CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 6,955: 4,915 3,855 0 820 480 175 0 65 110 510 820: 390 405 Old : 6,955: 4,915 3,855 0 820 480 175 0 65 110 510 820: 390 405 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : -565: -170 -360 0 -35 0 -255 0 -135 -85 -5 -45: 125 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.7 55.4 0.0 11.8 6.9 2.5 0.0 0.9 1.6 7.3 11.8: 5.6 5.8 Old : 100.0: 70.7 55.4 0.0 11.8 6.9 2.5 0.0 0.9 1.6 7.3 11.8: 5.6 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 12 0 . . . 0 . . . .: Old : 20: 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 : 57.6 50.8 75.3 74.7 32.6 29.5 44.2 40.5 Old : 57.6 50.8 75.3 74.7 32.6 29.5 44.2 40.5 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 17, 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 : 75,921: 18,982 33,527 5,409 4,737 1,416 320 5,589 6,823 29,014 10,506 12,963: 994 360 Old : 75,921: 18,982 33,527 5,409 4,737 1,416 320 5,589 6,823 29,014 10,506 12,963: 994 360 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 661: 979 2,249 219 -1,471 -75 -751 994 -2,389 418 -330 1,698: 562 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 44.2 7.1 6.2 1.9 0.4 7.4 9.0 38.2 13.8 17.1: 1.3 0.5 Old : 100.0: 25.0 44.2 7.1 6.2 1.9 0.4 7.4 9.0 38.2 13.8 17.1: 1.3 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 11 11 . . . . 4 4 18 13 30: Old : 52: 11 11 . . . . 4 4 18 13 30: 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 : 42.1 48.8 60.5 67.0 36.6 39.0 51.3 51.8 Old : 42.1 48.8 60.5 67.0 36.6 39.0 51.3 51.8 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 17, 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 : 31,336: 20,200 8,085 300 2,795 755 0 4,830 145 6,443 11,301 3,146: 347 279 Old : 31,336: 20,200 8,085 300 2,795 755 0 4,830 145 6,443 11,301 3,146: 347 279 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 1,502: 2,570 1,445 -70 295 75 0 -190 -990 -245 535 258: -96 74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.5 25.8 1.0 8.9 2.4 0.0 15.4 0.5 20.6 36.1 10.0: 1.1 0.9 Old : 100.0: 64.5 25.8 1.0 8.9 2.4 0.0 15.4 0.5 20.6 36.1 10.0: 1.1 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 : 43: 7 7 . . . 0 4 . 9 16 16: Old : 43: 7 7 . . . 0 4 . 9 16 16: 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 : 75.5 45.7 86.7 66.8 74.6 42.1 80.0 61.2 Old : 75.5 45.7 86.7 66.8 74.6 42.1 80.0 61.2 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 17, 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 : 176,317: 106,620 117,215 8,106 12,523 21,787 14,247 543 12,446 9,070 7,569 3,388: 653 845 Old : 176,317: 106,620 117,215 8,106 12,523 21,787 14,247 543 12,446 9,070 7,569 3,388: 653 845 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 3,915: 2,824 1,537 -725 525 887 556 -220 344 92 421 -23: -41 443 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 66.5 4.6 7.1 12.4 8.1 0.3 7.1 5.1 4.3 1.9: 0.4 0.5 Old : 100.0: 60.5 66.5 4.6 7.1 12.4 8.1 0.3 7.1 5.1 4.3 1.9: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 83: 45 46 . 7 8 7 4 6 5 5 9: Old : 83: 45 46 . 7 8 7 4 6 5 5 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.4 29.4 44.9 50.4 16.4 25.0 25.6 36.7 Old : 28.4 29.4 44.9 50.4 16.4 25.0 25.6 36.7 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 17, 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 : 56,682: 33,614 45,674 15,875 4,694 2,712 1,192 2 3,095 0 311 170: 24 24 Old : 56,682: 33,614 45,674 15,875 4,694 2,712 1,192 2 3,095 0 311 170: 24 24 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : -976: 178 -323 -687 -135 -511 24 -1 45 0 -27 -25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 80.6 28.0 8.3 4.8 2.1 0.0 5.5 0.0 0.5 0.3: 0.0 0.0 Old : 100.0: 59.3 80.6 28.0 8.3 4.8 2.1 0.0 5.5 0.0 0.5 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 : 34: 23 22 . . 