CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, August 6, 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 : 7,385: 4,335 4,220 0 930 405 580 0 140 1,180 505 565: 180 620
Old : 7,385: 4,335 4,220 0 930 405 580 0 140 1,180 505 565: 180 620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 130: 110 100 0 -135 0 -15 0 -15 -30 -15 120: -40 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 57.1 0.0 12.6 5.5 7.9 0.0 1.9 16.0 6.8 7.7: 2.4 8.4
Old : 100.0: 58.7 57.1 0.0 12.6 5.5 7.9 0.0 1.9 16.0 6.8 7.7: 2.4 8.4
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 : 22: 10 12 0 . . . 0 . . . .:
Old : 22: 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 : 61.5 40.7 84.2 65.5 43.6 31.9 55.0 43.7
Old : 61.5 40.7 84.2 65.5 43.6 31.9 55.0 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
Disaggregated Commitments of Traders - Options and Futures Combined, August 6, 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 TONS) :
: : Positions :
All : 11,807: 8,248 8,524 776 0 495 0 1,125 675 839 315 565: 209 108
Old : 11,807: 8,248 8,524 776 0 495 0 1,125 675 839 315 565: 209 108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -212: -291 -167 75 0 0 0 180 -225 135 -28 7: 88 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 72.2 6.6 0.0 4.2 0.0 9.5 5.7 7.1 2.7 4.8: 1.8 0.9
Old : 100.0: 69.9 72.2 6.6 0.0 4.2 0.0 9.5 5.7 7.1 2.7 4.8: 1.8 0.9
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 : 20: 15 15 . 0 . 0 . . . . .:
Old : 20: 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 : 60.2 58.7 80.6 78.2 22.4 23.8 30.1 31.1
Old : 60.2 58.7 80.6 78.2 22.4 23.8 30.1 31.1
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, August 6, 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 : 73,544: 18,751 26,256 5,693 4,051 1,719 0 7,709 8,295 23,243 9,681 14,758: 1,085 1,075
Old : 73,544: 18,751 26,256 5,693 4,051 1,719 0 7,709 8,295 23,243 9,681 14,758: 1,085 1,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 3,618: 829 1,524 255 1,665 -1,080 0 -1,070 1,085 705 30 1,601: 223 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 35.7 7.7 5.5 2.3 0.0 10.5 11.3 31.6 13.2 20.1: 1.5 1.5
Old : 100.0: 25.5 35.7 7.7 5.5 2.3 0.0 10.5 11.3 31.6 13.2 20.1: 1.5 1.5
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 : 48: 11 11 . . 4 0 4 . 18 10 27:
Old : 48: 11 11 . . 4 0 4 . 18 10 27:
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 : 40.0 41.4 59.1 60.8 30.5 27.6 44.6 41.6
Old : 40.0 41.4 59.1 60.8 30.5 27.6 44.6 41.6
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, August 6, 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 : 24,046: 12,145 3,650 335 1,615 1,015 0 3,600 985 5,893 9,406 2,846: 827 929
Old : 24,046: 12,145 3,650 335 1,615 1,015 0 3,600 985 5,893 9,406 2,846: 827 929
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 2,070: 2,775 180 35 -280 -25 0 1,810 -675 143 863 -173: -10 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 15.2 1.4 6.7 4.2 0.0 15.0 4.1 24.5 39.1 11.8: 3.4 3.9
Old : 100.0: 50.5 15.2 1.4 6.7 4.2 0.0 15.0 4.1 24.5 39.1 11.8: 3.4 3.9
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 : 37: 7 6 . . . 0 . . 6 16 17:
Old : 37: 7 6 . . . 0 . . 6 16 17:
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 41.2 75.9 62.5 58.5 36.2 69.1 52.3
Old : 60.3 41.2 75.9 62.5 58.5 36.2 69.1 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, August 6, 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 : 178,574: 104,599 116,806 7,971 10,421 22,589 16,415 2,638 12,181 9,087 7,476 5,349: 383 1,113
Old : 178,574: 104,599 116,806 7,971 10,421 22,589 16,415 2,638 12,181 9,087 7,476 5,349: 383 1,113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -12,666: -3,976 -5,940 -2,942 928 -177 45 -3,152 460 -678 -162 -250: -5,149 -4,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 65.4 4.5 5.8 12.6 9.2 1.5 6.8 5.1 4.2 3.0: 0.2 0.6
Old : 100.0: 58.6 65.4 4.5 5.8 12.6 9.2 1.5 6.8 5.1 4.2 3.0: 0.2 0.6
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 : 80: 48 45 . 6 8 6 . 6 5 5 9:
Old : 80: 48 45 . 6 8 6 . 6 5 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 29.5 43.1 48.5 17.5 23.9 26.9 33.9
Old : 27.2 29.5 43.1 48.5 17.5 23.9 26.9 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, August 6, 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 : 54,747: 32,399 44,840 14,353 3,983 3,502 2,394 3 2,026 0 320 73: 0 0
Old : 54,747: 32,399 44,840 14,353 3,983 3,502 2,394 3 2,026 0 320 73: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -1,746: -339 -2,320 352 619 -709 -1,661 0 687 -41 12 -35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 81.9 26.2 7.3 6.4 4.4 0.0 3.7 0.0 0.6 0.1: 0.0 0.0
Old : 100.0: 59.2 81.9 26.2 7.3 6.4 4.4 0.0 3.7 0.0 0.6 0.1: 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 : 38: 25 24 . . 4 . . . 0 . .:
Old : 38: 25 24 . . 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 : 55.4 41.6 76.3 65.9 50.5 34.6 60.3 51.9
Old : 55.4 41.6 76.3 65.9 50.5 34.6 60.3 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, August 6, 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 : 486,341: 381,419 390,177 51,473 60,930 31,124 14,894 0 3,798 3,321 0 312: 0 0
Old : 486,341: 381,419 390,177 51,473 60,930 31,124 14,894 0 3,798 3,321 0 312: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -54,492: -34,767 -54,379 -12,234 1,752 -4,727 -5,626 0 2,862 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 80.2 10.6 12.5 6.4 3.1 0.0 0.8 0.7 0.0 0.1: 0.0 0.0
Old : 100.0: 78.4 80.2 10.6 12.5 6.4 3.1 0.0 0.8 0.7 0.0 0.1: 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 : 35: 22 22 . 4 . . 0 . . 0 .:
Old : 35: 22 22 . 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 : 50.7 56.5 74.3 77.3 44.9 53.9 63.6 69.0
Old : 50.7 56.5 74.3 77.3 44.9 53.9 63.6 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, August 6, 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 : 1,709,017: 1,134,953 1,413,980 197,887 75,625 131,202 200,624 18,706 17,992 401 25,946 25,566: 392 0
Old : 1,709,017: 1,134,953 1,413,980 197,887 75,625 131,202 200,624 18,706 17,992 401 25,946 25,566: 392 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -74,322: -62,926 -46,592 14,336 -11,021 -17,153 -1,181 8,619 -6,999 0 -385 -791: 392 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 82.7 11.6 4.4 7.7 11.7 1.1 1.1 0.0 1.5 1.5: 0.0 0.0
Old : 100.0: 66.4 82.7 11.6 4.4 7.7 11.7 1.1 1.1 0.0 1.5 1.5: 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 : 65: 37 39 4 4 5 4 . . . 4 4:
Old : 65: 37 39 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 : 44.6 43.1 61.5 59.3 37.5 37.3 51.2 50.0
Old : 44.6 43.1 61.5 59.3 37.5 37.3 51.2 50.0
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, August 6, 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 : 66,134: 56,603 34,397 231 14,287 4,991 81 6,472 3,573 127 1,886 527: -0 0
Old : 66,134: 56,603 34,397 231 14,287 4,991 81 6,472 3,573 127 1,886 527: -0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 1,055: 1,659 469 0 -309 100 0 1,487 -800 0 12 96: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 52.0 0.3 21.6 7.5 0.1 9.8 5.4 0.2 2.9 0.8: -0.0 0.0
Old : 100.0: 85.6 52.0 0.3 21.6 7.5 0.1 9.8 5.4 0.2 2.9 0.8: -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 : 42: 26 28 . . . . . . . . .:
Old : 42: 26 28 . . . . . . . . .:
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 : 46.4 45.7 68.1 67.9 34.9 34.1 46.7 50.4
Old : 46.4 45.7 68.1 67.9 34.9 34.1 46.7 50.4
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, August 6, 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 : 391,949: 234,614 315,841 134,165 42,576 9,464 0 8,784 13,362 0 1,578 344: 0 0
Old : 391,949: 234,614 315,841 134,165 42,576 9,464 0 8,784 13,362 0 1,578 344: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 8,108: 752 9,997 2,364 0 0 0 -6,881 4,992 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 80.6 34.2 10.9 2.4 0.0 2.2 3.4 0.0 0.4 0.1: 0.0 0.0
