CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 7,390: 4,415 4,300 0 660 450 610 0 65 855 515 685: 310 715
Old : 7,390: 4,415 4,300 0 660 450 610 0 65 855 515 685: 310 715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -495: -220 -255 0 -165 -75 50 0 0 -280 -230 -45: 75 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 58.2 0.0 8.9 6.1 8.3 0.0 0.9 11.6 7.0 9.3: 4.2 9.7
Old : 100.0: 59.7 58.2 0.0 8.9 6.1 8.3 0.0 0.9 11.6 7.0 9.3: 4.2 9.7
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 : 21: 12 12 0 . . . 0 . . . .:
Old : 21: 12 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 : 53.6 46.1 74.1 68.8 30.2 27.7 43.9 37.1
Old : 53.6 46.1 74.1 68.8 30.2 27.7 43.9 37.1
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, September 3, 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 : 75,307: 19,532 28,188 4,996 5,593 1,775 1,096 5,220 9,377 24,592 10,974 13,480: 459 700
Old : 75,307: 19,532 28,188 4,996 5,593 1,775 1,096 5,220 9,377 24,592 10,974 13,480: 459 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 76: 212 782 -775 210 75 715 50 106 1,245 60 -932: -570 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 37.4 6.6 7.4 2.4 1.5 6.9 12.5 32.7 14.6 17.9: 0.6 0.9
Old : 100.0: 25.9 37.4 6.6 7.4 2.4 1.5 6.9 12.5 32.7 14.6 17.9: 0.6 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 : 54: 12 12 . . 4 . . 4 17 14 29:
Old : 54: 12 12 . . 4 . . 4 17 14 29:
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 44.8 59.9 63.6 31.7 31.6 45.1 47.0
Old : 41.7 44.8 59.9 63.6 31.7 31.6 45.1 47.0
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, September 3, 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 : 28,059: 14,455 5,375 355 1,945 1,135 0 5,035 1,390 6,798 9,666 3,328: 598 185
Old : 28,059: 14,455 5,375 355 1,945 1,135 0 5,035 1,390 6,798 9,666 3,328: 598 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 942: 990 290 20 -65 55 0 510 90 296 491 -369: -140 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 19.2 1.3 6.9 4.0 0.0 17.9 5.0 24.2 34.4 11.9: 2.1 0.7
Old : 100.0: 51.5 19.2 1.3 6.9 4.0 0.0 17.9 5.0 24.2 34.4 11.9: 2.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 8 7 . . . 0 4 . 10 15 18:
Old : 43: 8 7 . . . 0 4 . 10 15 18:
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 43.8 76.1 63.9 57.9 36.6 66.1 54.0
Old : 61.2 43.8 76.1 63.9 57.9 36.6 66.1 54.0
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, September 3, 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 : 178,585: 107,397 117,837 7,284 11,333 22,177 13,705 551 13,074 9,477 8,249 4,895: 575 468
Old : 178,585: 107,397 117,837 7,284 11,333 22,177 13,705 551 13,074 9,477 8,249 4,895: 575 468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -1,700: 142 -688 -613 -1,169 84 -1,188 -564 -44 -201 473 141: -20 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 66.0 4.1 6.3 12.4 7.7 0.3 7.3 5.3 4.6 2.7: 0.3 0.3
Old : 100.0: 60.1 66.0 4.1 6.3 12.4 7.7 0.3 7.3 5.3 4.6 2.7: 0.3 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 : 82: 49 45 . 6 8 5 . 6 5 6 10:
Old : 82: 49 45 . 6 8 5 . 6 5 6 10:
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 30.1 44.3 50.6 16.4 24.8 25.7 35.9
Old : 27.2 30.1 44.3 50.6 16.4 24.8 25.7 35.9
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, September 3, 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 : 57,084: 32,317 46,355 16,986 4,546 3,158 1,614 4 2,765 0 11 220: 24 24
Old : 57,084: 32,317 46,355 16,986 4,546 3,158 1,614 4 2,765 0 11 220: 24 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -761: -1,084 -147 953 180 -249 -269 0 -260 0 -409 124: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 81.2 29.8 8.0 5.5 2.8 0.0 4.8 0.0 0.0 0.4: 0.0 0.0
Old : 100.0: 56.6 81.2 29.8 8.0 5.5 2.8 0.0 4.8 0.0 0.0 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 : 34: 22 22 . . 4 . . . 0 . .:
Old : 34: 22 22 . . 4 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 47.4 80.2 72.4 55.2 43.5 67.1 62.5
Old : 57.7 47.4 80.2 72.4 55.2 43.5 67.1 62.5
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, September 3, 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 : 463,711: 334,742 377,081 65,322 50,218 30,941 25,860 0 4,494 1,375 0 977: 0 0
Old : 463,711: 334,742 377,081 65,322 50,218 30,941 25,860 0 4,494 1,375 0 977: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -25,927: -44,277 -17,565 7,419 -7,062 -1,029 13,232 0 -936 -1,001 0 665: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 81.3 14.1 10.8 6.7 5.6 0.0 1.0 0.3 0.0 0.2: 0.0 0.0
Old : 100.0: 72.2 81.3 14.1 10.8 6.7 5.6 0.0 1.0 0.3 0.0 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 : 32: 21 20 . . . . 0 . . 0 .:
Old : 32: 21 20 . . . . 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 56.9 77.8 76.8 51.3 55.9 65.6 69.3
Old : 57.9 56.9 77.8 76.8 51.3 55.9 65.6 69.3
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, September 3, 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 : 1,742,932: 1,226,302 1,455,244 177,183 84,412 122,436 165,173 3,057 30,151 401 26,346 21,286: 0 0
Old : 1,742,932: 1,226,302 1,455,244 177,183 84,412 122,436 165,173 3,057 30,151 401 26,346 21,286: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 8,194: 19,591 17,528 1,725 -5,845 1,479 -10,721 -1,488 0 0 400 -3,880: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 83.5 10.2 4.8 7.0 9.5 0.2 1.7 0.0 1.5 1.2: 0.0 0.0
Old : 100.0: 70.4 83.5 10.2 4.8 7.0 9.5 0.2 1.7 0.0 1.5 1.2: 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: 36 40 4 4 5 4 . . . 4 4:
Old : 65: 36 40 4 4 5 4 . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 42.2 58.8 57.9 36.7 36.7 50.4 48.4
Old : 43.2 42.2 58.8 57.9 36.7 36.7 50.4 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 62,794: 52,063 30,867 179 13,120 5,646 9 6,398 4,228 127 1,993 518: 24 24
Old : 62,794: 52,063 30,867 179 13,120 5,646 9 6,398 4,228 127 1,993 518: 24 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -219: -927 548 0 -207 64 0 -1,361 715 0 93 -95: 24 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 49.2 0.3 20.9 9.0 0.0 10.2 6.7 0.2 3.2 0.8: 0.0 0.0
Old : 100.0: 82.9 49.2 0.3 20.9 9.0 0.0 10.2 6.7 0.2 3.2 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 : 41: 23 26 . . . . . . . . .:
Old : 41: 23 26 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 49.1 70.4 69.4 41.8 34.8 50.5 50.6
Old : 52.1 49.1 70.4 69.4 41.8 34.8 50.5 50.6
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, September 3, 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 : 339,953: 220,516 276,414 96,388 39,952 4,192 1,338 0 17,175 0 1,876 344: 0 0
Old : 339,953: 220,516 276,414 96,388 39,952 4,192 1,338 0 17,175 0 1,876 344: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -5,749: 4,502 -5,398 -9,891 0 -672 633 0 -321 0 642 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 81.3 28.4 11.8 1.2 0.4 0.0 5.1 0.0 0.6 0.1: 0.0 0.0
Old : 100.0: 64.9 81.3 28.4 11.8 1.2 0.4 0.0 5.1 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 : 29: 18 15 . . . . 0 . 0 . .:
Old : 29: 18 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 : 55.5 65.6 76.5 85.7 48.1 59.6 64.8 73.2
Old : 55.5 65.6 76.5 85.7 48.1 59.6 64.8 73.2
