CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,550 TONS) : : : Positions : All : 7,670: 4,185 4,425 0 985 455 780 0 165 1,200 555 670: 215 415 Old : 7,670: 4,185 4,425 0 985 455 780 0 165 1,200 555 670: 215 415 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -20: 10 -15 0 15 -15 5 0 -5 0 0 -15: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 57.7 0.0 12.8 5.9 10.2 0.0 2.2 15.6 7.2 8.7: 2.8 5.4 Old : 100.0: 54.6 57.7 0.0 12.8 5.9 10.2 0.0 2.2 15.6 7.2 8.7: 2.8 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 12 0 . . . 0 . . . .: Old : 23: 10 12 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 44.9 81.1 69.9 41.5 34.0 49.9 44.9 Old : 57.7 44.9 81.1 69.9 41.5 34.0 49.9 44.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 68,129: 19,079 23,481 4,235 1,626 3,643 0 7,969 6,840 18,140 8,789 15,070: 1,122 711 Old : 68,129: 19,079 23,481 4,235 1,626 3,643 0 7,969 6,840 18,140 8,789 15,070: 1,122 711 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 671: -88 1,157 -90 -425 415 -15 345 -255 356 -904 348: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 34.5 6.2 2.4 5.3 0.0 11.7 10.0 26.6 12.9 22.1: 1.6 1.0 Old : 100.0: 28.0 34.5 6.2 2.4 5.3 0.0 11.7 10.0 26.6 12.9 22.1: 1.6 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 11 11 . . 4 0 5 4 14 13 26: Old : 48: 11 11 . . 4 0 5 4 14 13 26: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.6 37.4 54.5 57.8 29.1 23.7 41.1 39.6 Old : 35.6 37.4 54.5 57.8 29.1 23.7 41.1 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 21,266: 8,740 3,865 333 1,585 942 0 1,315 1,710 5,633 8,569 2,986: 922 294 Old : 21,266: 8,740 3,865 333 1,585 942 0 1,315 1,710 5,633 8,569 2,986: 922 294 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 2,104: 1,965 50 -200 585 99 -225 -40 -30 366 1,623 -138: 267 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 18.2 1.6 7.5 4.4 0.0 6.2 8.0 26.5 40.3 14.0: 4.3 1.4 Old : 100.0: 41.1 18.2 1.6 7.5 4.4 0.0 6.2 8.0 26.5 40.3 14.0: 4.3 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 7 8 . . . 0 4 . 10 13 19: Old : 39: 7 8 . . . 0 4 . 10 13 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 35.4 71.4 59.0 51.1 30.8 60.1 49.0 Old : 54.3 35.4 71.4 59.0 51.1 30.8 60.1 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 187,331: 106,897 126,380 15,032 9,867 19,637 16,565 6,199 12,208 10,506 6,537 5,559: 927 944 Old : 187,331: 106,897 126,380 15,032 9,867 19,637 16,565 6,199 12,208 10,506 6,537 5,559: 927 944 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -2,787: -2,080 -3,901 -652 215 572 108 -85 -561 -149 1,032 91: -116 -151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 67.5 8.0 5.3 10.5 8.8 3.3 6.5 5.6 3.5 3.0: 0.5 0.5 Old : 100.0: 57.1 67.5 8.0 5.3 10.5 8.8 3.3 6.5 5.6 3.5 3.0: 0.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 82: 44 41 . 6 7 7 4 7 8 5 9: Old : 82: 44 41 . 6 7 7 4 7 8 5 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.2 32.1 43.9 51.6 18.2 27.5 29.3 39.2 Old : 27.2 32.1 43.9 51.6 18.2 27.5 29.3 39.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 52,623: 32,821 43,357 11,626 3,159 4,404 2,408 1 1,340 0 362 0: 24 0 Old : 52,623: 32,821 43,357 11,626 3,159 4,404 2,408 1 1,340 0 362 0: 24 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -190: -724 -390 162 81 145 229 0 -26 0 0 0: 24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.4 82.4 22.1 6.0 8.4 4.6 0.0 2.5 0.0 0.7 0.0: 0.0 0.0 Old : 100.0: 62.4 82.4 22.1 6.0 8.4 4.6 0.0 2.5 0.0 0.7 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 23 24 . . 4 . . . 0 . 0: Old : 36: 23 24 . . 4 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 45.7 79.2 66.7 46.3 35.2 58.6 49.9 Old : 51.8 45.7 79.2 66.7 46.3 35.2 58.6 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 504,624: 392,553 407,326 53,112 59,178 37,184 20,503 0 936 336 0 0: 0 0 Old : 504,624: 392,553 407,326 53,112 59,178 37,184 20,503 0 936 336 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 8,288: 9,281 703 -7,906 0 7,585 0 0 0 -672 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 80.7 10.5 11.7 7.4 4.1 0.0 0.2 0.1 0.0 0.0: 0.0 0.0 Old : 100.0: 77.8 80.7 10.5 11.7 7.4 4.1 0.0 0.2 0.1 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 25 24 . . . . 0 . . 0 0: Old : 37: 25 24 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 55.2 74.4 79.6 41.0 54.2 61.1 68.0 Old : 48.2 55.2 74.4 79.6 41.0 54.2 61.1 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 1,699,274: 1,150,759 1,385,837 132,699 85,942 131,079 236,506 16,407 15,200 401 32,179 32,630: 0 0 Old : 1,699,274: 1,150,759 1,385,837 132,699 85,942 131,079 236,506 16,407 15,200 401 32,179 32,630: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -25,024: -25,303 -14,804 5,637 -9,223 -891 -6,803 -7,178 -744 0 4,736 3,080: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 81.6 7.8 5.1 7.7 13.9 1.0 0.9 0.0 1.9 1.9: 0.0 0.0 Old : 100.0: 67.7 81.6 7.8 5.1 7.7 13.9 1.0 0.9 0.0 1.9 1.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 36 36 4 4 5 4 . . . 4 4: Old : 63: 36 36 4 4 5 4 . . . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 42.8 60.5 59.4 38.7 37.0 51.1 48.4 Old : 43.8 42.8 60.5 59.4 38.7 37.0 51.1 48.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 67,475: 57,205 36,838 256 13,630 5,394 81 5,056 4,102 0 2,068 387: 50 0 Old : 67,475: 57,205 36,838 256 13,630 5,394 81 5,056 4,102 0 2,068 387: 50 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 123: 261 -309 -50 532 -335 0 -18 224 -27 29 0: 50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.8 54.6 0.4 20.2 8.0 0.1 7.5 6.1 0.0 3.1 0.6: 0.1 0.0 Old : 100.0: 84.8 54.6 0.4 20.2 8.0 0.1 7.5 6.1 0.0 3.1 0.6: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 28 26 . . . . . . 0 . .: Old : 42: 28 26 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 43.5 67.7 69.7 30.6 31.7 44.6 50.1 Old : 45.5 43.5 67.7 69.7 30.6 31.7 44.6 50.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 393,090: 242,831 309,268 126,609 44,816 14,624 0 14,081 8,370 0 1,275 656: 0 0 Old : 393,090: 242,831 309,268 126,609 44,816 14,624 0 14,081 8,370 0 1,275 656: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -6,352: 1,344 -5,704 -7,048 0 -648 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.8 78.7 32.2 11.4 3.7 0.0 3.6 2.1 0.0 0.3 0.2: 0.0 0.0 Old : 100.0: 61.8 78.7 32.2 11.4 3.7 0.0 3.6 2.1 0.0 0.3 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 16 . . . 0 . . 0 . .: Old : 29: 17 16 . . . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 59.2 80.2 79.5 49.3 52.7 66.3 67.7 Old : 61.2 59.2 80.2 79.5 49.3 52.7 66.3 67.