Old : 100.0: 59.9 80.6 34.2 10.9 2.4 0.0 2.2 3.4 0.0 0.4 0.1: 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 16 . . . 0 . . 0 . .:
Old : 30: 18 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 : 60.8 61.8 78.3 82.0 52.3 56.4 67.0 71.0
Old : 60.8 61.8 78.3 82.0 52.3 56.4 67.0 71.0
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, August 6, 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 : 650,606: 506,366 278,776 58,852 126,774 28,199 38,579 15,650 9,592 7,833 190,430 1,185: 0 0
Old : 650,606: 506,366 278,776 58,852 126,774 28,199 38,579 15,650 9,592 7,833 190,430 1,185: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -22,376: -21,703 -22,401 -3,528 -2,753 1,194 2,028 1,550 809 -1,176 -775 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 42.8 9.0 19.5 4.3 5.9 2.4 1.5 1.2 29.3 0.2: 0.0 0.0
Old : 100.0: 77.8 42.8 9.0 19.5 4.3 5.9 2.4 1.5 1.2 29.3 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 : 42: 22 20 . 4 . 4 . . . . .:
Old : 42: 22 20 . 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 : 53.3 54.6 72.4 70.0 47.9 51.7 62.4 64.2
Old : 53.3 54.6 72.4 70.0 47.9 51.7 62.4 64.2
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, August 6, 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 : 50,485: 26,660 24,323 14,933 1,275 639 3,050 635 1,815 3,153 21,015 0: 235 783
Old : 50,485: 26,660 24,323 14,933 1,275 639 3,050 635 1,815 3,153 21,015 0: 235 783
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -1,918: -1,411 -1,538 -750 -110 256 337 0 -328 0 -154 0: -22 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 48.2 29.6 2.5 1.3 6.0 1.3 3.6 6.2 41.6 0.0: 0.5 1.6
Old : 100.0: 52.8 48.2 29.6 2.5 1.3 6.0 1.3 3.6 6.2 41.6 0.0: 0.5 1.6
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: 20 23 5 . . . . . . . 0:
Old : 36: 20 23 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 : 55.2 60.2 75.9 75.8 54.1 58.0 71.3 71.1
Old : 55.2 60.2 75.9 75.8 54.1 58.0 71.3 71.1
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, August 6, 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 : 1,777,875: 1,581,675 751,270 188,360 0 0 0 0 0 7,840 1,026,605 0: 0 0
Old : 1,777,875: 1,581,675 751,270 188,360 0 0 0 0 0 7,840 1,026,605 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -252,660: -240,900 -113,500 -7,840 0 0 0 0 0 -3,920 -139,160 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 42.3 10.6 0.0 0.0 0.0 0.0 0.0 0.4 57.7 0.0: 0.0 0.0
Old : 100.0: 89.0 42.3 10.6 0.0 0.0 0.0 0.0 0.0 0.4 57.7 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 : 22: 11 9 . 0 0 0 0 0 . . 0:
Old : 22: 11 9 . 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 : 70.7 91.6 93.1 98.9 68.2 90.9 90.7 96.2
Old : 70.7 91.6 93.1 98.9 68.2 90.9 90.7 96.2
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, August 6, 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 : 514,000: 433,350 180,600 80,650 0 0 0 0 0 0 333,400 0: 0 0
Old : 514,000: 433,350 180,600 80,650 0 0 0 0 0 0 333,400 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -84,100: -74,200 -41,530 -9,900 0 0 0 0 0 0 -42,570 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 35.1 15.7 0.0 0.0 0.0 0.0 0.0 0.0 64.9 0.0: 0.0 0.0
Old : 100.0: 84.3 35.1 15.7 0.0 0.0 0.0 0.0 0.0 0.0 64.9 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: 14 10 . 0 0 0 0 0 0 . 0:
Old : 22: 14 10 . 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 : 63.1 84.4 89.0 95.2 63.1 84.0 83.6 89.5
Old : 63.1 84.4 89.0 95.2 63.1 84.0 83.6 89.5
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, August 6, 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: 808,480 851,600 211,200 164,160 0 0 0 0 0 3,920 0: 0 0
Old : 1,019,680: 808,480 851,600 211,200 164,160 0 0 0 0 0 3,920 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 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: 79.3 83.5 20.7 16.1 0.0 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 79.3 83.5 20.7 16.1 0.0 0.0 0.0 0.0 0.0 0.4 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 : 22: 13 7 . . 0 0 0 0 0 . 0:
Old : 22: 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 : 68.2 84.7 91.9 99.2 63.6 84.7 87.3 93.9
Old : 68.2 84.7 91.9 99.2 63.6 84.7 87.3 93.9
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, August 6, 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 : 295,432: 233,640 246,904 41,200 37,896 3,912 13,544 2,368 1,976 0 1,216 1,160: 0 0
Old : 295,432: 233,640 246,904 41,200 37,896 3,912 13,544 2,368 1,976 0 1,216 1,160: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 1,952: 5,816 1,184 -3,800 -392 1,160 -1,240 0 0 0 -408 408: -392 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 83.6 13.9 12.8 1.3 4.6 0.8 0.7 0.0 0.4 0.4: 0.0 0.0
Old : 100.0: 79.1 83.6 13.9 12.8 1.3 4.6 0.8 0.7 0.0 0.4 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 : 36: 22 17 . . . . . . 0 . .:
Old : 36: 22 17 . . . . . . 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 : 40.8 51.8 62.4 77.4 36.6 49.5 56.9 67.1
Old : 40.8 51.8 62.4 77.4 36.6 49.5 56.9 67.1
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, August 6, 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 : 12,497: 8,084 8,483 1,114 1,461 966 1,187 158 681 80 682 0: 385 66
Old : 12,497: 8,084 8,483 1,114 1,461 966 1,187 158 681 80 682 0: 385 66
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 2: 21 21 0 0 0 0 0 0 0 0 0: -19 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 67.9 8.9 11.7 7.7 9.5 1.3 5.4 0.6 5.5 0.0: 3.1 0.5
Old : 100.0: 64.7 67.9 8.9 11.7 7.7 9.5 1.3 5.4 0.6 5.5 0.0: 3.1 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 : 35: 22 18 . . 4 . . . . . 0:
Old : 35: 22 18 . . 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 : 41.9 44.9 60.6 67.8 37.8 39.0 51.6 56.6
Old : 41.9 44.9 60.6 67.8 37.8 39.0 51.6 56.6
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, August 6, 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 : 369,075: 311,990 295,625 57,085 73,450 0 0 0 0 0 0 0: 0 0
Old : 369,075: 311,990 295,625 57,085 73,450 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 30, 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: 84.5 80.1 15.5 19.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.5 80.1 15.5 19.9 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 : 60.1 79.6 87.9 93.9 60.1 79.6 85.8 92.9
Old : 60.1 79.6 87.9 93.9 60.1 79.6 85.8 92.9
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, August 6, 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 : 230,415: 189,505 156,630 1,130 32,855 38,180 0 1,150 1,600 0 0 0: 0 0
Old : 230,415: 189,505 156,630 1,130 32,855 38,180 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 30, 2013 :
: 9,895: 9,895 320 0 9,575 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 68.0 0.5 14.3 16.6 0.0 0.5 0.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.2 68.0 0.5 14.3 16.6 0.0 0.5 0.7 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: 18 20 . . . 0 . . 0 0 0:
Old : 27: 18 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 : 50.3 48.1 73.4 74.3 42.5 29.3 48.4 40.2
Old : 50.3 48.1 73.4 74.3 42.5 29.3 48.4 40.2
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, August 6, 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 : 26,057: 17,847 14,995 3,313 6,104 1,789 1,086 0 210 0 1,256 42: 1,770 1,661
Old : 26,057: 17,847 14,995 3,313 6,104 1,789 1,086 0 210 0 1,256 42: 1,770 1,661
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 34: 118 -103 -119 0 119 -167 0 60 0 -20 0: 23 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 57.5 12.7 23.4 6.9 4.2 0.0 0.8 0.0 4.8 0.2: 6.8 6.4
Old : 100.0: 68.5 57.5 12.7 23.4 6.9 4.2 0.0 0.8 0.0 4.8 0.2: 6.8 6.4