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, September 3, 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 : 647,404: 507,831 299,857 69,364 124,789 25,038 28,833 7,065 9,200 5,953 180,270 1,185: 0 0
Old : 647,404: 507,831 299,857 69,364 124,789 25,038 28,833 7,065 9,200 5,953 180,270 1,185: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -1,625: 1,880 15,976 4,680 0 -3,161 -744 0 0 -4,280 -14,440 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 46.3 10.7 19.3 3.9 4.5 1.1 1.4 0.9 27.8 0.2: 0.0 0.0
Old : 100.0: 78.4 46.3 10.7 19.3 3.9 4.5 1.1 1.4 0.9 27.8 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 : 43: 22 20 . 4 . 4 . . . . .:
Old : 43: 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 : 51.6 54.7 69.9 71.2 45.6 51.7 60.4 65.1
Old : 51.6 54.7 69.9 71.2 45.6 51.7 60.4 65.1
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, September 3, 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 : 51,864: 29,204 26,848 13,750 1,318 1,186 2,060 595 1,763 3,216 19,226 64: 621 864
Old : 51,864: 29,204 26,848 13,750 1,318 1,186 2,060 595 1,763 3,216 19,226 64: 621 864
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 453: 1,550 1,642 -1,202 0 161 -119 -253 40 0 -1,114 0: 23 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 51.8 26.5 2.5 2.3 4.0 1.1 3.4 6.2 37.1 0.1: 1.2 1.7
Old : 100.0: 56.3 51.8 26.5 2.5 2.3 4.0 1.1 3.4 6.2 37.1 0.1: 1.2 1.7
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 : 35: 19 21 5 . . . . . . . .:
Old : 35: 19 21 5 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 57.0 75.0 73.5 54.7 54.6 70.0 69.1
Old : 55.9 57.0 75.0 73.5 54.7 54.6 70.0 69.1
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, September 3, 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 : 1,857,565: 1,661,365 810,960 188,360 0 0 0 0 0 7,840 1,046,605 0: 0 0
Old : 1,857,565: 1,661,365 810,960 188,360 0 0 0 0 0 7,840 1,046,605 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 20,000: 20,000 12,000 0 0 0 0 0 0 0 8,000 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 43.7 10.1 0.0 0.0 0.0 0.0 0.0 0.4 56.3 0.0: 0.0 0.0
Old : 100.0: 89.4 43.7 10.1 0.0 0.0 0.0 0.0 0.0 0.4 56.3 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: 11 11 . 0 0 0 0 0 . . 0:
Old : 24: 11 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 : 71.1 91.5 93.2 97.9 69.1 91.5 91.1 95.7
Old : 71.1 91.5 93.2 97.9 69.1 91.5 91.1 95.7
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, September 3, 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 : 651,050: 570,400 282,900 80,650 0 0 0 0 0 0 368,150 0: 0 0
Old : 651,050: 570,400 282,900 80,650 0 0 0 0 0 0 368,150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 2,150: 2,150 2,150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 43.5 12.4 0.0 0.0 0.0 0.0 0.0 0.0 56.5 0.0: 0.0 0.0
Old : 100.0: 87.6 43.5 12.4 0.0 0.0 0.0 0.0 0.0 0.0 56.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 11 . 0 0 0 0 0 0 . 0:
Old : 26: 16 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 : 60.4 87.5 82.9 95.9 58.3 87.4 80.8 91.7
Old : 60.4 87.5 82.9 95.9 58.3 87.4 80.8 91.7
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, September 3, 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 : 926,440: 742,680 793,640 183,760 128,880 0 0 0 0 0 3,920 0: 0 0
Old : 926,440: 742,680 793,640 183,760 128,880 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: August 27, 2013 :
: 22,000: 22,000 22,000 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 85.7 19.8 13.9 0.0 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 80.2 85.7 19.8 13.9 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 : 24: 14 10 . . 0 0 0 0 0 . 0:
Old : 24: 14 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 : 66.1 80.3 89.3 96.1 61.1 80.3 83.1 90.7
Old : 66.1 80.3 89.3 96.1 61.1 80.3 83.1 90.7
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, September 3, 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 : 297,624: 229,240 252,264 49,024 35,928 5,088 12,336 1,976 776 0 432 1,160: 0 0
Old : 297,624: 229,240 252,264 49,024 35,928 5,088 12,336 1,976 776 0 432 1,160: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -808: -400 -808 0 0 0 -408 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 84.8 16.5 12.1 1.7 4.1 0.7 0.3 0.0 0.1 0.4: 0.0 0.0
Old : 100.0: 77.0 84.8 16.5 12.1 1.7 4.1 0.7 0.3 0.0 0.1 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 : 43.1 56.0 65.3 80.0 39.0 50.9 60.1 69.9
Old : 43.1 56.0 65.3 80.0 39.0 50.9 60.1 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 13,224: 9,684 8,804 804 2,627 698 1,544 80 406 0 609 0: 88 0
Old : 13,224: 9,684 8,804 804 2,627 698 1,544 80 406 0 609 0: 88 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 140: 140 100 0 0 0 0 40 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 66.6 6.1 19.9 5.3 11.7 0.6 3.1 0.0 4.6 0.0: 0.7 0.0
Old : 100.0: 73.2 66.6 6.1 19.9 5.3 11.7 0.6 3.1 0.0 4.6 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 19 . . 4 . . . 0 . 0:
Old : 37: 22 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 : 38.1 45.5 60.4 70.6 27.4 39.9 45.4 59.4
Old : 38.1 45.5 60.4 70.6 27.4 39.9 45.4 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5MWh :
: : Positions :
All : 1,121,751: 1,010,781 825,671 15,860 177,950 67,410 0 23,020 27,700 0 0 0: 0 0
Old : 1,121,751: 1,010,781 825,671 15,860 177,950 67,410 0 23,020 27,700 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 0: 4,000 0 0 0 0 0 4,000 -4,000 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 73.6 1.4 15.9 6.0 0.0 2.1 2.5 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.1 73.6 1.4 15.9 6.0 0.0 2.1 2.5 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . . . 0 . . 0 0 0:
Old : 22: 12 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 : 49.2 49.2 78.5 83.6 39.7 46.0 67.2 69.2
Old : 49.2 49.2 78.5 83.6 39.7 46.0 67.2 69.2
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, September 3, 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 : 327,975: 283,120 264,625 42,855 61,350 2,000 0 0 0 0 0 0: 0 0
Old : 327,975: 283,120 264,625 42,855 61,350 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: August 27, 2013 :
: -1,000: -1,000 -1,000 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 80.7 13.1 18.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.3 80.7 13.1 18.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 12 . . . 0 0 0 0 0 0:
Old : 27: 16 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 79.6 84.4 94.8 52.8 79.3 83.4 93.3
Old : 52.8 79.6 84.4 94.8 52.8 79.3 83.4 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 218,140: 178,600 151,395 0 27,155 37,940 0 50 1,600 0 0 0: 0 0
Old : 218,140: 178,600 151,395 0 27,155 37,940 0 50 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: August 27, 2013 :
: 500: 0 0 0 0 500 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 69.4 0.0 12.4 17.4 0.0 0.0 0.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.9 69.4 0.0 12.4 17.4 0.0 0.0 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 : 28: 19 21 0 . . 0 . . 0 0 0:
Old : 28: 19 21 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 : 51.7 48.0 74.0 74.5 43.0 27.2 48.9 40.3
Old : 51.7 48.0 74.0 74.5 43.0 27.2 48.9 40.3