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 650,376: 475,343 301,271 64,380 98,679 50,797 40,079 9,360 9,583 9,009 179,501 1,185: 0 0 Old : 650,376: 475,343 301,271 64,380 98,679 50,797 40,079 9,360 9,583 9,009 179,501 1,185: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 11,305: 23,265 3,256 -3,600 2,605 0 -8,739 0 1,579 -1,200 3,865 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 46.3 9.9 15.2 7.8 6.2 1.4 1.5 1.4 27.6 0.2: 0.0 0.0 Old : 100.0: 73.1 46.3 9.9 15.2 7.8 6.2 1.4 1.5 1.4 27.6 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 20 20 . 4 . . . . . . .: Old : 39: 20 20 . 4 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 53.3 74.0 71.1 45.4 49.8 63.5 61.4 Old : 50.7 53.3 74.0 71.1 45.4 49.8 63.5 61.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 50,363: 25,668 24,315 15,065 1,405 383 2,783 593 2,393 3,153 20,637 0: 918 637 Old : 50,363: 25,668 24,315 15,065 1,405 383 2,783 593 2,393 3,153 20,637 0: 918 637 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -1,195: -985 -1,192 161 -60 0 221 86 -191 -1,020 76 0: 619 86 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.0 48.3 29.9 2.8 0.8 5.5 1.2 4.8 6.3 41.0 0.0: 1.8 1.3 Old : 100.0: 51.0 48.3 29.9 2.8 0.8 5.5 1.2 4.8 6.3 41.0 0.0: 1.8 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 16 21 5 . . . . . . . 0: Old : 34: 16 21 5 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 59.6 74.2 76.0 52.3 56.7 68.6 70.0 Old : 53.2 59.6 74.2 76.0 52.3 56.7 68.6 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 mwh : : : Positions : All : 1,756,275: 1,571,835 614,030 180,520 0 0 0 0 0 3,920 1,142,245 0: 0 0 Old : 1,756,275: 1,571,835 614,030 180,520 0 0 0 0 0 3,920 1,142,245 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -218,000: -202,000 -120,000 -12,000 0 0 0 0 0 -4,000 -98,000 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.5 35.0 10.3 0.0 0.0 0.0 0.0 0.0 0.2 65.0 0.0: 0.0 0.0 Old : 100.0: 89.5 35.0 10.3 0.0 0.0 0.0 0.0 0.0 0.2 65.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 8 . 0 0 0 0 0 . . 0: Old : 20: 12 8 . 0 0 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.8 92.4 90.8 99.3 68.0 92.4 88.6 95.1 Old : 69.8 92.4 90.8 99.3 68.0 92.4 88.6 95.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 mwh : : : Positions : All : 571,300: 477,450 196,430 93,850 0 0 0 0 0 0 374,870 0: 0 0 Old : 571,300: 477,450 196,430 93,850 0 0 0 0 0 0 374,870 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -69,000: -59,000 -36,000 -10,000 0 0 0 0 0 0 -33,000 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 34.4 16.4 0.0 0.0 0.0 0.0 0.0 0.0 65.6 0.0: 0.0 0.0 Old : 100.0: 83.6 34.4 16.4 0.0 0.0 0.0 0.0 0.0 0.0 65.6 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 11 . 0 0 0 0 0 0 . 0: Old : 23: 14 11 . 0 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.9 86.7 90.0 96.3 63.9 86.3 87.5 92.3 Old : 63.9 86.7 90.0 96.3 63.9 86.3 87.5 92.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 1,019,680: 804,560 855,520 215,120 164,160 0 0 0 0 0 0 0: 0 0 Old : 1,019,680: 804,560 855,520 215,120 164,160 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -126,000: -94,000 -94,000 -28,000 -32,000 0 0 0 0 -4,000 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 83.9 21.1 16.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.9 83.9 21.1 16.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 7 . . 0 0 0 0 0 0 0: Old : 20: 12 7 . . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.5 85.4 92.3 99.6 63.9 85.4 87.7 94.3 Old : 68.5 85.4 92.3 99.6 63.9 85.4 87.7 94.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 290,816: 223,984 245,784 44,576 36,328 1,984 17,936 2,368 1,584 0 2,016 752: 0 0 Old : 290,816: 223,984 245,784 44,576 36,328 1,984 17,936 2,368 1,584 0 2,016 752: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -18,400: -16,800 -15,200 400 -1,600 -1,200 0 -400 0 0 800 -800: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 84.5 15.3 12.5 0.7 6.2 0.8 0.5 0.0 0.7 0.3: 0.0 0.0 Old : 100.0: 77.0 84.5 15.3 12.5 0.7 6.2 0.8 0.5 0.0 0.7 0.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 22 16 . . . . . . 0 . .: Old : 36: 22 16 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.6 51.7 63.9 76.3 37.7 49.1 58.7 64.9 Old : 41.6 51.7 63.9 76.3 37.7 49.1 58.7 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 11,150: 7,301 7,296 863 1,748 762 1,101 284 575 80 374 0: 468 111 Old : 11,150: 7,301 7,296 863 1,748 762 1,101 284 575 80 374 0: 468 111 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -563: -138 -383 -41 60 -66 0 46 -20 0 -122 0: -299 -78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.5 65.4 7.7 15.7 6.8 9.9 2.5 5.2 0.7 3.4 0.0: 4.2 1.0 Old : 100.0: 65.5 65.4 7.7 15.7 6.8 9.9 2.5 5.2 0.7 3.4 0.0: 4.2 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 16 . . 4 . . . . . 0: Old : 33: 18 16 . . 4 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 46.3 66.8 67.7 40.8 42.4 56.0 59.6 Old : 46.5 46.3 66.8 67.7 40.8 42.4 56.0 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 375,125: 313,640 304,425 61,485 70,700 0 0 0 0 0 0 0: 0 0 Old : 375,125: 313,640 304,425 61,485 70,700 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -55,500: -47,500 -42,500 -7,000 -13,000 0 -1,000 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 81.2 16.4 18.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 83.6 81.2 16.4 18.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 11 . . 0 0 0 0 0 0 0: Old : 25: 15 11 . . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 83.3 88.1 95.4 60.5 83.3 86.0 93.3 Old : 60.5 83.3 88.1 95.4 60.5 83.3 86.0 93.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWH PER LOT : : : Positions : All : 212,530: 172,940 150,870 0 20,920 37,990 0 1,150 1,600 0 0 0: 0 0 Old : 212,530: 172,940 150,870 0 20,920 37,990 0 1,150 1,600 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -9,000: -7,100 -5,500 -1,710 -3,910 -190 0 600 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 71.0 0.0 9.8 17.9 0.0 0.5 0.8 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 81.4 71.0 0.0 9.8 17.9 0.0 0.5 0.8 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 17 0 . . 0 . . 0 0 0: Old : 26: 16 17 0 . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 47.6 76.9 75.8 44.8 28.3 52.6 40.8 Old : 53.4 47.6 76.9 75.8 44.8 28.3 52.6 40.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 25,944: 18,992 14,457 2,122 6,322 2,024 876 88 160 0 1,252 0: 1,770 1,641 Old : 25,944: 18,992 14,457 2,122 6,322 2,024 876 88 160 0 1,252 0: 1,770 1,641 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -1,691: -1,611 -935 404 -80 -444 90 -102 -90 0 20 -20: -20 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.2 55.7 8.2 24.4 7.8 3.4 0.3 0.6 0.0 4.8 0.0: 6.8 6.3 Old : 100.0: 73.2 55.7 8.2 24.4 7.8 3.4 0.3 0.6 0.0 4.8 0.0: 6.8 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 18 . . . . . . 