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 : 30: 19 19 . . 4 . 0 . 0 . .:
Old : 30: 19 19 . . 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 : 41.5 47.4 62.7 72.3 29.0 45.1 45.1 62.5
Old : 41.5 47.4 62.7 72.3 29.0 45.1 45.1 62.5
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, August 6, 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 : 1,827,484: 1,447,075 1,358,900 112,986 144,305 55,085 66,155 69,195 146,183 0 53,816 0: 0 0
Old : 1,827,484: 1,447,075 1,358,900 112,986 144,305 55,085 66,155 69,195 146,183 0 53,816 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -36,776: -43,400 7,072 -5,680 -18,032 2,976 16,072 -13,720 -6,744 0 -8,328 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 74.4 6.2 7.9 3.0 3.6 3.8 8.0 0.0 2.9 0.0: 0.0 0.0
Old : 100.0: 79.2 74.4 6.2 7.9 3.0 3.6 3.8 8.0 0.0 2.9 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 : 45.1 45.2 69.3 69.1 37.2 40.3 53.2 58.2
Old : 45.1 45.2 69.3 69.1 37.2 40.3 53.2 58.2
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, August 6, 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 : 621,505: 476,150 445,340 92,625 31,890 37,625 0 54,160 15,105 0 37,385 0: 0 0
Old : 621,505: 476,150 445,340 92,625 31,890 37,625 0 54,160 15,105 0 37,385 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -29,945: -22,590 -20,720 -4,385 1,440 -2,420 0 -3,480 -550 0 -4,215 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 71.7 14.9 5.1 6.1 0.0 8.7 2.4 0.0 6.0 0.0: 0.0 0.0
Old : 100.0: 76.6 71.7 14.9 5.1 6.1 0.0 8.7 2.4 0.0 6.0 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 : 41: 27 20 . . 4 0 . . 0 . 0:
Old : 41: 27 20 . . 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 : 43.6 40.8 66.8 67.3 42.6 36.4 63.7 56.2
Old : 43.6 40.8 66.8 67.3 42.6 36.4 63.7 56.2
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, August 6, 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 : 989,022: 788,652 942,222 153,570 0 46,800 0 0 0 0 0 0: 0 0
Old : 989,022: 788,652 942,222 153,570 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 30, 2013 :
: -117,312: -93,792 -117,312 -23,520 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 95.3 15.5 0.0 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.7 95.3 15.5 0.0 4.7 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 : 23: 15 10 . 0 . 0 0 0 0 0 0:
Old : 23: 15 10 . 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 : 50.3 85.2 77.0 96.8 42.0 61.1 58.3 69.7
Old : 50.3 85.2 77.0 96.8 42.0 61.1 58.3 69.7
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, August 6, 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 : 317,545: 240,095 287,615 55,250 11,930 18,000 4,200 0 0 0 0 0: 0 0
Old : 317,545: 240,095 287,615 55,250 11,930 18,000 4,200 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 30, 2013 :
: -49,500: -39,600 -49,500 -4,400 4,400 -4,400 -1,100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 90.6 17.4 3.8 5.7 1.3 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 75.6 90.6 17.4 3.8 5.7 1.3 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: 20 12 . . . . 0 0 0 0 0:
Old : 29: 20 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 : 38.8 73.5 60.8 95.8 30.5 59.8 49.0 69.9
Old : 38.8 73.5 60.8 95.8 30.5 59.8 49.0 69.9
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, August 6, 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 : 591,391: 367,207 501,250 58,514 11,887 32,292 108,785 3,500 23,025 0 17,869 1,568: 0 0
Old : 591,391: 367,207 501,250 58,514 11,887 32,292 108,785 3,500 23,025 0 17,869 1,568: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -38,078: -26,742 -33,718 -5,496 416 352 -4,232 -4,704 -392 0 1,536 -1,568: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 84.8 9.9 2.0 5.5 18.4 0.6 3.9 0.0 3.0 0.3: 0.0 0.0
Old : 100.0: 62.1 84.8 9.9 2.0 5.5 18.4 0.6 3.9 0.0 3.0 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 : 41: 26 26 . . 4 . . . 0 . .:
Old : 41: 26 26 . . 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 : 59.7 54.6 79.5 71.2 52.4 51.9 66.5 62.7
Old : 59.7 54.6 79.5 71.2 52.4 51.9 66.5 62.7
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, August 6, 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 : 41,850: 28,170 31,202 4,704 3,326 1,234 6,269 3,042 1,049 0 1,724 147: 277 126
Old : 41,850: 28,170 31,202 4,704 3,326 1,234 6,269 3,042 1,049 0 1,724 147: 277 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -2,986: -2,188 -1,910 -386 -743 -30 -264 -330 5 0 77 -65: -59 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 74.6 11.2 7.9 2.9 15.0 7.3 2.5 0.0 4.1 0.4: 0.7 0.3
Old : 100.0: 67.3 74.6 11.2 7.9 2.9 15.0 7.3 2.5 0.0 4.1 0.4: 0.7 0.3
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 : 41: 26 27 . . . . . . 0 . .:
Old : 41: 26 27 . . . . . . 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 : 52.1 49.4 77.9 74.0 47.9 48.7 68.9 73.0
Old : 52.1 49.4 77.9 74.0 47.9 48.7 68.9 73.0
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, August 6, 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 : 24,169: 11,518 23,741 9,391 0 77 3,002 0 104 0 170 77: 0 0
Old : 24,169: 11,518 23,741 9,391 0 77 3,002 0 104 0 170 77: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 324: 4 297 347 0 0 18 0 27 -46 26 -26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 98.2 38.9 0.0 0.3 12.4 0.0 0.4 0.0 0.7 0.3: 0.0 0.0
Old : 100.0: 47.7 98.2 38.9 0.0 0.3 12.4 0.0 0.4 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 : 33: 19 18 . 0 . . 0 . 0 . .:
Old : 33: 19 18 . 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 77.1 78.4 87.9 51.3 73.1 70.4 80.9
Old : 52.0 77.1 78.4 87.9 51.3 73.1 70.4 80.9
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, August 6, 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 : 182,112: 95,706 174,959 64,319 0 4,865 13,988 0 1,952 1,282 336 0: 0 0
Old : 182,112: 95,706 174,959 64,319 0 4,865 13,988 0 1,952 1,282 336 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 9,040: 9,712 8,719 -993 0 321 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 96.1 35.3 0.0 2.7 7.7 0.0 1.1 0.7 0.2 0.0: 0.0 0.0
Old : 100.0: 52.6 96.1 35.3 0.0 2.7 7.7 0.0 1.1 0.7 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 : 26: 12 12 . 0 . . 0 . . . 0:
Old : 26: 12 12 . 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 : 61.8 77.9 83.5 93.9 56.6 67.6 73.0 78.5
Old : 61.8 77.9 83.5 93.9 56.6 67.6 73.0 78.5
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, August 6, 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 : 558,686: 323,912 485,724 171,929 17,974 11,335 16,186 8,329 35,324 0 0 0: 0 0
Old : 558,686: 323,912 485,724 171,929 17,974 11,335 16,186 8,329 35,324 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 30, 2013 :
: -27,074: -21,586 -16,122 -4,704 -2,352 0 2,352 -5,464 -3,136 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 86.9 30.8 3.2 2.0 2.9 1.5 6.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 58.0 86.9 30.8 3.2 2.0 2.9 1.5 6.3 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 18 4 . . . . . 0 0 0:
Old : 34: 20 18 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 : 47.4 71.7 66.6 86.0 45.7 60.0 57.4 65.4
Old : 47.4 71.7 66.6 86.0 45.7 60.0 57.4 65.4
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, August 6, 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 : 29,655: 22,295 22,742 319 3,057 3,025 3,482 0 150 0 0 0: 384 681
Old : 29,655: 22,295 22,742 319 3,057 3,025 3,482 0 150 0 0 0: 384 681
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -876: -1,685 -1,087 278 -578 745 -3 0 -212 0 0 0: 1 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 76.7 1.1 10.3 10.2 11.7 0.0 0.5 0.0 0.0 0.0: 1.3 2.3
Old : 100.0: 75.2 76.7 1.1 10.3 10.2 11.7 0.0 0.5 0.0 0.0 0.0: 1.3 2.3
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 : 33: 21 18 . 4 4 . 0 . 0 0 0:
Old : 33: 21 18 . 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 : 36.8 80.2 65.5 88.0 33.3 58.1 51.2 62.4
Old : 36.8 80.2 65.5 88.0 33.3 58.1 51.2 62.4
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, August 6, 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 : 82,348: 54,206 58,243 7,934 0 20,208 0 0 0 0 3,897 0: 0 0
Old : 82,348: 54,206 58,243 7,934 0 20,208 0 0 0 0 3,897 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -7,840: -3,920 -6,272 -3,920 0 0 0 0 0 0 -1,568 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 70.7 9.6 0.0 24.5 0.0 0.0 0.0 0.0 4.7 0.0: 0.0 0.0
Old : 100.0: 65.8 70.7 9.6 0.0 24.5 0.0 0.0 0.0 0.0 4.7 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 : 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 : 74.4 79.6 95.4 94.8 48.1 55.4 57.7 61.1
Old : 74.4 79.6 95.4 94.8 48.1 55.4 57.7 61.1
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, August 6, 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 : 21,936: 12,335 20,359 5,229 321 790 724 188 0 2,409 0 44: 405 234
Old : 21,936: 12,335 20,359 5,229 321 790 724 188 0 2,409 0 44: 405 234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -677: 511 -919 -1,279 299 -57 128 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 92.8 23.8 1.5 3.6 3.3 0.9 0.0 11.0 0.0 0.2: 1.8 1.1
Old : 100.0: 56.2 92.8 23.8 1.5 3.6 3.3 0.9 0.0 11.0 0.0 0.2: 1.8 1.1
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 : 32: 19 18 . . 4 . . 0 . 0 .:
Old : 32: 19 18 . . 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 : 49.7 51.7 66.8 74.0 43.9 46.9 55.8 62.5
Old : 49.7 51.7 66.8 74.0 43.9 46.9 55.8 62.5
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, August 6, 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 : 324,595: 127,847 307,427 132,207 0 15,608 4,704 0 0 42,669 0 1,560: 0 0
Old : 324,595: 127,847 307,427 132,207 0 15,608 4,704 0 0 42,669 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 30, 2013 :
: -24,304: -15,680 -23,912 -4,704 -784 392 0 0 0 -4,312 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 94.7 40.7 0.0 4.8 1.4 0.0 0.0 13.1 0.0 0.5: 0.0 0.0
Old : 100.0: 39.4 94.7 40.7 0.0 4.8 1.4 0.0 0.0 13.1 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 : 29: 17 18 4 0 . . 0 0 . 0 .:
Old : 29: 17 18 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 : 60.7 59.1 81.7 80.4 58.7 48.3 71.4 67.5
Old : 60.7 59.1 81.7 80.4 58.7 48.3 71.4 67.5
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, August 6, 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 : 18,073: 8,743 11,813 6,481 4,861 1,102 172 0 84 1,110 0 40: 341 173
Old : 18,073: 8,743 11,813 6,481 4,861 1,102 172 0 84 1,110 0 40: 341 173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 394: -494 670 1,164 0 -276 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 65.4 35.9 26.9 6.1 1.0 0.0 0.5 6.1 0.0 0.2: 1.9 1.0
Old : 100.0: 48.4 65.4 35.9 26.9 6.1 1.0 0.0 0.5 6.1 0.0 0.2: 1.9 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 : 31: 18 21 4 . 4 . 0 . . 0 .:
Old : 31: 18 21 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 : 46.2 51.9 68.8 69.9 39.9 46.6 55.0 57.7
Old : 46.2 51.9 68.8 69.9 39.9 46.6 55.0 57.7
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, August 6, 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 : 219,166: 87,836 127,051 124,552 85,826 1,609 0 4,680 0 5,169 0 0: 0 0
Old : 219,166: 87,836 127,051 124,552 85,826 1,609 0 4,680 0 5,169 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -18,816: -12,152 -15,680 -4,704 -3,136 0 0 0 0 -1,960 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 58.0 56.8 39.2 0.7 0.0 2.1 0.0 2.4 0.0 0.0: 0.0 0.0
Old : 100.0: 40.1 58.0 56.8 39.2 0.7 0.0 2.1 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: 14 13 4 . . 0 . 0 . 0 0:
Old : 29: 14 13 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 : 71.6 69.3 88.8 90.5 65.4 69.3 77.6 82.4
Old : 71.6 69.3 88.8 90.5 65.4 69.3 77.6 82.4
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, August 6, 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 : 30,035: 20,644 24,326 4,800 77 1,615 0 1,041 2,976 0 0 0: 0 0
Old : 30,035: 20,644 24,326 4,800 77 1,615 0 1,041 2,976 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 30, 2013 :
: -1,282: -741 -1,740 -1,215 0 620 0 -216 54 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 81.0 16.0 0.3 5.4 0.0 3.5 9.9 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 68.7 81.0 16.0 0.3 5.4 0.0 3.5 9.9 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 : 30: 18 20 . . . 0 . . 0 0 0:
Old : 30: 18 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 : 53.7 52.2 80.2 74.9 45.1 40.4 57.9 55.5
Old : 53.7 52.2 80.2 74.9 45.1 40.4 57.9 55.5
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, August 6, 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 : 184,765: 162,684 112,821 1,609 53,056 18,888 1,584 0 0 0 0 0: 0 0
Old : 184,765: 162,684 112,821 1,609 53,056 18,888 1,584 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 30, 2013 :
: -35,224: -29,286 -15,328 -328 -14,935 -4,633 -649 0 -328 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 61.1 0.9 28.7 10.2 0.9 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.0 61.1 0.9 28.7 10.2 0.9 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 : 27: 14 15 . . . . 0 0 0 0 0:
Old : 27: 14 15 . . . . 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 : 57.9 60.8 79.4 80.8 53.7 50.2 68.4 64.6
Old : 57.9 60.8 79.4 80.8 53.7 50.2 68.4 64.6
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, August 6, 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 : 753,092: 672,857 614,985 39,040 18,832 41,195 0 78,080 0 0 0 0: 0 0
Old : 753,092: 672,857 614,985 39,040 18,832 41,195 0 78,080 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 30, 2013 :
: -27,088: -23,168 -13,368 -3,920 -5,880 0 0 -7,840 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 81.7 5.2 2.5 5.5 0.0 10.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.3 81.7 5.2 2.5 5.5 0.0 10.4 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 : 65.2 74.0 83.8 94.6 65.0 74.0 79.2 84.4
Old : 65.2 74.0 83.8 94.6 65.0 74.0 79.2 84.4
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, August 6, 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 : 237,245: 209,235 209,185 16,450 8,000 11,560 0 8,500 0 0 0 0: 0 0
Old : 237,245: 209,235 209,185 16,450 8,000 11,560 0 8,500 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 30, 2013 :
: -13,120: -10,250 -8,305 -2,750 -1,420 -120 0 -3,275 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 88.2 6.9 3.4 4.9 0.0 3.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.2 88.2 6.9 3.4 4.9 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 : 29: 17 12 . . . 0 . 0 0 0 0:
Old : 29: 17 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 : 59.9 71.0 77.9 90.8 57.8 66.5 73.7 80.3
Old : 59.9 71.0 77.9 90.8 57.8 66.5 73.7 80.3
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, August 6, 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 : 2,293: 868 1,292 374 450 253 0 2 54 483 3 239: 23 -0
Old : 2,293: 868 1,292 374 450 253 0 2 54 483 3 239: 23 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -300: -85 -168 -102 -78 -8 0 -1 2 -61 -2 -45: 1 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 56.3 16.3 19.6 11.0 0.0 0.1 2.3 21.0 0.1 10.4: 1.0 -0.0
Old : 100.0: 37.9 56.3 16.3 19.6 11.0 0.0 0.1 2.3 21.0 0.1 10.4: 1.0 -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 13 . . 5 0 . . . . .:
Old : 21: 12 13 . . 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 : 72.8 64.3 85.5 87.3 48.3 48.2 52.7 52.7
Old : 72.8 64.3 85.5 87.3 48.3 48.2 52.7 52.7
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, August 6, 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 : 122,220: 88,920 117,250 30,330 2,000 2,970 0 0 0 0 0 0: 0 0