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, September 3, 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 : 23,867: 15,961 13,710 3,865 6,071 1,217 888 0 148 0 1,084 42: 1,747 1,595
Old : 23,867: 15,961 13,710 3,865 6,071 1,217 888 0 148 0 1,084 42: 1,747 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -8: 61 -125 -80 17 80 -69 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 57.4 16.2 25.4 5.1 3.7 0.0 0.6 0.0 4.5 0.2: 7.3 6.7
Old : 100.0: 66.9 57.4 16.2 25.4 5.1 3.7 0.0 0.6 0.0 4.5 0.2: 7.3 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 : 30: 19 17 . . . . 0 . 0 . .:
Old : 30: 19 17 . . . . 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 : 43.8 49.4 64.0 73.1 31.9 47.6 48.5 64.5
Old : 43.8 49.4 64.0 73.1 31.9 47.6 48.5 64.5
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, September 3, 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 : 2,233,568: 1,672,530 1,751,310 188,770 55,593 134,437 77,144 69,195 160,687 0 62,346 0: 0 0
Old : 2,233,568: 1,672,530 1,751,310 188,770 55,593 134,437 77,144 69,195 160,687 0 62,346 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 170,867: 68,928 169,667 28,424 -69,960 69,960 3,555 0 0 0 1,200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 78.4 8.5 2.5 6.0 3.5 3.1 7.2 0.0 2.8 0.0: 0.0 0.0
Old : 100.0: 74.9 78.4 8.5 2.5 6.0 3.5 3.1 7.2 0.0 2.8 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 23 . . . . . . 0 . 0:
Old : 40: 25 23 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 47.4 67.4 68.5 37.7 41.6 55.5 55.7
Old : 42.9 47.4 67.4 68.5 37.7 41.6 55.5 55.7
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, September 3, 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 : 728,423: 544,133 529,802 129,565 26,765 43,255 0 72,940 11,470 0 44,191 0: 0 0
Old : 728,423: 544,133 529,802 129,565 26,765 43,255 0 72,940 11,470 0 44,191 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 44,904: 19,099 46,184 22,715 -5,000 3,090 0 0 0 0 630 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 72.7 17.8 3.7 5.9 0.0 10.0 1.6 0.0 6.1 0.0: 0.0 0.0
Old : 100.0: 74.7 72.7 17.8 3.7 5.9 0.0 10.0 1.6 0.0 6.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 27 23 4 . 4 0 . . 0 . 0:
Old : 41: 27 23 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 : 42.4 42.4 67.7 68.9 41.6 39.1 65.0 58.4
Old : 42.4 42.4 67.7 68.9 41.6 39.1 65.0 58.4
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, September 3, 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 : 1,184,852: 984,482 1,138,052 153,570 0 46,800 0 0 0 0 0 0: 0 0
Old : 1,184,852: 984,482 1,138,052 153,570 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: August 27, 2013 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 96.1 13.0 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.1 96.1 13.0 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 9 . 0 . 0 0 0 0 0 0:
Old : 23: 16 9 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 88.8 77.3 98.1 48.1 66.6 63.3 74.2
Old : 55.0 88.8 77.3 98.1 48.1 66.6 63.3 74.2
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, September 3, 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 : 377,945: 300,495 348,015 55,250 11,930 18,000 4,200 0 0 0 0 0: 0 0
Old : 377,945: 300,495 348,015 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: August 27, 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: 79.5 92.1 14.6 3.2 4.8 1.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.5 92.1 14.6 3.2 4.8 1.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 13 . . . . 0 0 0 0 0:
Old : 30: 21 13 . . . . 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 : 42.2 77.6 62.4 96.3 34.7 61.7 53.4 74.3
Old : 42.2 77.6 62.4 96.3 34.7 61.7 53.4 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 633,032: 383,651 538,108 82,314 16,943 28,076 105,480 4,244 26,519 0 12,150 6,992: 0 0
Old : 633,032: 383,651 538,108 82,314 16,943 28,076 105,480 4,244 26,519 0 12,150 6,992: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 15,649: -1,128 18,361 10,168 0 0 1,929 0 -744 0 -7,392 5,424: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 85.0 13.0 2.7 4.4 16.7 0.7 4.2 0.0 1.9 1.1: 0.0 0.0
Old : 100.0: 60.6 85.0 13.0 2.7 4.4 16.7 0.7 4.2 0.0 1.9 1.1: 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 : 42: 25 27 . . 4 . . . 0 . .:
Old : 42: 25 27 . . 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 : 61.6 53.2 80.6 69.7 54.9 52.9 67.7 62.7
Old : 61.6 53.2 80.6 69.7 54.9 52.9 67.7 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, September 3, 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 : 43,045: 27,518 33,248 5,580 2,572 1,289 6,778 3,144 1,015 0 1,042 568: 297 167
Old : 43,045: 27,518 33,248 5,580 2,572 1,289 6,778 3,144 1,015 0 1,042 568: 297 167
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 166: -373 969 -15 -772 176 -22 0 0 0 -608 379: 20 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 77.2 13.0 6.0 3.0 15.7 7.3 2.4 0.0 2.4 1.3: 0.7 0.4
Old : 100.0: 63.9 77.2 13.0 6.0 3.0 15.7 7.3 2.4 0.0 2.4 1.3: 0.7 0.4
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 : 42: 29 27 . . 4 . . . 0 . .:
Old : 42: 29 27 . . 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 : 50.2 50.2 74.7 73.4 45.2 49.4 65.4 71.6
Old : 50.2 50.2 74.7 73.4 45.2 49.4 65.4 71.6
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, September 3, 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 : 23,058: 10,027 22,604 9,761 0 77 3,091 0 77 0 275 25: 0 0
Old : 23,058: 10,027 22,604 9,761 0 77 3,091 0 77 0 275 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 826: 226 894 392 0 0 256 0 0 0 -20 0: -48 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 98.0 42.3 0.0 0.3 13.4 0.0 0.3 0.0 1.2 0.1: 0.0 0.0
Old : 100.0: 43.5 98.0 42.3 0.0 0.3 13.4 0.0 0.3 0.0 1.2 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 : 32: 18 16 . 0 . . 0 . 0 . .:
Old : 32: 18 16 . 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 : 56.4 78.3 83.5 92.1 55.7 75.8 75.1 84.8
Old : 56.4 78.3 83.5 92.1 55.7 75.8 75.1 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 176,517: 89,332 168,668 52,999 0 7,225 24,108 0 624 2,229 0 0: 0 0
Old : 176,517: 89,332 168,668 52,999 0 7,225 24,108 0 624 2,229 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 1,620: -2,031 948 -672 0 672 2,688 0 0 963 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 95.6 30.0 0.0 4.1 13.7 0.0 0.4 1.3 0.0 0.0: 0.0 0.0
Old : 100.0: 50.6 95.6 30.0 0.0 4.1 13.7 0.0 0.4 1.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 10 . 0 . . 0 . . 0 0:
Old : 23: 12 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 : 65.8 78.7 84.3 96.1 61.4 70.6 75.1 81.9
Old : 65.8 78.7 84.3 96.1 61.4 70.6 75.1 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 622,327: 341,321 554,005 236,945 17,974 1,967 6,826 13,113 35,268 0 0 0: 0 0
Old : 622,327: 341,321 554,005 236,945 17,974 1,967 6,826 13,113 35,268 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 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: 54.8 89.0 38.1 2.9 0.3 1.1 2.1 5.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 54.8 89.0 38.1 2.9 0.3 1.1 2.1 5.7 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 : 33: 21 17 4 . . . . . 0 0 0:
Old : 33: 21 17 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 : 51.7 76.6 70.2 89.5 51.7 66.7 65.1 71.5
Old : 51.7 76.6 70.2 89.5 51.7 66.7 65.1 71.5
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 31,750: 24,654 25,155 354 2,843 3,176 3,348 0 173 0 0 0: 45 403
Old : 31,750: 24,654 25,155 354 2,843 3,176 3,348 0 173 0 0 0: 45 403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -44: 0 -44 0 0 0 -44 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 79.2 1.1 9.0 10.0 10.5 0.0 0.5 0.0 0.0 0.0: 0.1 1.3
Old : 100.0: 77.7 79.2 1.1 9.0 10.0 10.5 0.0 0.5 0.0 0.0 0.0: 0.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 20 . . 4 . 0 . 0 0 0:
Old : 34: 23 20 . . 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 : 37.1 80.4 66.5 89.0 34.2 58.2 51.0 62.0
Old : 37.1 80.4 66.5 89.0 34.2 58.2 51.0 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 7,269: 4,190 4,805 1,059 588 770 0 0 0 0 702 21: 1,229 383
Old : 7,269: 4,190 4,805 1,059 588 770 0 0 0 0 702 21: 1,229 383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 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: 57.6 66.1 14.6 8.1 10.6 0.0 0.0 0.0 0.0 9.7 0.3: 16.9 5.3
Old : 100.0: 57.6 66.1 14.6 8.1 10.6 0.0 0.0 0.0 0.0 9.7 0.3: 16.9 5.3
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: 10 12 . . . 0 0 0 0 . .:
Old : 20: 10 12 . . . 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 : 68.8 57.8 78.7 80.8 52.3 55.4 58.5 70.1
Old : 68.8 57.8 78.7 80.8 52.3 55.4 58.5 70.1
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, September 3, 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 : 88,660: 62,475 63,681 9,361 5,002 16,824 0 0 0 0 3,153 0: 0 0
Old : 88,660: 62,475 63,681 9,361 5,002 16,824 0 0 0 0 3,153 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 744: 744 1,488 0 0 0 0 0 0 0 -744 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 71.8 10.6 5.6 19.0 0.0 0.0 0.0 0.0 3.6 0.0: 0.0 0.0
Old : 100.0: 70.5 71.8 10.6 5.6 19.0 0.0 0.0 0.0 0.0 3.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 11 4 . . 0 0 0 0 . 0:
Old : 21: 8 11 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 : 73.6 80.2 94.3 93.0 53.2 58.1 64.3 67.3
Old : 73.6 80.2 94.3 93.0 53.2 58.1 64.3 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 20,918: 11,354 19,056 4,870 547 680 786 144 0 2,759 0 44: 425 447
Old : 20,918: 11,354 19,056 4,870 547 680 786 144 0 2,759 0 44: 425 447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -2: 40 -215 0 0 0 0 0 0 0 0 0: -42 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 91.1 23.3 2.6 3.3 3.8 0.7 0.0 13.2 0.0 0.2: 2.0 2.1
Old : 100.0: 54.3 91.1 23.3 2.6 3.3 3.8 0.7 0.0 13.2 0.0 0.2: 2.0 2.1
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 : 30: 16 18 . . 4 . . 0 . 0 .:
Old : 30: 16 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 : 51.4 50.6 71.4 73.0 47.2 44.0 60.9 56.8
Old : 51.4 50.6 71.4 73.0 47.2 44.0 60.9 56.8
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, September 3, 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 : 321,546: 120,079 304,378 134,542 0 15,608 4,704 0 0 45,053 0 1,560: 0 0
Old : 321,546: 120,079 304,378 134,542 0 15,608 4,704 0 0 45,053 0 1,560: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -744: -5,448 -744 4,704 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 94.7 41.8 0.0 4.9 1.5 0.0 0.0 14.0 0.0 0.5: 0.0 0.0
Old : 100.0: 37.3 94.7 41.8 0.0 4.9 1.5 0.0 0.0 14.0 0.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 17 4 0 . . 0 0 . 0 .:
Old : 28: 17 17 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 : 63.8 59.2 81.6 82.6 61.7 50.3 71.1 70.0
Old : 63.8 59.2 81.6 82.6 61.7 50.3 71.1 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 16,874: 8,138 10,799 6,468 4,404 907 0 320 256 896 0 81: 128 107
Old : 16,874: 8,138 10,799 6,468 4,404 907 0 320 256 896 0 81: 128 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 62: 126 20 171 0 42 0 0 0 0 0 0: -277 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 64.0 38.3 26.1 5.4 0.0 1.9 1.5 5.3 0.0 0.5: 0.8 0.6
Old : 100.0: 48.2 64.0 38.3 26.1 5.4 0.0 1.9 1.5 5.3 0.0 0.5: 0.8 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 : 32: 20 21 4 . 4 0 . . . 0 .:
Old : 32: 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 : 45.7 49.5 68.8 68.4 38.6 43.2 53.5 58.6
Old : 45.7 49.5 68.8 68.4 38.6 43.2 53.5 58.6
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, September 3, 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 : 221,987: 90,652 134,657 126,166 87,330 0 0 0 0 5,169 0 0: 0 0
Old : 221,987: 90,652 134,657 126,166 87,330 0 0 0 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: August 27, 2013 :
: -4,280: 1,200 1,200 -4,680 0 -800 0 -4,680 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 60.7 56.8 39.3 0.0 0.0 0.0 0.0 2.3 0.0 0.0: 0.0 0.0
Old : 100.0: 40.8 60.7 56.8 39.3 0.0 0.0 0.0 0.0 2.3 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 : 29: 15 13 4 . 0 0 0 0 . 0 0:
Old : 29: 15 13 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 : 70.8 69.6 87.9 91.7 63.8 69.6 76.5 80.6
Old : 70.8 69.6 87.9 91.7 63.8 69.6 76.5 80.6
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, September 3, 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 : 27,707: 19,249 21,625 4,347 185 1,218 0 1,810 2,869 0 0 0: 24 0
Old : 27,707: 19,249 21,625 4,347 185 1,218 0 1,810 2,869 0 0 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -1,914: -1,701 -2,450 2 108 -185 0 667 -54 0 0 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 78.0 15.7 0.7 4.4 0.0 6.5 10.4 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 69.5 78.0 15.7 0.7 4.4 0.0 6.5 10.4 0.0 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 17 . . . 0 . . 0 0 0:
Old : 28: 17 17 . . . 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 : 56.1 56.9 83.0 80.7 47.5 44.2 60.4 59.8
Old : 56.1 56.9 83.0 80.7 47.5 44.2 60.4 59.8
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, September 3, 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 : 164,739: 145,206 104,922 1,297 40,909 18,236 0 672 0 0 0 0: 0 0
Old : 164,739: 145,206 104,922 1,297 40,909 18,236 0 672 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: August 27, 2013 :
: -12,889: -10,376 -10,344 -312 -2,600 -617 -1,584 672 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 63.7 0.8 24.8 11.1 0.0 0.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.1 63.7 0.8 24.8 11.1 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 : 25: 14 15 . . . 0 . 0 0 0 0:
Old : 25: 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 : 59.5 57.8 83.2 79.1 54.5 46.8 67.1 62.9
Old : 59.5 57.8 83.2 79.1 54.5 46.8 67.1 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 784,200: 680,565 599,293 62,440 65,632 41,195 0 78,080 0 0 0 0: 0 0
Old : 784,200: 680,565 599,293 62,440 65,632 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: August 27, 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: 86.8 76.4 8.0 8.4 5.3 0.0 10.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.8 76.4 8.0 8.4 5.3 0.0 10.0 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 : 24: 14 9 . . . 0 . 0 0 0 0:
Old : 24: 14 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 : 62.6 69.1 80.5 94.2 62.4 68.1 76.2 84.1