0 . 0: Old : 30: 20 18 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.6 45.2 63.7 71.2 26.8 43.1 44.9 61.0 Old : 38.6 45.2 63.7 71.2 26.8 43.1 44.9 61.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Any multiple of 5 MWh : : : Positions : All : 1,747,992: 1,394,764 1,255,036 99,573 162,337 50,645 50,083 82,915 152,927 0 44,132 0: 0 0 Old : 1,747,992: 1,394,764 1,255,036 99,573 162,337 50,645 50,083 82,915 152,927 0 44,132 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -53,336: -65,136 -20,816 23,400 -9,600 -3,720 3,320 -14,000 -5,200 0 6,000 -6,000: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 71.8 5.7 9.3 2.9 2.9 4.7 8.7 0.0 2.5 0.0: 0.0 0.0 Old : 100.0: 79.8 71.8 5.7 9.3 2.9 2.9 4.7 8.7 0.0 2.5 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 25 22 . . . . . . 0 . 0: Old : 40: 25 22 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 48.2 71.3 72.6 38.5 41.7 55.1 59.8 Old : 47.4 48.2 71.3 72.6 38.5 41.7 55.1 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Any multiple of 16 MWh : : : Positions : All : 626,990: 479,165 441,075 89,350 32,385 40,260 0 55,080 18,215 0 39,975 0: 0 0 Old : 626,990: 479,165 441,075 89,350 32,385 40,260 0 55,080 18,215 0 39,975 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -11,330: -7,830 -1,745 -1,600 0 -1,900 0 -5,800 0 0 -1,885 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.4 70.3 14.3 5.2 6.4 0.0 8.8 2.9 0.0 6.4 0.0: 0.0 0.0 Old : 100.0: 76.4 70.3 14.3 5.2 6.4 0.0 8.8 2.9 0.0 6.4 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 25 21 . . 4 0 . . 0 . 0: Old : 40: 25 21 . . 4 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 41.8 66.9 70.2 41.8 36.2 60.8 54.8 Old : 42.8 41.8 66.9 70.2 41.8 36.2 60.8 54.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWH : : : Positions : All : 1,086,734: 862,844 1,039,934 177,090 0 46,800 0 0 0 0 0 0: 0 0 Old : 1,086,734: 862,844 1,039,934 177,090 0 46,800 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -122,000: -98,000 -122,000 -24,000 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.4 95.7 16.3 0.0 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 79.4 95.7 16.3 0.0 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 11 . 0 . 0 0 0 0 0 0: Old : 23: 15 11 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 83.7 76.6 96.5 42.6 60.8 59.8 70.5 Old : 49.0 83.7 76.6 96.5 42.6 60.8 59.8 70.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 mwh : : : Positions : All : 359,345: 270,895 329,415 59,650 7,530 22,400 6,400 0 0 0 0 0: 0 0 Old : 359,345: 270,895 329,415 59,650 7,530 22,400 6,400 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -42,100: -34,100 -42,100 -3,000 4,000 -4,000 -1,000 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 91.7 16.6 2.1 6.2 1.8 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 75.4 91.7 16.6 2.1 6.2 1.8 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 14 . . . . 0 0 0 0 0: Old : 30: 18 14 . . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.4 73.4 60.7 94.7 31.8 60.5 49.8 70.3 Old : 39.4 73.4 60.7 94.7 31.8 60.5 49.8 70.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 601,421: 386,861 512,343 58,089 10,719 28,093 102,217 8,204 23,417 0 15,901 2,744: 0 0 Old : 601,421: 386,861 512,343 58,089 10,719 28,093 102,217 8,204 23,417 0 15,901 2,744: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -28,800: -22,655 -23,648 -992 752 -5,032 279 -1,200 -400 0 728 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.3 85.2 9.7 1.8 4.7 17.0 1.4 3.9 0.0 2.6 0.5: 0.0 0.0 Old : 100.0: 64.3 85.2 9.7 1.8 4.7 17.0 1.4 3.9 0.0 2.6 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 26 24 4 . 4 . . . 0 . .: Old : 42: 26 24 4 . 4 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.1 56.7 76.3 72.1 50.8 53.5 64.8 63.6 Old : 57.1 56.7 76.3 72.1 50.8 53.5 64.8 63.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 42,796: 29,871 31,095 4,292 3,922 1,533 5,461 3,387 1,144 0 1,438 193: 301 84 Old : 42,796: 29,871 31,095 4,292 3,922 1,533 5,461 3,387 1,144 0 1,438 193: 301 84 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -1,756: -1,631 -1,196 -9 -196 2 20 -120 -140 0 -66 0: 2 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 72.7 10.0 9.2 3.6 12.8 7.9 2.7 0.0 3.4 0.5: 0.7 0.2 Old : 100.0: 69.8 72.7 10.0 9.2 3.6 12.8 7.9 2.7 0.0 3.4 0.5: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 28 28 . . 4 . . . 0 . .: Old : 44: 28 28 . . 4 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.9 50.8 76.1 73.6 47.7 49.7 66.2 70.9 Old : 51.9 50.8 76.1 73.6 47.7 49.7 66.2 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 25,630: 12,631 25,165 9,352 0 287 2,675 0 0 408 51 127: 150 0 Old : 25,630: 12,631 25,165 9,352 0 287 2,675 0 0 408 51 127: 150 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 73: -129 73 151 0 -75 0 0 0 -49 50 25: 150 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 98.2 36.5 0.0 1.1 10.4 0.0 0.0 1.6 0.2 0.5: 0.6 0.0 Old : 100.0: 49.3 98.2 36.5 0.0 1.1 10.4 0.0 0.0 1.6 0.2 0.5: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 24 15 . 0 . . 0 0 . . .: Old : 35: 24 15 . 0 . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.6 80.8 76.1 92.0 46.9 79.2 70.3 84.8 Old : 50.6 80.8 76.1 92.0 46.9 79.2 70.3 84.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 200,029: 99,435 192,253 75,356 0 4,816 15,268 0 1,952 1,602 1,008 0: 1,600 0 Old : 200,029: 99,435 192,253 75,356 0 4,816 15,268 0 1,952 1,602 1,008 0: 1,600 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 384: -1,552 -288 336 0 0 0 0 0 0 672 0: 1,600 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.7 96.1 37.7 0.0 2.4 7.6 0.0 1.0 0.8 0.5 0.0: 0.8 0.0 Old : 100.0: 49.7 96.1 37.7 0.0 2.4 7.6 0.0 1.0 0.8 0.5 0.0: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 10 . 0 . . 0 . . . 0: Old : 26: 14 10 . 0 . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.2 77.7 81.4 94.1 54.2 68.5 71.2 79.9 Old : 58.2 77.7 81.4 94.1 54.2 68.5 71.2 79.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 556,530: 335,370 468,688 158,323 27,038 10,543 13,834 11,801 38,460 0 0 0: 0 0 Old : 556,530: 335,370 468,688 158,323 27,038 10,543 13,834 11,801 38,460 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -33,215: -26,015 -26,830 -6,000 -2,000 0 2,000 -1,185 -3,200 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.3 84.2 28.4 4.9 1.9 2.5 2.1 6.9 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 60.3 84.2 28.4 4.9 1.9 2.5 2.1 6.9 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 17 . . . . . . 0 0 0: Old : 34: 20 17 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 71.0 67.2 86.3 46.1 59.9 56.6 65.9 Old : 46.1 71.0 67.2 86.3 46.1 59.9 56.6 65.