Old : 122,220: 88,920 117,250 30,330 2,000 2,970 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 30, 2013 :
: -13,520: -10,220 -12,750 -530 2,000 -2,770 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 95.9 24.8 1.6 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.8 95.9 24.8 1.6 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 : 20: 12 10 . . . 0 0 0 0 0 0:
Old : 20: 12 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 : 61.7 79.8 86.5 95.5 59.5 70.7 78.3 80.7
Old : 61.7 79.8 86.5 95.5 59.5 70.7 78.3 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, August 6, 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 : 234,625: 187,725 119,915 42,050 109,860 4,850 0 0 0 0 0 0: 0 0
Old : 234,625: 187,725 119,915 42,050 109,860 4,850 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 30, 2013 :
: -6,990: -5,340 -6,050 1,100 1,810 -2,750 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 51.1 17.9 46.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.0 51.1 17.9 46.8 2.1 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: 14 11 . . . 0 0 0 0 0 0:
Old : 25: 14 11 . . . 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 : 61.2 84.0 89.1 97.0 59.6 82.4 87.3 94.7
Old : 61.2 84.0 89.1 97.0 59.6 82.4 87.3 94.7
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, August 6, 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 : 809,803: 644,605 394,915 163,198 412,888 2,000 0 0 0 0 0 0: 0 0
Old : 809,803: 644,605 394,915 163,198 412,888 2,000 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 30, 2013 :
: -15,024: -1,696 -14,112 -7,448 4,968 -5,880 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 48.8 20.2 51.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.6 48.8 20.2 51.0 0.2 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: 10 8 4 . . 0 0 0 0 0 0:
Old : 22: 10 8 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 : 63.2 90.6 89.5 99.5 62.9 90.6 89.0 99.5
Old : 63.2 90.6 89.5 99.5 62.9 90.6 89.0 99.5
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, August 6, 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 : 157,705: 126,735 125,355 11,290 12,890 19,460 0 0 0 220 0 0: 0 0
Old : 157,705: 126,735 125,355 11,290 12,890 19,460 0 0 0 220 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 3,500: 3,720 -1,690 1,100 6,290 -1,100 0 0 0 -220 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 79.5 7.2 8.2 12.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 80.4 79.5 7.2 8.2 12.3 0.0 0.0 0.0 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 : 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 : 46.8 65.8 78.3 88.9 41.6 61.1 60.3 69.1
Old : 46.8 65.8 78.3 88.9 41.6 61.1 60.3 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, August 6, 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 :
: : Positions :
All : 557,069: 444,039 425,849 40,887 59,077 72,143 0 0 0 0 0 0: 0 0
Old : 557,069: 444,039 425,849 40,887 59,077 72,143 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 30, 2013 :
: 33,150: 33,150 2,312 3,920 34,758 -3,920 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 76.4 7.3 10.6 13.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.7 76.4 7.3 10.6 13.0 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: 14 9 . . . 0 0 0 0 0 0:
Old : 21: 14 9 . . . 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 : 51.5 73.4 82.2 94.1 43.5 65.0 62.2 69.6
Old : 51.5 73.4 82.2 94.1 43.5 65.0 62.2 69.6
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, August 6, 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 : 218,775: 200,240 181,500 1,100 24,080 13,195 0 0 0 4,240 0 0: 0 0
Old : 218,775: 200,240 181,500 1,100 24,080 13,195 0 0 0 4,240 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 24,950: 31,990 24,400 -1,100 6,050 -5,500 0 0 0 -440 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 83.0 0.5 11.0 6.0 0.0 0.0 0.0 1.9 0.0 0.0: 0.0 0.0
Old : 100.0: 91.5 83.0 0.5 11.0 6.0 0.0 0.0 0.0 1.9 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: 19 8 . 4 . 0 0 0 . 0 0:
Old : 27: 19 8 . 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 : 52.5 78.3 74.0 92.5 48.9 70.2 69.9 81.3
Old : 52.5 78.3 74.0 92.5 48.9 70.2 69.9 81.3
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, August 6, 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 : 692,063: 618,629 596,693 20,384 42,320 53,050 0 0 0 0 0 0: 0 0
Old : 692,063: 618,629 596,693 20,384 42,320 53,050 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 30, 2013 :
: 120,631: 126,511 122,591 -3,920 0 -1,960 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 86.2 2.9 6.1 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.4 86.2 2.9 6.1 7.7 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 : 20: 14 7 . . . 0 0 0 0 0 0:
Old : 20: 14 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 : 57.7 80.7 79.0 96.3 56.3 71.8 73.8 81.4
Old : 57.7 80.7 79.0 96.3 56.3 71.8 73.8 81.4
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, August 6, 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 : 1,074,083: 1,002,279 1,063,139 68,668 3,888 3,136 0 3,920 0 0 0 0: 0 0
Old : 1,074,083: 1,002,279 1,063,139 68,668 3,888 3,136 0 3,920 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 30, 2013 :
: -82,712: -77,616 -81,928 -5,096 -784 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 99.0 6.4 0.4 0.3 0.0 0.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 93.3 99.0 6.4 0.4 0.3 0.0 0.4 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 : 24: 15 7 . . . 0 . 0 0 0 0:
Old : 24: 15 7 . . . 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 : 70.5 97.0 90.8 99.6 70.5 96.2 89.7 97.9
Old : 70.5 97.0 90.8 99.6 70.5 96.2 89.7 97.9
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, August 6, 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 : 291,390: 275,970 289,250 13,280 0 2,140 0 0 0 0 0 0: 0 0
Old : 291,390: 275,970 289,250 13,280 0 2,140 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 30, 2013 :
: -37,760: -37,400 -35,470 1,930 0 -2,290 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 99.3 4.6 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.7 99.3 4.6 0.0 0.7 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: 21 7 . 0 . 0 0 0 0 0 0:
Old : 31: 21 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 : 64.5 95.8 83.4 99.7 64.5 95.8 83.1 99.3
Old : 64.5 95.8 83.4 99.7 64.5 95.8 83.1 99.3
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, August 6, 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 : 6,509,363: 4,871,425 6,209,009 1,200,612 121,944 178,410 146,424 0 0 112,492 0 0: 0 0
Old : 6,509,363: 4,871,425 6,209,009 1,200,612 121,944 178,410 146,424 0 0 112,492 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -177,557: -207,927 -123,996 104,363 -12,888 -40,673 -12,544 0 0 -20,776 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 95.4 18.4 1.9 2.7 2.2 0.0 0.0 1.7 0.0 0.0: 0.0 0.0
Old : 100.0: 74.8 95.4 18.4 1.9 2.7 2.2 0.0 0.0 1.7 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: 31 29 4 . 5 . 0 0 . 0 0:
Old : 45: 31 29 4 . 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 : 41.7 63.9 63.1 81.1 32.8 56.5 48.9 66.0
Old : 41.7 63.9 63.1 81.1 32.8 56.5 48.9 66.0
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, August 6, 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 : 2,163,490: 1,689,390 2,070,865 344,080 26,210 64,215 31,335 2,200 0 34,470 0 0: 0 0
Old : 2,163,490: 1,689,390 2,070,865 344,080 26,210 64,215 31,335 2,200 0 34,470 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -152,010: -140,945 -131,020 3,620 -5,830 -11,860 -1,895 0 0 -930 -3,300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 95.7 15.9 1.2 3.0 1.4 0.1 0.0 1.6 0.0 0.0: 0.0 0.0
Old : 100.0: 78.1 95.7 15.9 1.2 3.0 1.4 0.1 0.0 1.6 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 : 55: 33 34 5 . 5 . . 0 . 0 0:
