 0 0 : : : : Changes from: August 13, 2013 : : 175,430 175,430 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 96.0 13.1 0.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 372,745 : : Positions : : 295,295 342,815 55,250 11,930 18,000 4,200 0 0 0 0 0 : : : : Changes from: August 13, 2013 : : 49,200 49,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 92.0 14.8 3.2 4.8 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 600,823 : : Positions : : 373,496 509,794 66,338 16,943 28,076 109,064 4,244 22,281 0 17,917 1,568 : : : : Changes from: August 13, 2013 : : 1,984 1,976 2,000 0 0 -400 0 0 0 1,608 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 84.8 11.0 2.8 4.7 18.2 0.7 3.7 0.0 3.0 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 20, 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 41,705 : : Positions : : 27,800 31,223 5,196 3,364 1,019 6,253 3,144 990 0 1,649 170 : : : : Changes from: August 13, 2013 : : -176 67 -60 -69 49 80 20 -20 0 -174 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 74.9 12.5 8.1 2.4 15.0 7.5 2.4 0.0 4.0 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 27 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 21,804 : : Positions : : 9,671 21,405 9,119 0 77 2,835 0 77 0 220 25 : : : : Changes from: August 13, 2013 : : 47 16 -49 0 0 42 0 -27 0 24 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 98.2 41.8 0.0 0.4 13.0 0.0 0.4 0.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 176,289 : : Positions : : 93,379 167,783 56,086 0 5,530 18,732 0 1,296 1,266 1,680 0 : : : : Changes from: August 13, 2013 : : 9,345 18,256 2,223 0 665 7,696 0 0 0 1,008 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 95.2 31.8 0.0 3.1 10.6 0.0 0.7 0.7 1.0 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 20, 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 621,175 : : Positions : : 330,809 552,853 236,945 17,974 1,967 16,186 13,113 35,268 0 0 0 : : : : Changes from: August 13, 2013 : : 1,769 63,601 70,496 0 -9,368 0 8,664 744 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 89.0 38.1 2.9 0.3 2.6 2.1 5.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 31,493 : : Positions : : 24,569 24,878 354 2,843 3,176 3,156 0 193 0 0 0 : : : : Changes from: August 13, 2013 : : 596 492 55 -5 25 -164 0 63 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 79.0 1.1 9.0 10.1 10.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 13, 2013 : : 0 0 0 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 20, 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 20,855 : : Positions : : 11,610 19,272 5,125 503 658 786 144 0 2,249 0 44 : : : : Changes from: August 13, 2013 : : 715 424 -106 77 0 20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 92.4 24.6 2.4 3.2 3.8 0.7 0.0 10.8 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 20, 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 318,304 : : Positions : : 122,741 301,136 131,022 0 15,608 4,704 0 0 42,669 0 1,560 : : : : Changes from: August 13, 2013 : : 408 -777 -1,185 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 94.6 41.2 0.0 4.9 1.5 0.0 0.0 13.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 4 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 16,826 : : Positions : : 8,067 10,673 6,044 4,660 1,014 46 122 210 1,000 0 40 : : : : Changes from: August 13, 2013 : : 119 -278 -126 129 0 -126 122 126 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 63.4 35.9 27.7 6.0 0.3 0.7 1.2 5.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 20 4 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 221,127 : : Positions : : 87,466 129,053 126,507 85,409 1,985 0 4,680 0 5,169 0 0 : : : : Changes from: August 13, 2013 : : -369 2,803 2,755 -417 376 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 58.4 57.2 38.6 0.9 0.0 2.1 0.0 2.3 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 20, 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 30,446 : : Positions : : 21,110 24,611 4,694 77 1,692 0 1,116 2,950 0 0 0 : : : : Changes from: August 13, 2013 : : 206 230 176 0 0 0 152 -103 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 80.8 15.4 0.3 5.6 0.0 3.7 9.7 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 20, 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 13, 2013 : : 0 0 0 0 0 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 20, 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 13, 2013 : : 0 0 0 0 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 20, 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 13, 2013 : : 0 0 0 0 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 20, 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 13, 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 20, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 Mwh : CFTC Code #0643CU Open Interest is 228,275 : : Positions : : 181,375 113,565 42,050 109,860 4,850 0 0 0 0 0 0 : : : : Changes from: August 13, 2013 : : -6,350 -6,350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 49.7 18.4 48.1 