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 31,428: 23,561 23,340 0 3,528 3,108 3,118 0 1,302 0 0 0: 339 150 Old : 31,428: 23,561 23,340 0 3,528 3,108 3,118 0 1,302 0 0 0: 339 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -1,618: -1,103 -1,462 0 -106 -58 -443 0 6 0 0 0: -20 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.0 74.3 0.0 11.2 9.9 9.9 0.0 4.1 0.0 0.0 0.0: 1.1 0.5 Old : 100.0: 75.0 74.3 0.0 11.2 9.9 9.9 0.0 4.1 0.0 0.0 0.0: 1.1 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 22 22 0 6 4 . 0 . 0 0 0: Old : 36: 22 22 0 6 4 . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.4 72.7 68.6 83.8 36.3 52.5 50.6 58.3 Old : 43.4 72.7 68.6 83.8 36.3 52.5 50.6 58.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 89,788: 57,342 64,907 13,030 0 19,416 0 0 0 0 5,465 0: 0 0 Old : 89,788: 57,342 64,907 13,030 0 19,416 0 0 0 0 5,465 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -7,600: -6,000 -6,800 -1,200 0 -400 0 0 0 0 -400 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 72.3 14.5 0.0 21.6 0.0 0.0 0.0 0.0 6.1 0.0: 0.0 0.0 Old : 100.0: 63.9 72.3 14.5 0.0 21.6 0.0 0.0 0.0 0.0 6.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 11 5 0 . 0 0 0 0 . 0: Old : 21: 8 11 5 0 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.5 75.1 94.4 93.9 46.3 57.8 60.0 64.3 Old : 73.5 75.1 94.4 93.9 46.3 57.8 60.0 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 23,483: 12,305 21,500 6,545 0 1,177 489 508 0 2,497 0 64: 406 234 Old : 23,483: 12,305 21,500 6,545 0 1,177 489 508 0 2,497 0 64: 406 234 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -1,201: -469 -959 -4 0 -62 0 -100 0 -566 -40 -62: -38 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.4 91.6 27.9 0.0 5.0 2.1 2.2 0.0 10.6 0.0 0.3: 1.7 1.0 Old : 100.0: 52.4 91.6 27.9 0.0 5.0 2.1 2.2 0.0 10.6 0.0 0.3: 1.7 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 17 4 0 4 . . 0 . 0 .: Old : 30: 18 17 4 0 4 . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 50.3 66.5 73.0 45.2 42.5 57.5 62.1 Old : 48.8 50.3 66.5 73.0 45.2 42.5 57.5 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 328,139: 134,343 309,443 129,663 6,248 10,888 4,704 0 0 46,981 0 1,560: 0 0 Old : 328,139: 134,343 309,443 129,663 6,248 10,888 4,704 0 0 46,981 0 1,560: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -20,808: -12,832 -20,008 -4,376 -800 0 0 0 0 -3,600 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 94.3 39.5 1.9 3.3 1.4 0.0 0.0 14.3 0.0 0.5: 0.0 0.0 Old : 100.0: 40.9 94.3 39.5 1.9 3.3 1.4 0.0 0.0 14.3 0.0 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 16 4 . . . 0 0 . 0 .: Old : 28: 17 16 4 . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 61.4 80.3 82.5 58.0 50.1 71.4 69.0 Old : 59.7 61.4 80.3 82.5 58.0 50.1 71.4 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 18,033: 10,213 11,403 5,094 5,227 1,191 214 0 42 984 0 40: 255 130 Old : 18,033: 10,213 11,403 5,094 5,227 1,191 214 0 42 984 0 40: 255 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -1,386: -620 -1,084 -524 -182 -100 0 -4 -40 -102 0 0: 0 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.6 63.2 28.2 29.0 6.6 1.2 0.0 0.2 5.5 0.0 0.2: 1.4 0.7 Old : 100.0: 56.6 63.2 28.2 29.0 6.6 1.2 0.0 0.2 5.5 0.0 0.2: 1.4 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 18 22 . . 5 . 0 . . 0 .: Old : 32: 18 22 . . 5 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 50.5 70.0 68.3 40.3 43.9 54.8 54.5 Old : 45.6 50.5 70.0 68.3 40.3 43.9 54.8 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 234,350: 97,636 140,379 128,400 86,882 2,409 0 4,680 0 5,905 0 0: 0 0 Old : 234,350: 97,636 140,379 128,400 86,882 2,409 0 4,680 0 5,905 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -19,200: -14,400 -15,200 -3,200 -3,200 -800 0 0 0 -800 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.7 59.9 54.8 37.1 1.0 0.0 2.0 0.0 2.5 0.0 0.0: 0.0 0.0 Old : 100.0: 41.7 59.9 54.8 37.1 1.0 0.0 2.0 0.0 2.5 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 13 5 . . 0 . 0 . 0 0: Old : 28: 15 13 5 . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.7 68.8 86.4 90.8 64.0 68.8 76.4 81.7 Old : 69.7 68.8 86.4 90.8 64.0 68.8 76.4 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 30,825: 21,082 25,839 5,449 77 1,370 0 615 2,924 0 0 0: 0 0 Old : 30,825: 21,082 25,839 5,449 77 1,370 0 615 2,924 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 485: 257 485 228 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.4 83.8 17.7 0.2 4.4 0.0 2.0 9.5 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 68.4 83.8 17.7 0.2 4.4 0.0 2.0 9.5 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 20 . . . 0 . . 0 0 0: Old : 30: 19 20 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 50.4 76.2 74.2 45.3 40.2 56.1 54.9 Old : 53.2 50.4 76.2 74.2 45.3 40.2 56.1 54.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25 MWh : : : Positions : All : 221,854: 189,629 130,014 1,937 63,178 28,334 1,626 0 328 0 0 0: 0 0 Old : 221,854: 189,629 130,014 1,937 63,178 28,334 1,626 0 328 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 0: 0 3,848 0 -3,848 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.5 58.6 0.9 28.5 12.8 0.7 0.0 0.1 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 85.5 58.6 0.9 28.5 12.8 0.7 0.0 0.1 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 16 . . . . 0 . 0 0 0: Old : 27: 14 16 . . . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 64.2 79.7 82.9 44.6 51.3 60.8 62.9 Old : 55.3 64.2 79.7 82.9 44.6 51.3 60.8 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 780,180: 696,025 628,353 42,960 24,712 41,195 0 85,920 0 0 0 0: 0 0 Old : 780,180: 696,025 628,353 42,960 24,712 41,195 0 85,920 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -52,000: -44,000 -40,000 -8,000 0 0 0 -12,000 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 80.5 5.5 3.2 5.3 0.0 11.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.2 80.5 5.5 3.2 5.3 0.0 11.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 9 . . . 0 . 0 0 0 0: Old : 23: 13 9 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.8 73.7 85.7 94.4 66.8 73.7 80.0 83.9 Old : 66.8 73.7 85.7 94.4 66.8 73.7 80.0 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 237,565: 207,185 206,290 19,200 8,320 11,180 0 11,775 0 0 0 0: 0 0 Old : 237,565: 207,185 206,290 19,200 8,320 11,180 0 11,775 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -17,400: -15,400 -10,700 -1,000 -2,200 -1,000 0 -3,500 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.2 86.8 8.1 3.5 4.7 0.0 5.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 87.2 86.8 8.1 3.5 4.7 0.0 5.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 11 . . . 0 . 