Old : 62.6 69.1 80.5 94.2 62.4 68.1 76.2 84.1
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, September 3, 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 : 243,620: 209,235 203,860 22,825 19,700 11,560 0 8,500 0 0 0 0: 0 0
Old : 243,620: 209,235 203,860 22,825 19,700 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: August 27, 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: 85.9 83.7 9.4 8.1 4.7 0.0 3.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.9 83.7 9.4 8.1 4.7 0.0 3.5 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 : 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 : 58.3 67.0 76.4 88.9 56.3 62.6 73.5 79.3
Old : 58.3 67.0 76.4 88.9 56.3 62.6 73.5 79.3
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, September 3, 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 : 137,325: 107,200 126,930 26,050 5,320 4,075 0 1,000 0 0 0 0: 0 0
Old : 137,325: 107,200 126,930 26,050 5,320 4,075 0 1,000 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: August 27, 2013 :
: 11,055: 14,080 3,430 -5,330 5,320 2,305 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 92.4 19.0 3.9 3.0 0.0 0.7 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.1 92.4 19.0 3.9 3.0 0.0 0.7 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: 14 10 . . . 0 . 0 0 0 0:
Old : 22: 14 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 : 65.7 69.9 87.2 93.9 62.2 59.4 78.9 78.2
Old : 65.7 69.9 87.2 93.9 62.2 59.4 78.9 78.2
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, September 3, 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 : 235,700: 188,800 120,990 42,050 109,860 4,850 0 0 0 0 0 0: 0 0
Old : 235,700: 188,800 120,990 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: August 27, 2013 :
: 6,375: 6,375 6,375 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 51.3 17.8 46.6 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.1 51.3 17.8 46.6 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: 15 11 . . . 0 0 0 0 0 0:
Old : 25: 15 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 : 56.2 86.7 86.1 97.0 55.5 85.2 84.2 94.3
Old : 56.2 86.7 86.1 97.0 55.5 85.2 84.2 94.3
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, September 3, 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 : 809,723: 644,525 394,835 163,198 412,888 2,000 0 0 0 0 0 0: 0 0
Old : 809,723: 644,525 394,835 163,198 412,888 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: August 27, 2013 :
: 23,400: 23,400 23,400 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 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: 11 8 4 . . 0 0 0 0 0 0:
Old : 22: 11 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 : 60.3 93.5 86.6 99.5 60.0 93.5 86.1 99.0
Old : 60.3 93.5 86.6 99.5 60.0 93.5 86.1 99.0
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, September 3, 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 : 163,115: 132,145 130,765 11,290 12,890 19,460 0 0 0 220 0 0: 0 0
Old : 163,115: 132,145 130,765 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: August 27, 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: 81.0 80.2 6.9 7.9 11.9 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 81.0 80.2 6.9 7.9 11.9 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 : 24: 15 12 . . . 0 0 0 . 0 0:
Old : 24: 15 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 : 44.1 65.6 75.8 87.9 40.2 61.1 60.8 70.4
Old : 44.1 65.6 75.8 87.9 40.2 61.1 60.8 70.4
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, September 3, 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 : 566,429: 453,399 435,209 40,887 59,077 72,143 0 0 0 0 0 0: 0 0
Old : 566,429: 453,399 435,209 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: August 27, 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: 80.0 76.8 7.2 10.4 12.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.0 76.8 7.2 10.4 12.7 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 : 22: 14 10 . . . 0 0 0 0 0 0:
Old : 22: 14 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 : 50.6 72.2 80.9 92.5 42.8 63.9 61.2 70.1
Old : 50.6 72.2 80.9 92.5 42.8 63.9 61.2 70.1
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, September 3, 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 : 222,375: 203,340 184,600 1,600 24,580 13,195 0 0 0 4,240 0 0: 0 0
Old : 222,375: 203,340 184,600 1,600 24,580 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: August 27, 2013 :
: 500: 0 1,000 500 -500 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 83.0 0.7 11.1 5.9 0.0 0.0 0.0 1.9 0.0 0.0: 0.0 0.0
Old : 100.0: 91.4 83.0 0.7 11.1 5.9 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 : 28: 20 8 . 4 . 0 0 0 . 0 0:
Old : 28: 20 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 : 51.7 78.0 73.7 92.2 48.7 69.8 69.7 81.2
Old : 51.7 78.0 73.7 92.2 48.7 69.8 69.7 81.2
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, September 3, 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: August 27, 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: 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, September 3, 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 : 1,134,923: 1,063,119 1,123,979 68,668 3,888 3,136 0 3,920 0 0 0 0: 0 0
Old : 1,134,923: 1,063,119 1,123,979 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: August 27, 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: 93.7 99.0 6.1 0.3 0.3 0.0 0.3 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 93.7 99.0 6.1 0.3 0.3 0.0 0.3 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 8 . . . 0 . 0 0 0 0:
Old : 25: 16 8 . . . 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 : 70.4 93.0 90.1 99.3 70.4 91.1 89.0 95.2
Old : 70.4 93.0 90.1 99.3 70.4 91.1 89.0 95.2
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, September 3, 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 : 309,235: 294,315 305,825 11,510 0 3,410 0 0 0 0 0 0: 0 0
Old : 309,235: 294,315 305,825 11,510 0 3,410 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: August 27, 2013 :
: 0: 500 0 -500 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 98.9 3.7 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 95.2 98.9 3.7 0.0 1.1 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 : 31: 21 8 . 0 . 0 0 0 0 0 0:
Old : 31: 21 8 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 92.2 83.0 99.2 65.3 90.3 82.6 96.5
Old : 65.3 92.2 83.0 99.2 65.3 90.3 82.6 96.5
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, September 3, 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 : 7,109,928: 5,491,129 6,747,588 1,076,531 43,868 317,672 146,424 0 0 77,372 0 800: 0 0
Old : 7,109,928: 5,491,129 6,747,588 1,076,531 43,868 317,672 146,424 0 0 77,372 0 800: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 145,056: 112,981 138,331 54,545 -5,925 11,850 0 0 0 -35,120 0 800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 94.9 15.1 0.6 4.5 2.1 0.0 0.0 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 77.2 94.9 15.1 0.6 4.5 2.1 0.0 0.0 1.1 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 : 47: 32 33 5 . 6 . 0 0 . 0 .:
Old : 47: 32 33 5 . 6 . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 61.5 62.6 80.8 31.0 52.8 46.8 63.9
Old : 39.5 61.5 62.6 80.8 31.0 52.8 46.8 63.9
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, September 3, 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 : 2,363,780: 1,892,695 2,246,115 307,805 15 106,050 30,185 11,200 0 26,645 0 400: 0 0
Old : 2,363,780: 1,892,695 2,246,115 307,805 15 106,050 30,185 11,200 0 26,645 0 400: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 50,215: 33,975 60,100 25,800 -7,825 -460 0 -2,000 0 -9,500 0 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 95.0 13.0 0.0 4.5 1.3 0.5 0.0 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 80.1 95.0 13.0 0.0 4.5 1.3 0.5 0.0 1.1 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 : 55: 34 33 6 . 6 . . 0 . 0 .:
Old : 55: 34 33 6 . 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 : 37.4 56.8 59.5 76.9 32.2 53.2 50.7 69.1
Old : 37.4 56.8 59.5 76.9 32.2 53.2 50.7 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 2,820,830: 1,709,840 1,652,100 254,593 298,711 180,888 0 168,326 42,375 568,603 413,899 64,531: 0 0
Old : 2,820,830: 1,709,840 1,652,100 254,593 298,711 180,888 0 168,326 42,375 568,603 413,899 64,531: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 23,402: 25,646 12,301 4,949 12,129 -1,834 0 0 0 60 6,225 -5,420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 58.6 9.0 10.6 6.4 0.0 6.0 1.5 20.2 14.7 2.3: 0.0 0.0
Old : 100.0: 60.6 58.6 9.0 10.6 6.4 0.0 6.0 1.5 20.2 14.7 2.3: 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 : 65: 37 34 5 5 8 0 4 . 5 5 5:
Old : 65: 37 34 5 5 8 0 4 . 5 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 49.0 61.9 66.7 46.2 45.9 59.3 61.9
Old : 46.4 49.0 61.9 66.7 46.2 45.9 59.3 61.9
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, September 3, 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 : 5,726,717: 4,920,930 4,278,294 156,346 577,977 359,103 61,527 99,775 114,255 75,975 258,732 38,581: 0 0
Old : 5,726,717: 4,920,930 4,278,294 156,346 577,977 359,103 61,527 99,775 114,255 75,975 258,732 38,581: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 90,000: 97,925 92,000 0 54,845 -7,925 0 0 0 0 -46,920 0: 0 -2,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 74.7 2.7 10.1 6.3 1.1 1.7 2.0 1.3 4.5 0.7: 0.0 0.0
Old : 100.0: 85.9 74.7 2.7 10.1 6.3 1.1 1.7 2.0 1.3 4.5 0.7: 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 . 5 4 . . . . . .:
Old : 50: 29 25 . 5 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 68.5 65.1 81.2 48.0 63.2 63.7 74.8
Old : 48.3 68.5 65.1 81.2 48.0 63.2 63.7 74.8
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, September 3, 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 : 617,175: 536,450 482,345 65,045 118,640 15,350 0 510 330 0 0 0: 0 0
Old : 617,175: 536,450 482,345 65,045 118,640 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: August 27, 2013 :
: 10,570: 10,570 -105 0 10,675 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 78.2 10.5 19.2 2.5 0.0 0.1 0.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.9 78.2 10.5 19.2 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: 25 10 . . . 0 . . 0 0 0:
Old : 33: 25 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 70.5 68.4 91.9 45.0 69.1 64.3 81.9
Old : 45.1 70.5 68.4 91.9 45.0 69.1 64.3 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 2,165,191: 1,908,250 1,719,198 165,192 344,330 91,749 0 9,914 0 0 0 0: 0 0
Old : 2,165,191: 1,908,250 1,719,198 165,192 344,330 91,749 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: August 27, 2013 :
: 69,073: 65,873 52,043 4,000 17,830 -800 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 79.4 7.6 15.9 4.2 0.0 0.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.1 79.4 7.6 15.9 4.2 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 : 34: 25 11 . . . 0 . 0 0 0 0:
Old : 34: 25 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 : 50.0 69.0 73.1 89.5 49.0 67.3 69.0 81.2
Old : 50.0 69.0 73.1 89.5 49.0 67.3 69.0 81.2
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, September 3, 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 : 66,712: 44,242 25,123 299 19,224 12,093 0 1,971 3,434 1,303 0 444: 4,897 4,423
Old : 66,712: 44,242 25,123 299 19,224 12,093 0 1,971 3,434 1,303 0 444: 4,897 4,423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -6,209: -2,808 -3,658 -182 815 -1,704 0 -365 -934 -216 0 104: -469 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 37.7 0.4 28.8 18.1 0.0 3.0 5.1 2.0 0.0 0.7: 7.3 6.6
Old : 100.0: 66.3 37.7 0.4 28.8 18.1 0.0 3.0 5.1 2.0 0.0 0.7: 7.3 6.6
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 : 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 : 47.0 47.7 67.6 67.6 31.5 29.4 38.3 38.8
Old : 47.0 47.7 67.6 67.6 31.5 29.4 38.3 38.8
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, September 3, 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 : 9,927: 4,868 6,450 519 1,205 1,314 2,032 0 528 162 0 0: 504 430
Old : 9,927: 4,868 6,450 519 1,205 1,314 2,032 0 528 162 0 0: 504 430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -1,383: -344 -685 101 -120 -334 -390 0 -80 106 0 -106: -336 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 65.0 5.2 12.1 13.2 20.5 0.0 5.3 1.6 0.0 0.0: 5.1 4.3
Old : 100.0: 49.0 65.0 5.2 12.1 13.2 20.5 0.0 5.3 1.6 0.0 0.0: 5.1 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 : 21: 14 9 . . 4 . 0 . . 0 0:
Old : 21: 14 9 . . 4 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 66.1 62.7 83.1 38.4 56.8 49.0 59.7
Old : 42.4 66.1 62.7 83.1 38.4 56.8 49.0 59.7
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, September 3, 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 : 8,598: 3,786 5,772 1,296 106 766 1,418 160 102 0 714 544: 686 434
Old : 8,598: 3,786 5,772 1,296 106 766 1,418 160 102 0 714 544: 686 434
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -561: -371 -349 18 62 -130 14 -40 -34 0 -24 -96: 38 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 67.1 15.1 1.2 8.9 16.5 1.9 1.2 0.0 8.3 6.3: 8.0 5.0
Old : 100.0: 44.0 67.1 15.1 1.2 8.9 16.5 1.9 1.2 0.0 8.3 6.3: 8.0 5.0
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 14 . . . . . . 0 . .:
Old : 25: 14 14 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 47.0 68.5 73.3 41.5 39.1 55.6 59.4
Old : 48.3 47.0 68.5 73.3 41.5 39.1 55.6 59.4
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, September 3, 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 : 13,777: 8,162 9,031 1,136 150 1,642 0 626 1,264 120 0 0: 1,453 1,064
Old : 13,777: 8,162 9,031 1,136 150 1,642 0 626 1,264 120 0 0: 1,453 1,064
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -854: -450 -1,040 -218 0 -16 0 34 -34 -30 0 0: -106 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 65.6 8.2 1.1 11.9 0.0 4.5 9.2 0.9 0.0 0.0: 10.5 7.7
Old : 100.0: 59.2 65.6 8.2 1.1 11.9 0.0 4.5 9.2 0.9 0.0 0.0: 10.5 7.7
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 : 29: 17 16 4 . 4 0 . . . 0 0:
Old : 29: 17 16 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 : 32.3 49.7 52.1 71.5 19.4 42.2 31.6 48.8
Old : 32.3 49.7 52.1 71.5 19.4 42.2 31.6 48.8