4 . . . 0 . .: Old : 34: 23 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 : 56.5 48.6 81.0 74.0 54.7 44.5 68.6 63.9 Old : 56.5 48.6 81.0 74.0 54.7 44.5 68.6 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 492,079: 338,151 394,521 99,788 50,218 28,596 5,113 0 18,079 1,687 0 665: 0 0 Old : 492,079: 338,151 394,521 99,788 50,218 28,596 5,113 0 18,079 1,687 0 665: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 28,466: 5,411 18,398 32,470 0 -2,253 -19,795 0 12,633 312 0 -312: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.7 80.2 20.3 10.2 5.8 1.0 0.0 3.7 0.3 0.0 0.1: 0.0 0.0 Old : 100.0: 68.7 80.2 20.3 10.2 5.8 1.0 0.0 3.7 0.3 0.0 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 21 21 . . . . 0 . . 0 .: Old : 33: 21 21 . . . . 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 54.0 80.8 76.7 57.7 51.5 69.1 69.5 Old : 63.8 54.0 80.8 76.7 57.7 51.5 69.1 69.5 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 17, 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 : 1,696,341: 1,209,511 1,424,592 160,233 78,916 146,575 139,555 1,938 27,839 6,274 8,999 6,354: 0 1,128 Old : 1,696,341: 1,209,511 1,424,592 160,233 78,916 146,575 139,555 1,938 27,839 6,274 8,999 6,354: 0 1,128 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 14,827: 21,323 7,096 1,877 0 6,569 -18,471 1,185 0 5,432 752 -1,903: 0 1,128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 84.0 9.4 4.7 8.6 8.2 0.1 1.6 0.4 0.5 0.4: 0.0 0.1 Old : 100.0: 71.3 84.0 9.4 4.7 8.6 8.2 0.1 1.6 0.4 0.5 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 : 63: 36 41 4 4 5 4 . . . . .: Old : 63: 36 41 4 4 5 4 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 43.0 60.0 59.7 37.9 38.1 50.6 51.0 Old : 45.5 43.0 60.0 59.7 37.9 38.1 50.6 51.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 61,890: 51,630 30,203 125 13,461 4,790 0 6,911 4,577 127 1,284 641: 0 24 Old : 61,890: 51,630 30,203 125 13,461 4,790 0 6,911 4,577 127 1,284 641: 0 24 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 2,573: 2,853 564 0 1,444 -552 -4 1,192 277 0 -351 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 48.8 0.2 21.7 7.7 0.0 11.2 7.4 0.2 2.1 1.0: 0.0 0.0 Old : 100.0: 83.4 48.8 0.2 21.7 7.7 0.0 11.2 7.4 0.2 2.1 1.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 23 25 . . . 0 . . . . .: Old : 39: 23 25 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.7 49.4 70.3 72.4 41.0 35.6 52.3 53.4 Old : 53.7 49.4 70.3 72.4 41.0 35.6 52.3 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 311,109: 201,607 253,810 89,573 37,456 4,192 3,210 0 12,183 0 3,124 344: 0 0 Old : 311,109: 201,607 253,810 89,573 37,456 4,192 3,210 0 12,183 0 3,124 344: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : -5,132: 977 -5,756 -3,301 0 0 -2,808 0 0 0 624 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.8 81.6 28.8 12.0 1.3 1.0 0.0 3.9 0.0 1.0 0.1: 0.0 0.0 Old : 100.0: 64.8 81.6 28.8 12.0 1.3 1.0 0.0 3.9 0.0 1.0 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 13 . . . . 0 . 0 . .: Old : 28: 18 13 . . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 67.2 76.3 87.1 49.6 60.7 66.3 74.9 Old : 55.3 67.2 76.3 87.1 49.6 60.7 66.3 74.9 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 17, 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 : 587,578: 455,905 444,654 71,364 101,867 25,299 17,169 1,550 12,647 3,633 0 1,561: 0 0 Old : 587,578: 455,905 444,654 71,364 101,867 25,299 17,169 1,550 12,647 3,633 0 1,561: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : -21,719: -17,797 -11,094 472 -10,028 1,847 -8,560 -5,515 2,695 -752 0 376: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 75.7 12.1 17.3 4.3 2.9 0.3 2.2 0.6 0.0 0.3: 0.0 0.0 Old : 100.0: 77.6 75.7 12.1 17.3 4.3 2.9 0.3 2.2 0.6 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 : 40: 21 22 . 4 . . . . . 0 .: Old : 40: 21 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 : 54.8 54.5 71.6 71.3 48.5 50.9 60.8 63.0 Old : 54.8 54.5 71.6 71.3 48.5 50.9 60.8 63.0 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 17, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 50,603: 27,973 45,691 13,737 1,320 1,210 2,247 427 1,343 3,219 0 64: 810 548 Old : 50,603: 27,973 45,691 13,737 1,320 1,210 2,247 427 1,343 3,219 0 64: 810 548 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 703: -363 923 980 43 -171 13 2 -11 0 0 0: 255 -83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 90.3 27.1 2.6 2.4 4.4 0.8 2.7 6.4 0.0 0.1: 1.6 1.1 Old : 100.0: 55.3 90.3 27.1 2.6 2.4 4.4 0.8 2.7 6.4 0.0 0.1: 1.6 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 17 24 4 . . . . . . 0 .: Old : 37: 17 24 4 . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 57.2 75.0 74.1 53.0 54.9 70.1 71.1 Old : 54.6 57.2 75.0 74.1 53.0 54.9 70.1 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 1,731,325: 1,574,325 1,680,685 125,300 14,940 31,700 0 0 0 0 4,000 0: 0 0 Old : 1,731,325: 1,574,325 1,680,685 125,300 14,940 31,700 0 0 0 0 4,000 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 154,040: 154,040 107,400 -31,700 14,940 31,700 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.9 97.1 7.2 0.9 1.8 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0 Old : 100.0: 90.9 97.1 7.2 0.9 1.8 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 11 . . . 0 0 0 0 . 0: Old : 21: 10 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 : 73.9 88.4 94.5 97.7 71.9 88.4 92.2 93.8 Old : 73.9 88.4 94.5 97.7 71.9 88.4 92.2 93.8 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 17, 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 : 652,300: 579,350 638,500 60,150 0 12,800 0 0 0 0 1,000 0: 0 0 Old : 652,300: 579,350 638,500 60,150 0 12,800 0 0 0 0 1,000 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 79,800: 79,800 67,000 -12,800 0 12,800 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.8 97.9 9.2 0.0 2.0 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0 Old : 100.0: 88.8 97.9 9.2 0.0 2.0 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 12 . 0 . 0 0 0 0 . 0: Old : 26: 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 : 64.2 86.4 84.6 94.3 62.0 86.2 80.4 90.3 Old : 64.2 86.4 84.6 94.3 62.0 86.2 80.4 90.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 837,600: 677,360 744,000 160,240 93,600 0 0 0 0 0 0 0: 0 0 Old : 837,600: 677,360 744,000 160,240 93,600 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 18,800: 18,800 18,800 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 88.8 19.1 11.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 80.9 88.8 19.1 11.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 11 . . 0 0 0 0 0 0 0: Old : 22: 12 11 . . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 77.8 87.7 96.2 58.2 77.8 82.1 89.5 Old : 63.8 77.8 87.7 96.2 58.2 77.8 82.1 89.5 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 17, 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 : 291,008: 221,416 245,640 31,536 17,272 24,536 12,336 1,584 776 0 792 408: 0 0 Old : 291,008: 221,416 245,640 31,536 17,272 24,536 12,336 1,584 776 0 792 408: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 760: 760 1,136 0 -376 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 84.4 10.8 5.9 8.4 4.2 0.5 0.3 0.0 0.3 0.1: 0.0 0.0 Old : 100.0: 76.1 84.4 10.8 5.9 8.4 4.2 0.5 0.3 0.0 0.3 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 : 34: 21 14 . . . . . . 0 . .: Old : 34: 21 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 : 41.2 59.2 66.0 80.8 34.5 53.1 56.4 68.7 Old : 41.2 59.2 66.0 80.8 34.5 53.1 56.4 68.7 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 17, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 11,929: 8,740 7,429 862 2,806 434 1,534 80 230 0 568 0: 129 382 Old : 11,929: 8,740 7,429 862 2,806 434 1,534 80 230 0 568 0: 129 382 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 528: 482 194 256 92 -46 -164 0 0 0 224 0: 0 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.3 62.3 7.2 23.5 3.6 12.9 0.7 1.9 0.0 4.8 0.0: 1.1 3.2 Old : 100.0: 73.3 62.3 7.2 23.5 3.6 12.9 0.7 1.9 0.0 4.8 0.0: 1.1 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 16 . . . . . . 0 . 0: Old : 34: 19 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.8 46.8 64.7 75.2 31.9 44.0 50.3 64.4 Old : 38.8 46.8 64.7 75.2 31.9 44.0 50.3 64.4 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 17, 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 : 1,091,527: 969,277 807,207 23,700 166,670 70,850 0 19,100 27,700 0 0 0: 0 0 Old : 1,091,527: 969,277 807,207 23,700 166,670 70,850 0 19,100 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: September 10, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.8 74.0 2.2 15.3 6.5 0.0 1.7 2.5 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 88.8 74.0 2.2 15.3 6.5 0.0 1.7 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 9 . . . 0 . . 0 0 0: Old : 22: 12 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 : 49.0 51.5 77.9 85.3 39.2 46.1 67.3 70.0 Old : 49.0 51.5 77.9 85.3 39.2 46.1 67.3 70.0 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 17, 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 : 276,400: 232,035 227,900 43,215 48,500 0 0 0 0 0 0 0: 1,150 0 Old : 276,400: 232,035 227,900 43,215 48,500 0 0 0 0 0 0 0: 1,150 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 2,875: 1,935 2,875 -210 0 0 0 0 0 0 0 0: 1,150 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 82.5 15.6 17.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.0 Old : 100.0: 83.9 82.5 15.6 17.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 8 . . 0 0 0 0 0 0 0: Old : 23: 15 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 : 58.0 87.9 86.0 99.2 58.0 87.9 86.0 96.1 Old : 58.0 87.9 86.0 99.2 58.0 87.9 86.0 96.1 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 17, 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 : 211,215: 165,315 146,995 6,375 28,920 35,300 4,225 0 0 0 0 0: 0 0 Old : 211,215: 165,315 146,995 6,375 28,920 35,300 4,225 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: September 10, 2013 : : 575: 575 785 0 -210 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 69.6 3.0 13.7 16.7 2.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.3 69.6 3.0 13.7 16.7 2.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 20 20 . . . . 0 0 0 0 0: Old : 29: 20 20 . . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 49.7 71.6 76.5 43.5 28.4 52.4 45.6 Old : 52.3 49.7 71.6 76.5 43.5 28.4 52.4 45.6 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 17, 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 : 22,629: 16,103 12,925 1,890 5,328 1,617 803 0 192 0 1,037 23: 2,001 1,507 Old : 22,629: 16,103 12,925 1,890 5,328 1,617 803 0 192 0 1,037 23: 2,001 1,507 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 480: 199 137 -255 -255 510 -85 0 88 0 0 0: 23 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 57.1 8.4 23.5 7.1 3.5 0.0 0.8 0.0 4.6 0.1: 8.8 6.7 Old : 100.0: 71.2 57.1 8.4 23.5 7.1 3.5 0.0 0.8 0.0 4.6 0.1: 8.8 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 : 28: 19 15 . . . . 0 . 0 . .: Old : 28: 19 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 : 40.6 50.7 62.1 74.2 27.5 49.2 45.4 64.9 Old : 40.6 50.7 62.1 74.2 27.5 49.2 45.4 64.9 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 17, 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 : 2,347,448: 1,702,613 1,899,260 188,770 35,995 157,757 151,341 55,475 146,967 0 51,994 0: 0 0 Old : 2,347,448: 1,702,613 1,899,260 188,770 35,995 157,757 151,341 55,475 146,967 0 51,994 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 150,072: 66,275 161,222 0 -24,006 23,320 68,709 0 -8,232 0 -2,232 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 80.9 8.0 1.5 6.7 6.4 2.4 6.3 0.0 2.2 0.0: 0.0 0.0 Old : 100.0: 72.5 80.9 8.0 1.5 6.7 6.4 2.4 6.3 0.0 2.2 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 25 23 . . . . . . 0 . 0: Old : 39: 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 : 43.8 50.4 67.5 70.6 36.8 42.2 54.5 54.9 Old : 43.8 50.4 67.5 70.6 36.8 42.2 54.5 54.9 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 17, 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 : 751,814: 548,054 546,810 126,275 36,725 44,000 0 50,173 33,485 0 40,621 0: 0 0 Old : 751,814: 548,054 546,810 126,275 36,725 44,000 0 50,173 33,485 0 40,621 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 46,152: 19,047 38,072 2,200 0 3,145 0 -18,010 21,760 0 1,185 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 72.7 16.8 4.9 5.9 0.0 6.7 4.5 0.0 5.4 0.0: 0.0 0.0 Old : 100.0: 72.9 72.7 16.8 4.9 5.9 0.0 6.7 4.5 0.0 5.4 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 26 22 4 . 4 0 . . 0 . 0: Old : 40: 26 22 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 : 41.7 46.9 65.6 72.0 39.8 40.3 63.0 59.3 Old : 41.7 46.9 65.6 72.0 39.8 40.3 63.0 59.3 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 17, 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 : 1,106,520: 929,670 1,059,720 130,050 0 46,800 0 0 0 0 0 0: 0 0 Old : 1,106,520: 929,670 1,059,720 130,050 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: September 10, 2013 : : 46,180: 46,180 46,180 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 95.8 11.8 0.0 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 84.0 95.8 11.8 0.0 4.2 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 : 25: 17 10 . 0 . 0 0 0 0 0 0: Old : 25: 17 10 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 86.2 77.7 96.4 48.0 65.1 63.5 72.9 Old : 55.7 86.2 77.7 96.4 48.0 65.1 63.5 72.9 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 17, 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 : 372,455: 303,805 342,525 50,850 16,330 13,600 4,200 0 0 0 0 0: 0 0 Old : 372,455: 303,805 342,525 50,850 16,330 13,600 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: September 10, 2013 : : 36,110: 36,110 36,110 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 92.0 13.7 4.4 3.7 1.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 81.6 92.0 13.7 4.4 3.7 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 : 31: 21 13 . . . . 