0 0 0 0: Old : 28: 16 11 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.3 67.6 78.5 88.9 60.3 64.6 76.1 79.6 Old : 60.3 67.6 78.5 88.9 60.3 64.6 76.1 79.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Any Multiple of 800 800MWhs : : : Positions : All : 2,298: 852 1,280 501 519 188 0 5 41 435 3 261: 19 0 Old : 2,298: 852 1,280 501 519 188 0 5 41 435 3 261: 19 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -201: -34 -104 -75 -81 -6 0 1 -2 -74 0 -9: -0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.1 55.7 21.8 22.6 8.2 0.0 0.2 1.8 18.9 0.1 11.4: 0.8 0.0 Old : 100.0: 37.1 55.7 21.8 22.6 8.2 0.0 0.2 1.8 18.9 0.1 11.4: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 12 . . 5 0 . . . . .: Old : 21: 12 12 . . 5 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.2 73.5 89.2 88.9 55.6 55.3 59.2 58.9 Old : 77.2 73.5 89.2 88.9 55.6 55.3 59.2 58.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 126,065: 91,015 120,325 29,310 0 5,740 0 0 0 0 0 0: 0 0 Old : 126,065: 91,015 120,325 29,310 0 5,740 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -9,000: -5,500 -7,000 -1,500 0 -2,000 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 95.4 23.2 0.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 72.2 95.4 23.2 0.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 9 . 0 . 0 0 0 0 0 0: Old : 20: 12 9 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 82.5 87.0 95.4 58.4 73.7 76.3 80.7 Old : 61.3 82.5 87.0 95.4 58.4 73.7 76.3 80.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 Mwh : : : Positions : All : 228,705: 187,605 89,755 35,600 133,450 5,500 0 0 0 0 0 0: 0 0 Old : 228,705: 187,605 89,755 35,600 133,450 5,500 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -12,400: -10,900 -9,400 -1,500 -3,000 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.0 39.2 15.6 58.4 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 82.0 39.2 15.6 58.4 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 9 4 . . 0 0 0 0 0 0: Old : 21: 12 9 4 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 89.5 92.8 98.2 65.7 89.3 89.7 94.8 Old : 66.4 89.5 92.8 98.2 65.7 89.3 89.7 94.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 Mwh : : : Positions : All : 809,187: 646,301 297,507 153,046 501,840 9,840 0 0 0 0 0 0: 0 0 Old : 809,187: 646,301 297,507 153,046 501,840 9,840 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -32,000: -24,400 -12,000 -1,600 -14,000 -6,000 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 36.8 18.9 62.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 79.9 36.8 18.9 62.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 7 4 . . 0 0 0 0 0 0: Old : 22: 11 7 4 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.6 93.5 91.2 99.5 67.6 93.2 90.0 98.5 Old : 67.6 93.5 91.2 99.5 67.6 93.2 90.0 98.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 151,635: 120,445 124,475 10,190 6,600 20,560 0 0 0 440 0 0: 0 0 Old : 151,635: 120,445 124,475 10,190 6,600 20,560 0 0 0 440 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -10,000: -10,000 -8,900 1,000 -100 -1,000 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.4 82.1 6.7 4.4 13.6 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 79.4 82.1 6.7 4.4 13.6 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 11 . . . 0 0 0 . 0 0: Old : 23: 15 11 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 63.4 75.6 85.5 36.4 55.5 54.1 63.8 Old : 45.3 63.4 75.6 85.5 36.4 55.5 54.1 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 191,725: 165,050 155,000 2,200 16,930 19,795 0 0 0 4,680 0 0: 0 0 Old : 191,725: 165,050 155,000 2,200 16,930 19,795 0 0 0 4,680 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -20,300: -15,400 -17,800 -1,680 1,320 -2,820 0 -1,000 0 -400 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 80.8 1.1 8.8 10.3 0.0 0.0 0.0 2.4 0.0 0.0: 0.0 0.0 Old : 100.0: 86.1 80.8 1.1 8.8 10.3 0.0 0.0 0.0 2.4 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 19 10 . 4 . 0 0 0 . 0 0: Old : 29: 19 10 . 4 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 66.1 72.6 86.3 44.7 57.8 66.4 71.8 Old : 48.0 66.1 72.6 86.3 44.7 57.8 66.4 71.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 563,660: 484,346 466,330 24,304 42,320 55,010 0 0 0 0 0 0: 0 0 Old : 563,660: 484,346 466,330 24,304 42,320 55,010 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -36,800: -30,800 -34,800 -4,000 0 -2,000 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.9 82.7 4.3 7.5 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 85.9 82.7 4.3 7.5 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 7 . . . 0 0 0 0 0 0: Old : 20: 13 7 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 70.4 76.8 93.6 52.0 60.5 71.4 78.1 Old : 52.0 70.4 76.8 93.6 52.0 60.5 71.4 78.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 901,779: 828,015 893,187 73,764 8,592 0 0 0 0 0 0 0: 0 0 Old : 901,779: 828,015 893,187 73,764 8,592 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -90,400: -83,200 -89,600 -7,200 -800 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.8 99.0 8.2 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 91.8 99.0 8.2 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 6 . . 0 0 0 0 0 0 0: Old : 21: 13 6 . . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 97.3 89.3 100.0 64.2 97.3 88.0 98.7 Old : 64.2 97.3 89.3 100.0 64.2 97.3 88.0 98.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 267,750: 251,970 263,320 11,350 0 4,430 0 0 0 0 0 0: 0 0 Old : 267,750: 251,970 263,320 11,350 0 4,430 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -29,700: -28,100 -29,700 -1,600 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.1 98.3 4.2 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 94.1 98.3 4.2 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 22 8 . 0 . 0 0 0 0 0 0: Old : 31: 22 8 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 91.0 78.8 98.9 59.0 90.6 77.3 96.4 Old : 59.0 91.0 78.8 98.9 59.0 90.6 77.3 96.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 6,321,016: 4,703,935 5,951,528 1,113,709 154,432 215,056 155,048 0 0 133,268 0 0: 0 0 Old : 6,321,016: 4,703,935 5,951,528 1,113,709 154,432 215,056 155,048 0 0 133,268 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -416,000: -338,000 -388,000 -31,600 -7,600 -16,400 -16,800 0 0 -9,200 0 -4,000: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 94.2 17.6 2.4 3.4 2.5 0.0 0.0 2.1 0.0 0.0: 0.0 0.0 Old : 100.0: 74.4 94.2 17.6 2.4 3.4 2.5 0.0 0.0 2.1 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 30 27 4 . 4 . 0 0 . 0 0: Old : 45: 30 27 4 . 4 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.0 60.5 61.4 78.0 37.6 53.7 54.2 67.2 Old : 41.0 60.5 61.4 78.0 37.6 53.7 54.2 67.