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, September 3, 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 : 30,856: 22,090 27,537 6,025 989 1,975 0 355 0 0 0 0: 766 0
Old : 30,856: 22,090 27,537 6,025 989 1,975 0 355 0 0 0 0: 766 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -4,102: -4,415 -3,564 374 34 -484 0 -88 0 -343 0 0: 766 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 89.2 19.5 3.2 6.4 0.0 1.2 0.0 0.0 0.0 0.0: 2.5 0.0
Old : 100.0: 71.6 89.2 19.5 3.2 6.4 0.0 1.2 0.0 0.0 0.0 0.0: 2.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 13 . . . 0 . 0 0 0 0:
Old : 28: 15 13 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 74.4 81.2 92.1 48.4 70.4 74.8 83.9
Old : 54.8 74.4 81.2 92.1 48.4 70.4 74.8 83.9
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 640,140: 478,592 604,658 126,066 0 30,802 0 4,680 0 4,680 0 0: 0 0
Old : 640,140: 478,592 604,658 126,066 0 30,802 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: August 27, 2013 :
: -53,704: -53,704 -46,256 7,448 0 -7,448 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 94.5 19.7 0.0 4.8 0.0 0.7 0.0 0.7 0.0 0.0: 0.0 0.0
Old : 100.0: 74.8 94.5 19.7 0.0 4.8 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 11 . 0 . 0 . 0 . 0 0:
Old : 27: 18 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 : 50.4 86.7 76.1 97.7 45.2 85.3 70.9 90.8
Old : 50.4 86.7 76.1 97.7 45.2 85.3 70.9 90.8
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, September 3, 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 : 17,151: 13,473 5,816 1,565 265 703 0 0 0 1,326 10,027 0: 84 340
Old : 17,151: 13,473 5,816 1,565 265 703 0 0 0 1,326 10,027 0: 84 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -2,574: -2,112 -638 -44 -198 0 0 0 0 -396 -1,716 0: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 33.9 9.1 1.5 4.1 0.0 0.0 0.0 7.7 58.5 0.0: 0.5 2.0
Old : 100.0: 78.6 33.9 9.1 1.5 4.1 0.0 0.0 0.0 7.7 58.5 0.0: 0.5 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: 9 8 . . . 0 0 0 . . 0:
Old : 20: 9 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 : 66.4 81.3 88.6 94.3 64.9 80.2 84.8 89.8
Old : 66.4 81.3 88.6 94.3 64.9 80.2 84.8 89.8
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, September 3, 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 : 40,189: 27,270 37,660 10,134 0 2,275 0 0 0 0 0 0: 510 254
Old : 40,189: 27,270 37,660 10,134 0 2,275 0 0 0 0 0 0: 510 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -2,936: -1,858 -3,190 -1,078 0 0 0 0 0 0 0 0: 0 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 93.7 25.2 0.0 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.6
Old : 100.0: 67.9 93.7 25.2 0.0 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 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 : 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 : 76.5 46.9 94.5 74.9 70.8 45.9 83.1 71.2
Old : 76.5 46.9 94.5 74.9 70.8 45.9 83.1 71.2
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, September 3, 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 : 597,236: 488,220 530,861 99,656 57,015 9,360 0 0 0 0 0 0: 0 0
Old : 597,236: 488,220 530,861 99,656 57,015 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: August 27, 2013 :
: -47,440: -38,424 -47,048 -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 88.9 16.7 9.5 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.7 88.9 16.7 9.5 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . . . 0 0 0 0 0 0:
Old : 26: 13 15 . . . 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 : 80.1 45.8 92.3 79.1 74.2 43.0 79.4 68.7
Old : 80.1 45.8 92.3 79.1 74.2 43.0 79.4 68.7
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, September 3, 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 : 67,181: 38,738 40,367 11,554 20,058 1,854 4,550 420 2,550 7,680 1,593 255: 0 84
Old : 67,181: 38,738 40,367 11,554 20,058 1,854 4,550 420 2,550 7,680 1,593 255: 0 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -2,867: -1,546 -3,394 66 -198 -352 -1,035 -110 0 0 954 255: -255 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 60.1 17.2 29.9 2.8 6.8 0.6 3.8 11.4 2.4 0.4: 0.0 0.1
Old : 100.0: 57.7 60.1 17.2 29.9 2.8 6.8 0.6 3.8 11.4 2.4 0.4: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 16 4 . . . . . . . .:
Old : 38: 17 16 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 52.7 73.2 72.6 39.1 50.5 59.1 65.8
Old : 43.8 52.7 73.2 72.6 39.1 50.5 59.1 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, September 3, 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 : 1,477,339: 937,369 833,222 138,986 228,613 66,093 0 293,660 0 329,110 49,970 5,781: 0 0
Old : 1,477,339: 937,369 833,222 138,986 228,613 66,093 0 293,660 0 329,110 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: August 27, 2013 :
: -57,232: -78,280 -30,968 6,272 -11,368 -7,056 0 -7,840 0 21,832 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 56.4 9.4 15.5 4.5 0.0 19.9 0.0 22.3 3.4 0.4: 0.0 0.0
Old : 100.0: 63.4 56.4 9.4 15.5 4.5 0.0 19.9 0.0 22.3 3.4 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 19 . 4 4 0 . 0 . . .:
Old : 41: 20 19 . 4 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 47.3 76.1 70.7 51.6 47.1 70.0 68.0
Old : 52.1 47.3 76.1 70.7 51.6 47.1 70.0 68.0
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, September 3, 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 : 20,165: 12,649 13,857 7,232 1,715 200 0 3,362 0 0 672 0: 84 359
Old : 20,165: 12,649 13,857 7,232 1,715 200 0 3,362 0 0 672 0: 84 359
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -2,014: -1,818 -1,650 4 -1,520 200 0 1,000 0 0 484 -484: 84 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 68.7 35.9 8.5 1.0 0.0 16.7 0.0 0.0 3.3 0.0: 0.4 1.8
Old : 100.0: 62.7 68.7 35.9 8.5 1.0 0.0 16.7 0.0 0.0 3.3 0.0: 0.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 9 . . . 0 . 0 0 . 0:
Old : 23: 11 9 . . . 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 : 59.6 74.9 87.1 89.9 56.9 63.9 76.8 78.9
Old : 59.6 74.9 87.1 89.9 56.9 63.9 76.8 78.9
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 45,771: 31,365 34,798 12,585 0 1,695 0 9,278 0 126 0 0: 0 0
Old : 45,771: 31,365 34,798 12,585 0 1,695 0 9,278 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: August 27, 2013 :
: -2,112: -1,936 -1,606 -44 0 -132 0 -374 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 76.0 27.5 0.0 3.7 0.0 20.3 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 68.5 76.0 27.5 0.0 3.7 0.0 20.3 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 : 27: 11 15 5 0 . 0 . 0 . 0 0:
Old : 27: 11 15 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 : 55.7 76.7 83.1 92.1 51.0 58.6 71.5 73.1
Old : 55.7 76.7 83.1 92.1 51.0 58.6 71.5 73.1
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, September 3, 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 : 47,698: 29,031 20,657 556 7,134 7,624 5,015 0 2,435 681 7,492 2,356: 0 0
Old : 47,698: 29,031 20,657 556 7,134 7,624 5,015 0 2,435 681 7,492 2,356: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -966: -1,122 109 44 0 -44 -945 0 945 22 -2,110 134: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 43.3 1.2 15.0 16.0 10.5 0.0 5.1 1.4 15.7 4.9: 0.0 0.0