Old : 55: 33 34 5 . 5 . . 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 : 36.3 58.9 61.8 77.4 32.8 55.5 51.9 71.3
Old : 36.3 58.9 61.8 77.4 32.8 55.5 51.9 71.3
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, August 6, 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 : 2,638,469: 1,602,235 1,481,775 184,688 297,905 169,143 0 168,326 42,375 556,293 395,210 83,735: 0 0
Old : 2,638,469: 1,602,235 1,481,775 184,688 297,905 169,143 0 168,326 42,375 556,293 395,210 83,735: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -62,397: -40,402 21,804 13,616 -30,256 -18,590 0 -12,870 -1,320 1,117 -6,547 -11,518: -5,300 -3,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 56.2 7.0 11.3 6.4 0.0 6.4 1.6 21.1 15.0 3.2: 0.0 0.0
Old : 100.0: 60.7 56.2 7.0 11.3 6.4 0.0 6.4 1.6 21.1 15.0 3.2: 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 : 65: 37 32 4 6 8 0 4 . 5 5 6:
Old : 65: 37 32 4 6 8 0 4 . 5 5 6:
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 : 47.5 48.1 61.3 65.4 47.4 44.8 59.4 60.5
Old : 47.5 48.1 61.3 65.4 47.4 44.8 59.4 60.5
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, August 6, 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 : 5,288,507: 4,436,889 3,805,277 184,869 567,316 392,155 85,047 76,455 90,735 47,895 305,652 50,917: 0 0
Old : 5,288,507: 4,436,889 3,805,277 184,869 567,316 392,155 85,047 76,455 90,735 47,895 305,652 50,917: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -39,798: -878 -42,182 -34,216 33,744 -2,352 392 -5,880 -2,744 3,136 -17,248 -3,136: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 72.0 3.5 10.7 7.4 1.6 1.4 1.7 0.9 5.8 1.0: 0.0 0.0
Old : 100.0: 83.9 72.0 3.5 10.7 7.4 1.6 1.4 1.7 0.9 5.8 1.0: 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 : 50: 29 25 4 4 4 . . . . . .:
Old : 50: 29 25 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 : 45.9 67.4 62.9 81.9 45.6 61.5 60.9 73.7
Old : 45.9 67.4 62.9 81.9 45.6 61.5 60.9 73.7
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, August 6, 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 : 602,880: 522,155 478,725 65,045 107,965 15,350 0 510 330 0 0 0: 0 0
Old : 602,880: 522,155 478,725 65,045 107,965 15,350 0 510 330 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 30, 2013 :
: -58,425: -37,400 -41,750 -19,735 -15,715 -960 0 330 -330 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 79.4 10.8 17.9 2.5 0.0 0.1 0.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.6 79.4 10.8 17.9 2.5 0.0 0.1 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 : 33: 26 10 . . . 0 . . 0 0 0:
Old : 33: 26 10 . . . 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 : 45.1 68.9 68.9 92.6 45.0 67.4 64.7 82.4
Old : 45.1 68.9 68.9 92.6 45.0 67.4 64.7 82.4
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, August 6, 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 : 2,067,198: 1,813,457 1,642,315 165,272 326,500 88,469 0 9,914 0 0 0 0: 0 0
Old : 2,067,198: 1,813,457 1,642,315 165,272 326,500 88,469 0 9,914 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 30, 2013 :
: -83,104: -67,424 -77,661 -20,821 -5,880 5,141 0 -4,704 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 79.4 8.0 15.8 4.3 0.0 0.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.7 79.4 8.0 15.8 4.3 0.0 0.5 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 : 33: 24 11 . . . 0 . 0 0 0 0:
Old : 33: 24 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 : 50.2 67.3 72.0 88.5 50.2 65.4 68.1 79.1
Old : 50.2 67.3 72.0 88.5 50.2 65.4 68.1 79.1
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, August 6, 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 : 73,895: 47,273 29,240 536 18,449 14,114 0 1,955 4,867 1,537 0 349: 5,220 4,921
Old : 73,895: 47,273 29,240 536 18,449 14,114 0 1,955 4,867 1,537 0 349: 5,220 4,921
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -3,329: -3,609 -1,313 88 -2,630 -3,183 0 82 -166 -370 0 -46: 3,956 3,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 39.6 0.7 25.0 19.1 0.0 2.6 6.6 2.1 0.0 0.5: 7.1 6.7
Old : 100.0: 64.0 39.6 0.7 25.0 19.1 0.0 2.6 6.6 2.1 0.0 0.5: 7.1 6.7
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 : 38: 22 24 . 5 7 0 . . . 0 .:
Old : 38: 22 24 . 5 7 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 46.8 67.0 67.0 29.7 27.3 35.8 36.2
Old : 45.3 46.8 67.0 67.0 29.7 27.3 35.8 36.2
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, August 6, 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 : 11,313: 5,193 7,130 403 1,319 1,662 2,446 0 608 56 0 106: 840 488
Old : 11,313: 5,193 7,130 403 1,319 1,662 2,446 0 608 56 0 106: 840 488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -617: -411 -432 37 117 -183 70 0 -60 -14 0 0: -56 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 63.0 3.6 11.7 14.7 21.6 0.0 5.4 0.5 0.0 0.9: 7.4 4.3
Old : 100.0: 45.9 63.0 3.6 11.7 14.7 21.6 0.0 5.4 0.5 0.0 0.9: 7.4 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 : 20: 13 8 . . 4 . 0 . . 0 .:
Old : 20: 13 8 . . 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 : 43.0 62.8 65.0 80.5 38.9 53.1 49.7 56.2
Old : 43.0 62.8 65.0 80.5 38.9 53.1 49.7 56.2
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, August 6, 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 : 4,947: 4,267 2,012 0 1,253 11 0 848 0 0 0 0: 669 823
Old : 4,947: 4,267 2,012 0 1,253 11 0 848 0 0 0 0: 669 823
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -399: -347 -174 0 -47 0 0 -104 0 0 0 0: -52 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 40.7 0.0 25.3 0.2 0.0 17.1 0.0 0.0 0.0 0.0: 13.5 16.6
Old : 100.0: 86.3 40.7 0.0 25.3 0.2 0.0 17.1 0.0 0.0 0.0 0.0: 13.5 16.6
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: 15 9 0 . . 0 . 0 0 0 0:
Old : 20: 15 9 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 : 52.3 47.1 75.5 69.0 41.9 42.5 55.5 54.5
Old : 52.3 47.1 75.5 69.0 41.9 42.5 55.5 54.5
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, August 6, 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 : 9,159: 4,157 6,121 1,278 44 896 1,404 200 136 0 738 640: 648 384
Old : 9,159: 4,157 6,121 1,278 44 896 1,404 200 136 0 738 640: 648 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -675: -431 -503 0 44 -112 14 -40 -34 0 96 -96: -16 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 66.8 14.0 0.5 9.8 15.3 2.2 1.5 0.0 8.1 7.0: 7.1 4.2
Old : 100.0: 45.4 66.8 14.0 0.5 9.8 15.3 2.2 1.5 0.0 8.1 7.0: 7.1 4.2
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 : 26: 15 15 . . . . . . 0 . .:
Old : 26: 15 15 . . . . . . 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 : 46.6 44.7 67.6 70.5 38.1 35.9 53.7 56.6
Old : 46.6 44.7 67.6 70.5 38.1 35.9 53.7 56.6
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, August 6, 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 : 14,631: 8,623 10,021 1,354 200 1,658 0 592 1,298 150 0 0: 1,548 862
Old : 14,631: 8,623 10,021 1,354 200 1,658 0 592 1,298 150 0 0: 1,548 862
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -883: -465 -833 -218 0 -16 0 34 -34 -30 0 0: -120 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 68.5 9.3 1.4 11.3 0.0 4.0 8.9 1.0 0.0 0.0: 10.6 5.9
Old : 100.0: 58.9 68.5 9.3 1.4 11.3 0.0 4.0 8.9 1.0 0.0 0.0: 10.6 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 : 32.7 48.5 52.6 70.2 21.4 41.9 32.7 49.0
Old : 32.7 48.5 52.6 70.2 21.4 41.9 32.7 49.0
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, August 6, 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 : 34,658: 26,205 30,801 5,651 955 2,459 0 443 0 343 0 0: 0 0
Old : 34,658: 26,205 30,801 5,651 955 2,459 0 443 0 343 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 985: -3,549 1,717 2,970 -2,396 1,309 0 355 0 255 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 88.9 16.3 2.8 7.1 0.0 1.3 0.0 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 75.6 88.9 16.3 2.8 7.1 0.0 1.3 0.0 1.0 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: 17 14 . . . 0 . 0 . 0 0:
Old : 31: 17 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 : 55.2 71.8 80.3 90.1 48.1 68.7 73.2 80.8
Old : 55.2 71.8 80.3 90.1 48.1 68.7 73.2 80.8
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, August 6, 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 : 690,644: 529,096 647,714 118,618 0 38,250 0 4,680 0 4,680 0 0: 0 0
Old : 690,644: 529,096 647,714 118,618 0 38,250 0 4,680 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 30, 2013 :
: 44,546: -41,842 55,888 68,243 -29,487 13,465 0 4,680 0 4,680 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 93.8 17.2 0.0 5.5 0.0 0.7 0.0 0.7 0.0 0.0: 0.0 0.0
Old : 100.0: 76.6 93.8 17.2 0.0 5.5 0.0 0.7 0.0 0.7 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: 18 12 . 0 . 0 . 0 . 0 0:
Old : 27: 18 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 : 49.1 84.1 75.1 96.5 43.3 82.1 69.4 88.5
Old : 49.1 84.1 75.1 96.5 43.3 82.1 69.4 88.5
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, August 6, 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 : 18,290: 14,210 5,179 1,609 463 703 0 0 0 1,662 11,583 0: 106 362
Old : 18,290: 14,210 5,179 1,609 463 703 0 0 0 1,662 11,583 0: 106 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -3,281: -3,200 -961 -44 -963 381 0 0 0 -396 -1,716 0: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 28.3 8.8 2.5 3.8 0.0 0.0 0.0 9.1 63.3 0.0: 0.6 2.0
Old : 100.0: 77.7 28.3 8.8 2.5 3.8 0.0 0.0 0.0 9.1 63.3 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: 8 8 . . . 0 0 0 . . 0:
Old : 20: 8 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 : 65.4 85.5 88.2 95.9 64.0 82.5 85.0 90.3
Old : 65.4 85.5 88.2 95.9 64.0 82.5 85.0 90.3
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, August 6, 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 : 43,125: 29,128 40,850 11,212 0 2,275 0 0 0 0 0 0: 510 0
Old : 43,125: 29,128 40,850 11,212 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 30, 2013 :
: -3,850: -2,772 -3,850 -1,078 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 94.7 26.0 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.0
Old : 100.0: 67.5 94.7 26.0 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 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 : 76.1 46.6 94.6 74.4 70.9 46.2 82.6 71.0
Old : 76.1 46.6 94.6 74.4 70.9 46.2 82.6 71.0
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, August 6, 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 : 644,676: 526,644 577,909 108,672 57,407 9,360 0 0 0 0 0 0: 0 0
Old : 644,676: 526,644 577,909 108,672 57,407 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 30, 2013 :
: -52,136: -43,120 -51,744 -9,016 -392 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 89.6 16.9 8.9 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.7 89.6 16.9 8.9 1.5 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 : 80.0 47.3 92.4 79.2 75.1 43.0 80.5 68.1
Old : 80.0 47.3 92.4 79.2 75.1 43.0 80.5 68.1
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, August 6, 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 : 68,563: 38,799 43,551 11,488 20,256 2,206 6,860 530 1,275 7,680 639 0: 255 106
Old : 68,563: 38,799 43,551 11,488 20,256 2,206 6,860 530 1,275 7,680 639 0: 255 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -1,475: -89 -67 66 -308 -902 -550 -110 0 0 -66 0: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 63.5 16.8 29.5 3.2 10.0 0.8 1.9 11.2 0.9 0.0: 0.4 0.2
Old : 100.0: 56.6 63.5 16.8 29.5 3.2 10.0 0.8 1.9 11.2 0.9 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 : 35: 16 15 4 . . . . . . . 0:
Old : 35: 16 15 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 52.9 70.9 74.6 40.6 50.5 59.7 65.3
Old : 44.4 52.9 70.9 74.6 40.6 50.5 59.7 65.3
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, August 6, 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 : 1,501,616: 982,694 831,235 132,714 239,981 73,149 0 301,500 0 307,278 49,970 5,781: 0 0
Old : 1,501,616: 982,694 831,235 132,714 239,981 73,149 0 301,500 0 307,278 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 30, 2013 :
: -29,301: -26,949 -8,962 347 -11,368 -1,131 0 -7,840 0 -1,568 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 55.4 8.8 16.0 4.9 0.0 20.1 0.0 20.5 3.3 0.4: 0.0 0.0
Old : 100.0: 65.4 55.4 8.8 16.0 4.9 0.0 20.1 0.0 20.5 3.3 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 : 41: 20 21 . 4 4 0 . 0 . . .:
Old : 41: 20 21 . 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 : 50.9 48.1 77.1 70.4 50.1 47.9 70.6 67.6
Old : 50.9 48.1 77.1 70.4 50.1 47.9 70.6 67.6
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, August 6, 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 : 21,767: 14,055 15,295 7,228 3,235 0 0 2,162 0 0 188 484: 0 403
Old : 21,767: 14,055 15,295 7,228 3,235 0 0 2,162 0 0 188 484: 0 403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -2,090: -1,694 -1,650 -396 -220 0 0 0 0 0 -176 0: 0 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 70.3 33.2 14.9 0.0 0.0 9.9 0.0 0.0 0.9 2.2: 0.0 1.9
Old : 100.0: 64.6 70.3 33.2 14.9 0.0 0.0 9.9 0.0 0.0 0.9 2.2: 0.0 1.9
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 : 22: 11 10 . . 0 0 . 0 0 . .:
Old : 22: 11 10 . . 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 : 60.1 78.7 87.4 92.4 57.3 68.4 76.4 80.1
Old : 60.1 78.7 87.4 92.4 57.3 68.4 76.4 80.1
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, August 6, 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 : 42,483: 29,176 31,004 11,354 0 1,827 0 9,652 0 126 0 0: 0 0
Old : 42,483: 29,176 31,004 11,354 0 1,827 0 9,652 0 126 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -497: 208 9 -573 0 -132 0 -374 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 73.0 26.7 0.0 4.3 0.0 22.7 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 68.7 73.0 26.7 0.0 4.3 0.0 22.7 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 : 26: 12 14 5 0 . 0 . 0 . 0 0:
Old : 26: 12 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 : 53.2 75.5 81.7 91.2 48.0 55.6 68.0 69.8
Old : 53.2 75.5 81.7 91.2 48.0 55.6 68.0 69.8
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, August 6, 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 : 47,504: 30,388 19,618 722 7,134 7,458 4,685 0 1,490 719 9,762 2,042: 0 0
Old : 47,504: 30,388 19,618 722 7,134 7,458 4,685 0 1,490 719 9,762 2,042: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 108: 658 -1,426 -721 1,275 611 330 0 -330 22 440 -462: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 41.3 1.5 15.0 15.7 9.9 0.0 3.1 1.5 20.5 4.3: 0.0 0.0
Old : 100.0: 64.0 41.3 1.5 15.0 15.7 9.9 0.0 3.1 1.5 20.5 4.3: 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 : 32: 20 11 . 4 . . 0 . . . .:
Old : 32: 20 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 : 45.8 68.9 65.8 89.1 30.1 55.5 48.9 62.5
Old : 45.8 68.9 65.8 89.1 30.1 55.5 48.9 62.5
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, August 6, 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 : 34,494: 25,966 27,292 4,495 1,575 1,895 0 0 0 0 1,849 1,606: 532 277
Old : 34,494: 25,966 27,292 4,495 1,575 1,895 0 0 0 0 1,849 1,606: 532 277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -1,190: -885 -947 0 -26 -195 0 0 0 0 88 -88: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 79.1 13.0 4.6 5.5 0.0 0.0 0.0 0.0 5.4 4.7: 1.5 0.8
Old : 100.0: 75.3 79.1 13.0 4.6 5.5 0.0 0.0 0.0 0.0 5.4 4.7: 1.5 0.8
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 : 25: 16 14 . . . 0 0 0 0 . .:
Old : 25: 16 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 : 46.5 60.1 73.8 83.3 41.6 55.5 59.6 69.3