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 2,138,205: 1,700,820 2,020,460 293,765 34,835 78,510 33,230 0 0 31,880 4,400 0: 0 0 Old : 2,138,205: 1,700,820 2,020,460 293,765 34,835 78,510 33,230 0 0 31,880 4,400 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -148,050: -128,550 -143,350 -6,500 -300 -2,400 -6,700 0 0 -3,900 -2,000 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 94.5 13.7 1.6 3.7 1.6 0.0 0.0 1.5 0.2 0.0: 0.0 0.0 Old : 100.0: 79.5 94.5 13.7 1.6 3.7 1.6 0.0 0.0 1.5 0.2 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 33 31 5 . 4 . 0 0 . . 0: Old : 53: 33 31 5 . 4 . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.9 55.8 60.3 76.3 35.0 50.7 52.6 65.1 Old : 36.9 55.8 60.3 76.3 35.0 50.7 52.6 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 2,501,136: 1,550,745 1,304,862 90,014 332,718 196,179 0 183,721 37,320 554,876 375,677 70,658: 1,344 0 Old : 2,501,136: 1,550,745 1,304,862 90,014 332,718 196,179 0 183,721 37,320 554,876 375,677 70,658: 1,344 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -20,881: -22,463 -4,856 -20,206 -2,128 -8,342 -1,000 -8,500 -900 22,495 -5,144 8,989: 547 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.0 52.2 3.6 13.3 7.8 0.0 7.3 1.5 22.2 15.0 2.8: 0.1 0.0 Old : 100.0: 62.0 52.2 3.6 13.3 7.8 0.0 7.3 1.5 22.2 15.0 2.8: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 36 31 5 5 9 0 4 . 5 5 5: Old : 64: 36 31 5 5 9 0 4 . 5 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 43.4 61.4 60.7 47.1 40.4 59.7 56.1 Old : 47.2 43.4 61.4 60.7 47.1 40.4 59.7 56.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :MWh (Megawatt Hours) : : : Positions : All : 4,983,027: 4,172,955 3,643,612 205,935 529,897 317,831 84,655 35,535 93,479 44,759 299,260 63,413: 0 0 Old : 4,983,027: 4,172,955 3,643,612 205,935 529,897 317,831 84,655 35,535 93,479 44,759 299,260 63,413: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -25,980: -71,756 34,495 -16,725 -77,576 41,501 21,000 -6,000 0 4,215 -14,185 -4,215: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.7 73.1 4.1 10.6 6.4 1.7 0.7 1.9 0.9 6.0 1.3: 0.0 0.0 Old : 100.0: 83.7 73.1 4.1 10.6 6.4 1.7 0.7 1.9 0.9 6.0 1.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 30 23 4 4 5 . . . . . 4: Old : 50: 30 23 4 4 5 . . . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 63.9 60.7 80.6 42.2 58.5 59.2 72.9 Old : 42.3 63.9 60.7 80.6 42.2 58.5 59.2 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 612,885: 507,790 495,180 95,525 107,955 8,910 0 180 660 0 0 0: 0 0 Old : 612,885: 507,790 495,180 95,525 107,955 8,910 0 180 660 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -35,485: -29,585 -28,985 -4,100 -3,500 -1,800 0 -1,200 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 80.8 15.6 17.6 1.5 0.0 0.0 0.1 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 82.9 80.8 15.6 17.6 1.5 0.0 0.0 0.1 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 24 10 4 . . 0 . . 0 0 0: Old : 34: 24 10 4 . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 71.5 70.3 92.9 44.6 71.5 66.9 85.9 Old : 44.9 71.5 70.3 92.9 44.6 71.5 66.9 85.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 1,921,381: 1,674,656 1,511,641 187,803 336,200 58,922 0 14,618 0 0 0 0: 0 0 Old : 1,921,381: 1,674,656 1,511,641 187,803 336,200 58,922 0 14,618 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -83,085: -66,285 -63,485 -16,000 -14,000 -800 0 -4,800 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.2 78.7 9.8 17.5 3.1 0.0 0.8 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 87.2 78.7 9.8 17.5 3.1 0.0 0.8 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 21 10 . . . 0 . 0 0 0 0: Old : 31: 21 10 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 66.5 77.3 88.9 53.9 66.2 74.0 83.4 Old : 53.9 66.5 77.3 88.9 53.9 66.2 74.0 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 77,956: 52,082 30,246 221 22,371 16,976 0 1,175 4,973 1,626 8 481: 1,596 1,726 Old : 77,956: 52,082 30,246 221 22,371 16,976 0 1,175 4,973 1,626 8 481: 1,596 1,726 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -390: -140 -523 -58 246 -23 -11 31 -112 -4 0 -0: -41 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.8 38.8 0.3 28.7 21.8 0.0 1.5 6.4 2.1 0.0 0.6: 2.0 2.2 Old : 100.0: 66.8 38.8 0.3 28.7 21.8 0.0 1.5 6.4 2.1 0.0 0.6: 2.0 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 22 24 . 5 7 0 . . . . .: Old : 39: 22 24 . 5 7 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.2 51.4 68.2 71.2 30.7 30.9 38.3 39.5 Old : 45.2 51.4 68.2 71.2 30.7 30.9 38.3 39.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 12,018: 5,777 7,703 429 1,111 1,930 2,068 0 728 190 0 0: 896 546 Old : 12,018: 5,777 7,703 429 1,111 1,930 2,068 0 728 190 0 0: 896 546 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -68: 2 -14 12 -34 -19 -63 0 0 0 0 0: -0 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.1 64.1 3.6 9.2 16.1 17.2 0.0 6.1 1.6 0.0 0.0: 7.5 4.5 Old : 100.0: 48.1 64.1 3.6 9.2 16.1 17.2 0.0 6.1 1.6 0.0 0.0: 7.5 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 8 . . 4 . 0 . . 0 0: Old : 20: 13 8 . . 4 . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.4 63.9 64.0 82.4 34.9 51.9 47.0 55.8 Old : 41.4 63.9 64.0 82.4 34.9 51.9 47.0 55.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5 MEGAWATTS PER HOUR) : : : Positions : All : 5,228: 4,607 2,191 0 1,300 11 0 952 0 0 0 0: 610 774 Old : 5,228: 4,607 2,191 0 1,300 11 0 952 0 0 0 0: 610 774 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 2: -1 -1 0 0 0 0 0 0 0 0 0: 2 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.1 41.9 0.0 24.9 0.2 0.0 18.2 0.0 0.0 0.0 0.0: 11.7 14.8 Old : 100.0: 88.1 41.9 0.0 24.9 0.2 0.0 18.2 0.0 0.0 0.0 0.0: 11.7 14.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 16 10 0 . . 0 . 0 0 0 0: Old : 20: 16 10 0 . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 47.9 76.2 67.9 42.6 43.1 56.6 54.9 Old : 54.0 47.9 76.2 67.9 42.6 43.1 56.6 54.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5 MEGAWATTS PER HOUR) : : : Positions : All : 9,522: 4,276 6,552 1,518 0 768 1,390 240 170 0 642 736: 664 414 Old : 9,522: 4,276 6,552 1,518 0 768 1,390 240 170 0 642 736: 664 414 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.9 68.8 15.9 0.0 8.1 14.6 2.5 1.8 0.0 6.7 7.7: 7.0 4.3 Old : 100.0: 44.9 68.8 15.9 0.0 8.1 14.6 2.5 1.8 0.0 6.7 7.7: 7.0 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 15 . 0 . . . . 0 . .: Old : 26: 15 15 . 0 . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 44.3 68.0 68.9 36.1 34.7 52.4 56.8 Old : 46.0 44.3 68.0 68.9 36.1 34.7 52.4 56.