Old : 100.0: 60.9 43.3 1.2 15.0 16.0 10.5 0.0 5.1 1.4 15.7 4.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 11 . 4 . . 0 . . . .:
Old : 31: 19 11 . 4 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 64.9 70.1 88.8 31.9 49.6 47.6 59.0
Old : 47.7 64.9 70.1 88.8 31.9 49.6 47.6 59.0
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, September 3, 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 : 36,884: 26,948 28,997 6,447 3,191 1,373 0 0 0 0 1,717 1,606: 510 0
Old : 36,884: 26,948 28,997 6,447 3,191 1,373 0 0 0 0 1,717 1,606: 510 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -830: -1,978 -1,560 1,390 1,104 -220 0 0 0 0 -132 0: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 78.6 17.5 8.7 3.7 0.0 0.0 0.0 0.0 4.7 4.4: 1.4 0.0
Old : 100.0: 73.1 78.6 17.5 8.7 3.7 0.0 0.0 0.0 0.0 4.7 4.4: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 16 . . . 0 0 0 0 . .:
Old : 25: 15 16 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 62.2 80.6 86.7 45.6 57.7 64.2 68.5
Old : 51.1 62.2 80.6 86.7 45.6 57.7 64.2 68.5
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, September 3, 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 : 40,504: 37,000 29,249 678 7,983 2,537 0 15 100 0 515 105: 84 0
Old : 40,504: 37,000 29,249 678 7,983 2,537 0 15 100 0 515 105: 84 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -1,841: -2,130 -811 -44 -1,275 355 0 0 0 0 -110 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 72.2 1.7 19.7 6.3 0.0 0.0 0.2 0.0 1.3 0.3: 0.2 0.0
Old : 100.0: 91.3 72.2 1.7 19.7 6.3 0.0 0.0 0.2 0.0 1.3 0.3: 0.2 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 : 32: 16 16 . 5 4 0 . . 0 . .:
Old : 32: 16 16 . 5 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 : 44.2 47.8 70.7 74.2 38.9 43.8 62.9 62.7
Old : 44.2 47.8 70.7 74.2 38.9 43.8 62.9 62.7
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, September 3, 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 : 360,341: 204,566 311,886 101,670 23,775 0 14,035 0 23,480 15,390 0 1,200: 0 0
Old : 360,341: 204,566 311,886 101,670 23,775 0 14,035 0 23,480 15,390 0 1,200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -15,696: -9,032 -8,640 -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 86.6 28.2 6.6 0.0 3.9 0.0 6.5 4.3 0.0 0.3: 0.0 0.0
Old : 100.0: 56.8 86.6 28.2 6.6 0.0 3.9 0.0 6.5 4.3 0.0 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 : 26: 12 15 . . 0 . 0 . . 0 .:
Old : 26: 12 15 . . 0 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 62.2 79.1 85.2 42.3 46.0 54.9 60.9
Old : 60.8 62.2 79.1 85.2 42.3 46.0 54.9 60.9
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, September 3, 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 : 858,038: 669,873 580,718 54,870 93,600 109,975 0 50,425 23,320 0 0 0: 0 0
Old : 858,038: 669,873 580,718 54,870 93,600 109,975 0 50,425 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: August 27, 2013 :
: -62,328: -54,488 -53,704 -7,840 0 0 0 -8,624 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 67.7 6.4 10.9 12.8 0.0 5.9 2.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.1 67.7 6.4 10.9 12.8 0.0 5.9 2.7 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 : 26: 13 19 . . . 0 . . 0 0 0:
Old : 26: 13 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 : 59.0 48.6 80.6 71.5 35.2 25.5 44.6 38.8
Old : 59.0 48.6 80.6 71.5 35.2 25.5 44.6 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, September 3, 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 : 1,102,397: 572,377 475,833 155,606 45,215 53,589 263,005 0 0 54,650 524,590 3,170: 0 0
Old : 1,102,397: 572,377 475,833 155,606 45,215 53,589 263,005 0 0 54,650 524,590 3,170: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -39,200: -23,912 -38,808 -10,584 392 -784 0 0 0 -784 3,136 -3,136: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 43.2 14.1 4.1 4.9 23.9 0.0 0.0 5.0 47.6 0.3: 0.0 0.0
Old : 100.0: 51.9 43.2 14.1 4.1 4.9 23.9 0.0 0.0 5.0 47.6 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 : 28: 12 11 4 . 4 . 0 0 . . .:
Old : 28: 12 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 : 57.0 76.1 79.2 91.8 55.4 74.1 74.9 87.8
Old : 57.0 76.1 79.2 91.8 55.4 74.1 74.9 87.8
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, September 3, 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 : 513,717: 380,457 420,247 56,898 32,808 32,582 0 0 0 43,780 28,080 0: 0 0
Old : 513,717: 380,457 420,247 56,898 32,808 32,582 0 0 0 43,780 28,080 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: 10,976: -10,584 10,976 23,128 0 0 0 0 0 -1,568 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 81.8 11.1 6.4 6.3 0.0 0.0 0.0 8.5 5.5 0.0: 0.0 0.0
Old : 100.0: 74.1 81.8 11.1 6.4 6.3 0.0 0.0 0.0 8.5 5.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 13 . . . 0 0 0 . . 0:
Old : 24: 14 13 . . . 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 76.0 78.8 91.9 42.7 62.3 66.9 70.8
Old : 50.8 76.0 78.8 91.9 42.7 62.3 66.9 70.8
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, September 3, 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 : 473,541: 358,568 279,271 20,230 71,856 94,743 0 0 0 0 27,671 0: 0 0
Old : 473,541: 358,568 279,271 20,230 71,856 94,743 0 0 0 0 27,671 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -16,696: 5,760 -7,680 784 20,496 -23,240 0 0 0 0 -6,272 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 59.0 4.3 15.2 20.0 0.0 0.0 0.0 0.0 5.8 0.0: 0.0 0.0
Old : 100.0: 75.7 59.0 4.3 15.2 20.0 0.0 0.0 0.0 0.0 5.8 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: 16 14 . 4 . 0 0 0 0 . 0:
Old : 31: 16 14 . 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 : 43.1 53.9 68.1 76.8 28.7 27.3 44.5 44.3
Old : 43.1 53.9 68.1 76.8 28.7 27.3 44.5 44.3
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, September 3, 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 : 402,152: 156,392 298,016 166,760 15,216 79,000 0 9,920 0 0 0 0: 0 0
Old : 402,152: 156,392 298,016 166,760 15,216 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: August 27, 2013 :
: -25,088: -23,128 -23,912 -1,960 -1,176 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 74.1 41.5 3.8 19.6 0.0 2.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 38.9 74.1 41.5 3.8 19.6 0.0 2.5 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 : 22: 13 9 . . . 0 . 0 0 0 0:
Old : 22: 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 : 74.7 71.7 91.7 94.1 54.1 56.9 71.1 74.3
Old : 74.7 71.7 91.7 94.1 54.1 56.9 71.1 74.3
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, September 3, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 4,920: 1,608 4,069 2,181 0 710 171 0 16 108 0 125: 0 0
Old : 4,920: 1,608 4,069 2,181 0 710 171 0 16 108 0 125: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -130: -35 -89 -31 0 -37 -12 0 -1 -12 0 -4: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 82.7 44.3 0.0 14.4 3.5 0.0 0.3 2.2 0.0 2.5: 0.0 0.0
Old : 100.0: 32.7 82.7 44.3 0.0 14.4 3.5 0.0 0.3 2.2 0.0 2.5: 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 : 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 : 54.8 56.7 75.2 77.4 40.8 47.9 52.5 56.1
Old : 54.8 56.7 75.2 77.4 40.8 47.9 52.5 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 6, 2013