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 20, 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 786,323 : : Positions : : 621,125 371,435 163,198 412,888 2,000 0 0 0 0 0 0 : : : : Changes from: August 13, 2013 : : -23,480 -23,480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 47.2 20.8 52.5 0.3 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 August 20, 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 161,515 : : Positions : : 130,545 129,165 11,290 12,890 19,460 0 0 0 220 0 0 : : : : Changes from: August 13, 2013 : : 3,810 3,810 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 80.0 7.0 8.0 12.0 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 566,429 : : Positions : : 453,399 435,209 40,887 59,077 72,143 0 0 0 0 0 0 : : : : Changes from: August 13, 2013 : : 9,360 9,360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 76.8 7.2 10.4 12.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 13, 2013 : : 0 0 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 20, 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 13, 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 20, 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 1,134,923 : : Positions : :1,063,119 1,123,979 68,668 3,888 3,136 0 3,920 0 0 0 0 : : : : Changes from: August 13, 2013 : : 60,840 60,840 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 99.0 6.1 0.3 0.3 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 309,235 : : Positions : : 293,815 305,825 12,010 0 3,410 0 0 0 0 0 0 : : : : Changes from: August 13, 2013 : : 16,575 16,575 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 98.9 3.9 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 8 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 6,694,062 : : Positions : :5,054,833 6,383,572 1,137,391 67,568 242,922 146,424 0 0 112,492 0 0 : : : : Changes from: August 13, 2013 : : 162,093 93,093 -73,080 -4,080 44,954 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 95.4 17.0 1.0 3.6 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 20, 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 2,242,615 : : Positions : :1,770,145 2,140,015 319,880 11,140 87,260 29,185 4,200 0 36,145 0 0 : : : : Changes from: August 13, 2013 : : 75,970 51,770 -23,200 0 13,010 0 2,000 0 0 -1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 95.4 14.3 0.5 3.9 1.3 0.2 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 33 5 . 6 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 2,793,533 : : Positions : :1,688,798 1,637,114 247,899 294,590 173,503 0 168,326 42,375 575,118 411,785 65,840 : : : : Changes from: August 13, 2013 : : 62,086 93,186 22,505 -8,595 2,220 0 0 0 6,400 6,400 -6,400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 58.6 8.9 10.5 6.2 0.0 6.0 1.5 20.6 14.7 2.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 33 4 6 8 0 4 . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 5,537,869 : : Positions : :4,672,653 4,112,966 183,239 498,521 391,639 85,047 99,775 90,735 75,975 305,652 38,581 : : : : Changes from: August 13, 2013 : : 72,301 87,381 8,005 -2,315 -10,151 0 23,320 0 28,080 0 -12,336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 74.3 3.3 9.0 7.1 1.5 1.8 1.6 1.4 5.5 0.7 : : : : 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 20, 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 606,605 : : Positions : : 525,880 482,450 65,045 107,965 15,350 0 510 330 0 0 0 : : : : Changes from: August 13, 2013 : : 3,725 3,725 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 79.5 10.7 17.8 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 20, 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 2,088,678 : : Positions : :1,834,937 1,659,715 161,192 326,500 92,549 0 9,914 0 0 0 0 : : : : Changes from: August 13, 2013 : : 21,480 17,400 -4,080 0 4,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 79.5 7.7 15.6 4.4 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 20, 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 40,394 : : Positions : : 34,344 14,604 641 20,818 1,640 0 1,472 1,230 1,566 0 0 : : : : Changes from: August 13, 2013 : : 270 204 0 66 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 36.2 1.6 51.5 4.1 0.0 3.6 3.0 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 20, 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 13, 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 20, 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 13, 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 20, 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 13, 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 20, 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 34,958 : : Positions : : 26,505 31,101 5,651 955 2,459 0 443 0 343 0 0 : : : : Changes from: August 13, 2013 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 89.0 16.2 2.7 7.0 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 20, 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 693,844 : : Positions : : 532,296 650,914 118,618 0 38,250 0 4,680 0 4,680 0 0 : : : : Changes from: August 13, 2013 : : 3,200 3,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 93.8 17.1 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 20, 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 19,725 : : Positions : : 15,585 6,454 1,609 463 703 0 0 0 1,722 11,743 0 : : : : Changes from: August 13, 2013 : : 1,375 1,275 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 32.7 8.2 2.3 3.6 0.0 0.0 0.0 8.7 59.