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 15,070: 9,016 10,370 1,200 240 1,674 0 558 1,332 180 0 0: 1,668 896 Old : 15,070: 9,016 10,370 1,200 240 1,674 0 558 1,332 180 0 0: 1,668 896 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.8 68.8 8.0 1.6 11.1 0.0 3.7 8.8 1.2 0.0 0.0: 11.1 5.9 Old : 100.0: 59.8 68.8 8.0 1.6 11.1 0.0 3.7 8.8 1.2 0.0 0.0: 11.1 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 17 4 . 4 0 . . . 0 0: Old : 30: 18 17 4 . 4 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.2 48.1 52.1 68.5 22.7 41.6 33.2 48.4 Old : 32.2 48.1 52.1 68.5 22.7 41.6 33.2 48.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 33,110: 29,237 28,798 2,681 3,120 1,192 0 0 0 0 0 0: 0 0 Old : 33,110: 29,237 28,798 2,681 3,120 1,192 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 87.0 8.1 9.4 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 88.3 87.0 8.1 9.4 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 13 . . . 0 0 0 0 0 0: Old : 29: 16 13 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 74.9 78.8 91.0 54.7 70.1 78.8 86.1 Old : 54.7 74.9 78.8 91.0 54.7 70.1 78.8 86.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 640,210: 563,994 586,306 51,431 29,119 24,785 0 0 0 0 0 0: 0 0 Old : 640,210: 563,994 586,306 51,431 29,119 24,785 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.1 91.6 8.0 4.5 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 88.1 91.6 8.0 4.5 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 12 . . . 0 0 0 0 0 0: Old : 25: 16 12 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 85.8 75.0 96.5 48.2 82.5 74.3 91.5 Old : 48.9 85.8 75.0 96.5 48.2 82.5 74.3 91.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 21,151: 17,410 5,720 1,233 1,426 322 0 0 0 2,058 13,299 0: 128 384 Old : 21,151: 17,410 5,720 1,233 1,426 322 0 0 0 2,058 13,299 0: 128 384 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.3 27.0 5.8 6.7 1.5 0.0 0.0 0.0 9.7 62.9 0.0: 0.6 1.8 Old : 100.0: 82.3 27.0 5.8 6.7 1.5 0.0 0.0 0.0 9.7 62.9 0.0: 0.6 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 6 . . . 0 0 0 . . 0: Old : 20: 9 6 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 87.8 88.6 97.9 64.1 86.6 87.1 95.5 Old : 65.3 87.8 88.6 97.9 64.1 86.6 87.1 95.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 45,722: 30,647 43,447 12,290 0 2,275 0 0 0 0 0 0: 510 0 Old : 45,722: 30,647 43,447 12,290 0 2,275 0 0 0 0 0 0: 510 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 1,270: 1,270 1,270 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 95.0 26.9 0.0 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0 Old : 100.0: 67.0 95.0 26.9 0.0 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 16 . 0 . 0 0 0 0 0 0: Old : 22: 10 16 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.6 46.8 93.0 74.8 68.6 46.8 82.2 72.0 Old : 73.6 46.8 93.0 74.8 68.6 46.8 82.2 72.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 MEGAWATT HOURS) : : : Positions : All : 673,412: 546,364 606,253 117,688 57,799 9,360 0 0 0 0 0 0: 0 0 Old : 673,412: 546,364 606,253 117,688 57,799 9,360 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 23,480: 23,480 23,480 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 90.0 17.5 8.6 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 81.1 90.0 17.5 8.6 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 14 . . . 0 0 0 0 0 0: Old : 25: 13 14 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.6 50.0 91.8 79.5 74.6 44.2 80.7 66.0 Old : 78.6 50.0 91.8 79.5 74.6 44.2 80.7 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 61,732: 33,876 38,392 10,398 17,994 2,598 5,650 640 1,275 7,680 705 0: 255 128 Old : 61,732: 33,876 38,392 10,398 17,994 2,598 5,650 640 1,275 7,680 705 0: 255 128 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -169: 86 -934 0 1,020 -255 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 62.2 16.8 29.1 4.2 9.2 1.0 2.1 12.4 1.1 0.0: 0.4 0.2 Old : 100.0: 54.9 62.2 16.8 29.1 4.2 9.2 1.0 2.1 12.4 1.1 0.0: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 17 14 4 . . . . . . . 0: Old : 34: 17 14 4 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.4 51.1 70.7 74.8 41.3 47.9 62.0 70.3 Old : 44.4 51.1 70.7 74.8 41.3 47.9 62.0 70.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,486,172: 964,898 795,452 249,967 251,349 74,280 0 309,340 0 191,246 49,970 5,781: 0 0 Old : 1,486,172: 964,898 795,452 249,967 251,349 74,280 0 309,340 0 191,246 49,970 5,781: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 65,976: 28,184 75,464 47,280 0 -9,488 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 53.5 16.8 16.9 5.0 0.0 20.8 0.0 12.9 3.4 0.4: 0.0 0.0 Old : 100.0: 64.9 53.5 16.8 16.9 5.0 0.0 20.8 0.0 12.9 3.4 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 20 19 . 4 4 0 . 0 . . .: Old : 40: 20 19 . 4 4 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.4 48.7 76.1 70.2 46.3 48.4 68.9 66.9 Old : 49.4 48.7 76.1 70.2 46.3 48.4 68.9 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 22,498: 14,961 16,510 7,409 2,355 0 0 2,162 0 0 1,024 0: 128 447 Old : 22,498: 14,961 16,510 7,409 2,355 0 0 2,162 0 0 1,024 0: 128 447 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.5 73.4 32.9 10.5 0.0 0.0 9.6 0.0 0.0 4.6 0.0: 0.6 2.0 Old : 100.0: 66.5 73.4 32.9 10.5 0.0 0.0 9.6 0.0 0.0 4.6 0.0: 0.6 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 9 . . 0 0 . 0 0 . 0: Old : 20: 10 9 . . 0 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 76.9 90.5 92.8 59.3 66.1 78.1 81.5 Old : 63.2 76.9 90.5 92.8 59.3 66.1 78.1 81.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 38,620: 25,888 28,010 11,667 0 684 0 9,926 0 126 0 0: 255 0 Old : 38,620: 25,888 28,010 11,667 0 684 0 9,926 0 126 0 0: 255 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 1,275: 1,275 0 0 0 0 0 1,275 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 72.5 30.2 0.0 1.8 0.0 25.7 0.0 0.3 0.0 0.0: 0.7 0.0 Old : 100.0: 67.0 72.5 30.2 0.0 1.8 0.0 25.7 0.0 0.3 0.0 0.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 12 4 0 . 0 . 0 . 0 0: Old : 24: 11 12 4 0 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 74.0 84.1 92.2 52.7 56.7 69.7 70.9 Old : 58.6 74.0 84.1 92.2 52.7 56.7 69.7 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 43,402: 26,246 20,279 1,443 5,690 6,337 4,355 0 1,820 697 6,772 2,504: 0 0 Old : 43,402: 26,246 20,279 1,443 5,690 6,337 4,355 0 1,820 697 6,772 2,504: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 2,043: 2,043 -255 0 2,298 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 46.7 3.3 13.1 14.6 10.0 0.0 4.2 1.6 15.6 5.8: 0.0 0.0 Old : 100.0: 60.5 46.7 3.3 13.1 14.6 10.0 0.0 4.2 1.6 15.6 5.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 11 . 4 . . 0 . . . .: Old : 29: 15 11 . 