Old : 46.5 60.1 73.8 83.3 41.6 55.5 59.6 69.3
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, August 6, 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 : 37,953: 34,838 27,575 722 7,466 2,182 0 0 0 0 625 105: 106 0
Old : 37,953: 34,838 27,575 722 7,466 2,182 0 0 0 0 625 105: 106 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -2,271: -2,007 -1,606 -44 -137 -198 0 0 0 0 -330 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 72.7 1.9 19.7 5.7 0.0 0.0 0.0 0.0 1.6 0.3: 0.3 0.0
Old : 100.0: 91.8 72.7 1.9 19.7 5.7 0.0 0.0 0.0 0.0 1.6 0.3: 0.3 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: 15 16 . 5 4 0 0 0 0 . .:
Old : 30: 15 16 . 5 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 : 47.3 54.1 74.6 75.5 42.7 47.7 65.0 63.6
Old : 47.3 54.1 74.6 75.5 42.7 47.7 65.0 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Disaggregated Commitments of Traders - Options and Futures Combined, August 6, 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 : 18,308: 13,314 16,181 3,079 275 1,703 0 0 0 0 0 0: 212 149
Old : 18,308: 13,314 16,181 3,079 275 1,703 0 0 0 0 0 0: 212 149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -678: -770 263 -308 -1,385 444 0 0 0 0 0 0: -44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 88.4 16.8 1.5 9.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.8
Old : 100.0: 72.7 88.4 16.8 1.5 9.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.8
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 : 21: 13 11 4 . . 0 0 0 0 0 0:
Old : 21: 13 11 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 : 58.5 64.1 80.3 88.1 52.6 57.0 64.7 67.7
Old : 58.5 64.1 80.3 88.1 52.6 57.0 64.7 67.7
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, August 6, 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 : 376,037: 213,598 320,526 107,158 29,655 0 15,211 0 23,480 14,214 0 2,376: 0 0
Old : 376,037: 213,598 320,526 107,158 29,655 0 15,211 0 23,480 14,214 0 2,376: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -27,048: -20,384 -19,992 -5,488 -5,880 0 -1,176 0 0 1,176 0 -1,176: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 85.2 28.5 7.9 0.0 4.0 0.0 6.2 3.8 0.0 0.6: 0.0 0.0
Old : 100.0: 56.8 85.2 28.5 7.9 0.0 4.0 0.0 6.2 3.8 0.0 0.6: 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: 12 14 . . 0 . 0 . . 0 .:
Old : 25: 12 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 : 61.3 63.9 80.6 86.2 42.5 49.2 55.6 61.2
Old : 61.3 63.9 80.6 86.2 42.5 49.2 55.6 61.2
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, August 6, 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 : 907,465: 711,460 621,521 62,710 93,600 109,975 0 59,049 23,320 0 0 0: 0 0
Old : 907,465: 711,460 621,521 62,710 93,600 109,975 0 59,049 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 30, 2013 :
: -3,256: -7,341 -7,053 -6,376 0 10,461 0 -6,664 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 68.5 6.9 10.3 12.1 0.0 6.5 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.4 68.5 6.9 10.3 12.1 0.0 6.5 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 : 27: 14 19 . . . 0 . . 0 0 0:
Old : 27: 14 19 . . . 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 : 58.0 49.6 80.1 72.0 32.9 25.2 43.5 38.8
Old : 58.0 49.6 80.1 72.0 32.9 25.2 43.5 38.8
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, August 6, 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 : 1,118,277: 572,969 514,641 166,190 44,823 54,373 263,005 0 0 55,434 498,134 6,306: 0 0
Old : 1,118,277: 572,969 514,641 166,190 44,823 54,373 263,005 0 0 55,434 498,134 6,306: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -43,021: -25,872 -48,928 -24,624 392 7,475 0 0 0 1,176 -784 -1,176: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 46.0 14.9 4.0 4.9 23.5 0.0 0.0 5.0 44.5 0.6: 0.0 0.0
Old : 100.0: 51.2 46.0 14.9 4.0 4.9 23.5 0.0 0.0 5.0 44.5 0.6: 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: 13 11 4 . 4 . 0 0 . . .:
Old : 28: 13 11 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 : 56.7 74.8 78.6 90.3 55.1 72.4 73.7 85.8
Old : 56.7 74.8 78.6 90.3 55.1 72.4 73.7 85.8
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, August 6, 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 : 403,558: 304,681 372,233 31,612 9,408 21,917 0 0 0 45,348 0 0: 0 0
Old : 403,558: 304,681 372,233 31,612 9,408 21,917 0 0 0 45,348 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -14,504: -12,544 -14,504 -392 0 0 0 0 0 -1,568 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 92.2 7.8 2.3 5.4 0.0 0.0 0.0 11.2 0.0 0.0: 0.0 0.0
Old : 100.0: 75.5 92.2 7.8 2.3 5.4 0.0 0.0 0.0 11.2 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 12 . . . 0 0 0 . 0 0:
Old : 21: 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 : 51.9 81.2 77.0 95.0 41.7 61.2 62.0 66.8
Old : 51.9 81.2 77.0 95.0 41.7 61.2 62.0 66.8
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, August 6, 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 : 481,572: 346,498 278,286 19,446 53,715 115,628 0 0 0 0 33,943 0: 0 0
Old : 481,572: 346,498 278,286 19,446 53,715 115,628 0 0 0 0 33,943 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -26,656: -19,600 -17,640 784 5,096 -7,840 0 0 0 0 -6,272 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 57.8 4.0 11.2 24.0 0.0 0.0 0.0 0.0 7.0 0.0: 0.0 0.0
Old : 100.0: 72.0 57.8 4.0 11.2 24.0 0.0 0.0 0.0 0.0 7.0 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: 14 15 . 4 . 0 0 0 0 . 0:
Old : 29: 14 15 . 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 : 50.8 55.7 73.9 79.2 29.8 31.5 44.1 45.7
Old : 50.8 55.7 73.9 79.2 29.8 31.5 44.1 45.7
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, August 6, 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 : 282,554: 243,566 157,974 5,948 82,923 33,040 0 2,703 0 0 5,914 0: 0 0
Old : 282,554: 243,566 157,974 5,948 82,923 33,040 0 2,703 0 0 5,914 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: -12,936: -11,368 -9,016 -1,568 -1,176 0 0 0 0 0 -2,744 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 55.9 2.1 29.3 11.7 0.0 1.0 0.0 0.0 2.1 0.0: 0.0 0.0
Old : 100.0: 86.2 55.9 2.1 29.3 11.7 0.0 1.0 0.0 0.0 2.1 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 : 20: 13 8 . . . 0 . 0 0 . 0:
Old : 20: 13 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 : 71.3 83.1 94.6 97.1 48.1 42.3 51.9 50.9
Old : 71.3 83.1 94.6 97.1 48.1 42.3 51.9 50.9
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, August 6, 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 : 377,624: 176,744 272,312 121,880 16,392 79,000 0 9,920 0 0 0 0: 0 0
Old : 377,624: 176,744 272,312 121,880 16,392 79,000 0 9,920 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 30, 2013 :
: -13,720: -21,168 -10,584 7,448 -1,176 0 0 -1,960 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 72.1 32.3 4.3 20.9 0.0 2.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 46.8 72.1 32.3 4.3 20.9 0.0 2.6 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 : 73.5 66.2 91.2 90.6 50.0 52.1 67.2 68.0
Old : 73.5 66.2 91.2 90.6 50.0 52.1 67.2 68.0
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, August 6, 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 : 5,230: 1,652 4,257 2,274 0 811 202 0 18 129 0 145: 0 0
Old : 5,230: 1,652 4,257 2,274 0 811 202 0 18 129 0 145: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 41: -6 10 4 0 29 6 0 -0 5 0 2: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 81.4 43.5 0.0 15.5 3.9 0.0 0.3 2.5 0.0 2.8: 0.0 0.0
Old : 100.0: 31.6 81.4 43.5 0.0 15.5 3.9 0.0 0.3 2.5 0.0 2.8: 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 : 24: 13 14 6 0 6 . 0 . . 0 .:
Old : 24: 13 14 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 : 54.0 54.9 75.2 76.0 41.1 47.4 51.0 54.1
Old : 54.0 54.9 75.2 76.0 41.1 47.4 51.0 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 9, 2013