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 13, 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 20, 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 13, 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 20, 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 : : 40,284 43,761 11,488 20,256 2,206 5,585 530 2,550 7,680 639 0 : : : : Changes from: August 13, 2013 : : 210 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 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: 37 : : 17 16 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 1,534,571 : : Positions : :1,015,649 864,190 132,714 239,981 73,149 0 301,500 0 307,278 49,970 5,781 : : : : Changes from: August 13, 2013 : : 9,635 9,635 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 56.3 8.6 15.6 4.8 0.0 19.6 0.0 20.0 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 20 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 21,979 : : Positions : : 14,267 15,507 7,228 3,235 0 0 2,162 0 0 188 484 : : : : Changes from: August 13, 2013 : : 212 212 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 70.6 32.9 14.7 0.0 0.0 9.8 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 20, 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 46,608 : : Positions : : 33,301 35,129 11,354 0 1,827 0 9,652 0 126 0 0 : : : : Changes from: August 13, 2013 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 75.4 24.4 0.0 3.9 0.0 20.7 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 48,664 : : Positions : : 30,153 20,548 512 7,134 7,668 5,960 0 1,490 659 9,602 2,222 : : : : Changes from: August 13, 2013 : : -533 -643 -210 0 210 0 0 0 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 42.2 1.1 14.7 15.8 12.2 0.0 3.1 1.4 19.7 4.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 36,350 : : Positions : : 27,055 29,403 5,262 1,575 1,895 0 0 0 0 1,849 1,606 : : : : Changes from: August 13, 2013 : : -34 988 767 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 80.9 14.5 4.3 5.2 0.0 0.0 0.0 0.0 5.1 4.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 39,875 : : Positions : : 36,660 29,382 722 7,466 2,182 0 15 100 0 625 105 : : : : Changes from: August 13, 2013 : : 40 140 0 0 0 0 -100 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 73.7 1.8 18.7 5.5 0.0 0.0 0.3 0.0 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . 5 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 18,348 : : Positions : : 13,418 16,221 3,015 275 1,703 0 0 0 0 0 0 : : : : Changes from: August 13, 2013 : : 614 550 -64 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 88.4 16.4 1.5 9.3 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 20, 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 13, 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 20, 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 920,366 : : Positions : : 724,361 634,422 62,710 93,600 109,975 0 59,049 23,320 0 0 0 : : : : Changes from: August 13, 2013 : : 3,200 3,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 68.9 6.8 10.2 11.9 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 20, 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 1,141,597 : : Positions : : 596,289 514,641 166,190 44,823 54,373 263,005 0 0 55,434 521,454 6,306 : : : : Changes from: August 13, 2013 : : 23,320 0 0 0 0 0 0 0 0 23,320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 45.1 14.6 3.9 4.8 23.0 0.0 0.0 4.9 45.7 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 20, 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 493,691 : : Positions : : 380,806 404,961 39,695 32,808 27,842 0 0 0 45,348 28,080 0 : : : : Changes from: August 13, 2013 : : 70,200 32,728 14,008 23,400 0 0 0 0 0 28,080 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 82.0 8.0 6.6 5.6 0.0 0.0 0.0 9.2 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 490,237 : : Positions : : 352,808 286,951 19,446 51,360 117,983 0 0 0 0 33,943 0 : : : : Changes from: August 13, 2013 : : 2,740 10,665 0 -7,925 7,525 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 58.5 4.0 10.5 24.1 0.0 0.0 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 20, 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 285,354 : : Positions : : 249,921 158,774 2,393 84,923 33,040 0 2,703 0 0 5,914 0 : : : : Changes from: August 13, 2013 : : 6,355 800 -3,555 2,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 55.6 0.8 29.8 11.6 0.0 0.9 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 20, 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 13, 2013 : : 0 0 0 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 23, 2013