4 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 65.3 71.1 88.2 30.6 50.8 51.6 63.2 Old : 47.8 65.3 71.1 88.2 30.6 50.8 51.6 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 24,661: 21,365 19,625 653 1,518 1,410 0 0 0 0 1,385 424: 809 299 Old : 24,661: 21,365 19,625 653 1,518 1,410 0 0 0 0 1,385 424: 809 299 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -154: -66 -431 0 0 0 0 0 0 0 365 -88: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 79.6 2.6 6.2 5.7 0.0 0.0 0.0 0.0 5.6 1.7: 3.3 1.2 Old : 100.0: 86.6 79.6 2.6 6.2 5.7 0.0 0.0 0.0 0.0 5.6 1.7: 3.3 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 14 . . . 0 0 0 0 . .: Old : 23: 14 14 . . . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 56.9 78.9 82.6 39.5 51.6 63.2 69.4 Old : 47.0 56.9 78.9 82.6 39.5 51.6 63.2 69.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 35,272: 32,510 25,245 802 7,135 1,832 0 0 0 0 1,060 0: 128 0 Old : 35,272: 32,510 25,245 802 7,135 1,832 0 0 0 0 1,060 0: 128 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 2,898: 3,068 1,536 -424 1,108 254 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.2 71.6 2.3 20.2 5.2 0.0 0.0 0.0 0.0 3.0 0.0: 0.4 0.0 Old : 100.0: 92.2 71.6 2.3 20.2 5.2 0.0 0.0 0.0 0.0 3.0 0.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 15 . 4 4 0 0 0 0 . 0: Old : 29: 16 15 . 4 4 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 50.6 75.5 73.5 42.6 43.8 63.7 60.4 Old : 47.8 50.6 75.5 73.5 42.6 43.8 63.7 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 403,085: 233,982 340,518 112,646 35,535 0 16,387 0 23,480 13,038 0 3,552: 0 0 Old : 403,085: 233,982 340,518 112,646 35,535 0 16,387 0 23,480 13,038 0 3,552: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.0 84.5 27.9 8.8 0.0 4.1 0.0 5.8 3.2 0.0 0.9: 0.0 0.0 Old : 100.0: 58.0 84.5 27.9 8.8 0.0 4.1 0.0 5.8 3.2 0.0 0.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 14 . . 0 . 0 . . 0 .: Old : 26: 13 14 . . 0 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 63.6 79.6 84.7 41.8 48.3 55.0 60.5 Old : 60.0 63.6 79.6 84.7 41.8 48.3 55.0 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 901,625: 709,705 621,438 69,086 93,600 99,514 0 63,753 23,320 0 0 0: 0 0 Old : 901,625: 709,705 621,438 69,086 93,600 99,514 0 63,753 23,320 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.7 68.9 7.7 10.4 11.0 0.0 7.1 2.6 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.7 68.9 7.7 10.4 11.0 0.0 7.1 2.6 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 18 . . . 0 . . 0 0 0: Old : 26: 14 18 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 52.0 77.6 75.5 30.0 26.4 41.8 39.6 Old : 54.6 52.0 77.6 75.5 30.0 26.4 41.8 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,097,866: 584,801 547,177 79,924 51,141 110,748 263,005 0 0 54,258 383,670 5,130: 0 0 Old : 1,097,866: 584,801 547,177 79,924 51,141 110,748 263,005 0 0 54,258 383,670 5,130: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 28,152: 42,144 0 -42,144 0 28,152 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.3 49.8 7.3 4.7 10.1 24.0 0.0 0.0 4.9 34.9 0.5: 0.0 0.0 Old : 100.0: 53.3 49.8 7.3 4.7 10.1 24.0 0.0 0.0 4.9 34.9 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 12 11 . . 4 . 0 0 . . .: Old : 28: 12 11 . . 4 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 65.8 78.9 87.1 56.5 63.8 71.5 78.4 Old : 56.5 65.8 78.9 87.1 56.5 63.8 71.5 78.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 301,302: 214,505 269,977 25,889 17,333 13,992 0 0 0 46,916 0 0: 0 0 Old : 301,302: 214,505 269,977 25,889 17,333 13,992 0 0 0 46,916 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 18,720: 18,720 -4,680 -13,992 9,408 13,992 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 89.6 8.6 5.8 4.6 0.0 0.0 0.0 15.6 0.0 0.0: 0.0 0.0 Old : 100.0: 71.2 89.6 8.6 5.8 4.6 0.0 0.0 0.0 15.6 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 12 . . . 0 0 0 . 0 0: Old : 22: 13 12 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.7 64.7 79.3 90.6 48.7 60.1 71.6 71.3 Old : 48.7 64.7 79.3 90.6 48.7 60.1 71.6 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 440,876: 331,474 237,982 11,845 65,122 97,557 0 0 0 0 40,215 0: 0 0 Old : 440,876: 331,474 237,982 11,845 65,122 97,557 0 0 0 0 40,215 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 18,736: 28,096 0 -22,743 5,353 13,383 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 54.0 2.7 14.8 22.1 0.0 0.0 0.0 0.0 9.1 0.0: 0.0 0.0 Old : 100.0: 75.2 54.0 2.7 14.8 22.1 0.0 0.0 0.0 0.0 9.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 14 . 5 . 0 0 0 0 . 0: Old : 29: 14 14 . 5 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 57.5 76.9 79.7 29.3 28.4 44.3 43.1 Old : 51.6 57.5 76.9 79.7 29.3 28.4 44.3 43.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 248,770: 206,646 144,062 9,476 60,699 32,648 0 2,703 0 0 8,658 0: 0 0 Old : 248,770: 206,646 144,062 9,476 60,699 32,648 0 2,703 0 0 8,658 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.1 57.9 3.8 24.4 13.1 0.0 1.1 0.0 0.0 3.5 0.0: 0.0 0.0 Old : 100.0: 83.1 57.9 3.8 24.4 13.1 0.0 1.1 0.0 0.0 3.5 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 8 . . . 0 . 0 0 . 0: Old : 21: 12 8 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 87.1 92.1 95.9 39.5 36.3 45.5 43.6 Old : 68.3 87.1 92.1 95.9 39.5 36.3 45.5 43.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatts Per Hour) : : : Positions : All : 385,904: 192,472 275,496 114,432 17,568 79,000 0 13,840 0 0 0 0: 0 0 Old : 385,904: 192,472 275,496 114,432 17,568 79,000 0 13,840 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 1,960: 1,960 1,960 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 71.4 29.7 4.6 20.5 0.0 3.6 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 49.9 71.4 29.7 4.6 20.5 0.0 3.6 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 . . . 0 . 0 0 0 0: Old : 22: 13 10 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.9 66.2 89.4 87.1 45.2 50.9 63.8 64.7 Old : 68.9 66.2 89.4 87.1 45.2 50.9 63.8 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 Disaggregated Commitments of Traders - Options and Futures Combined, July 9, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 4,911: 1,589 4,040 2,194 0 709 163 0 19 89 0 137: 13 7 Old : 4,911: 1,589 4,040 2,194 0 709 163 0 19 89 0 137: 13 7 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : -29: 40 14 -10 0 -38 -8 0 -2 -6 0 -4: -1 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 82.3 44.7 0.0 14.4 3.3 0.0 0.4 1.8 0.0 2.8: 0.3 0.1 Old : 100.0: 32.4 82.3 44.7 0.0 14.4 3.3 0.0 0.4 1.8 0.0 2.8: 0.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 13 6 0 6 . 0 . . 0 .: Old : 23: 12 13 6 0 6 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 55.3 76.8 77.1 41.9 48.1 53.7 56.7 Old : 56.0 55.3 76.8 77.1 41.9 48.1 53.7 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2013