0 0 0 0 0: Old : 31: 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 : 40.4 77.8 59.5 95.3 32.6 59.2 50.2 74.5 Old : 40.4 77.8 59.5 95.3 32.6 59.2 50.2 74.5 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 17, 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 : 608,627: 349,200 535,488 85,872 15,348 18,828 116,974 0 26,858 0 1,210 10,895: 0 0 Old : 608,627: 349,200 535,488 85,872 15,348 18,828 116,974 0 26,858 0 1,210 10,895: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 9,043: -5,088 23,388 11,358 0 -10,411 6,170 0 1,543 0 -10,948 5,471: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.4 88.0 14.1 2.5 3.1 19.2 0.0 4.4 0.0 0.2 1.8: 0.0 0.0 Old : 100.0: 57.4 88.0 14.1 2.5 3.1 19.2 0.0 4.4 0.0 0.2 1.8: 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: 24 28 . . 4 . 0 . 0 . .: Old : 41: 24 28 . . 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 : 62.0 54.1 81.0 70.6 56.2 54.0 69.1 65.1 Old : 62.0 54.1 81.0 70.6 56.2 54.0 69.1 65.1 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 17, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 41,345: 25,419 33,347 5,212 2,493 1,121 7,609 2,792 881 218 0 545: 341 167 Old : 41,345: 25,419 33,347 5,212 2,493 1,121 7,609 2,792 881 218 0 545: 341 167 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 499: -138 1,475 135 74 -185 495 0 -69 218 -773 -23: 66 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.5 80.7 12.6 6.0 2.7 18.4 6.8 2.1 0.5 0.0 1.3: 0.8 0.4 Old : 100.0: 61.5 80.7 12.6 6.0 2.7 18.4 6.8 2.1 0.5 0.0 1.3: 0.8 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 : 40: 26 27 . . 4 . . . . 0 .: Old : 40: 26 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 : 51.0 51.9 75.4 75.6 47.1 51.5 66.6 74.3 Old : 51.0 51.9 75.4 75.6 47.1 51.5 66.6 74.3 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 17, 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 : 22,734: 8,955 22,099 10,497 0 77 2,795 0 335 0 148 75: 0 0 Old : 22,734: 8,955 22,099 10,497 0 77 2,795 0 335 0 148 75: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 1,210: -452 1,134 1,384 0 0 21 0 231 0 -205 50: -24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.4 97.2 46.2 0.0 0.3 12.3 0.0 1.5 0.0 0.7 0.3: 0.0 0.0 Old : 100.0: 39.4 97.2 46.2 0.0 0.3 12.3 0.0 1.5 0.0 0.7 0.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 19 16 . 0 . . 0 . 0 . .: Old : 33: 19 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 : 60.3 80.0 88.1 92.1 58.5 76.7 77.5 85.2 Old : 60.3 80.0 88.1 92.1 58.5 76.7 77.5 85.2 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 17, 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 : 259,810: 112,624 242,050 37,152 9,151 8,609 99,196 0 0 2,229 0 0: 0 0 Old : 259,810: 112,624 242,050 37,152 9,151 8,609 99,196 0 0 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: September 10, 2013 : : 85,748: 10,043 86,757 0 1,806 -2,815 78,520 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.3 93.2 14.3 3.5 3.3 38.2 0.0 0.0 0.9 0.0 0.0: 0.0 0.0 Old : 100.0: 43.3 93.2 14.3 3.5 3.3 38.2 0.0 0.0 0.9 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 : 23: 12 9 . . . . 0 0 . 0 0: Old : 23: 12 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 : 72.8 89.4 86.5 98.6 72.8 82.2 84.3 90.8 Old : 72.8 89.4 86.5 98.6 72.8 82.2 84.3 90.8 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 17, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 601,207: 349,079 548,084 206,145 12,558 1,183 9,178 3,760 35,622 0 0 0: 0 0 Old : 601,207: 349,079 548,084 206,145 12,558 1,183 9,178 3,760 35,622 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 2,935: 9,157 14,998 -10,104 -6,200 0 0 -9,745 3,882 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.1 91.2 34.3 2.1 0.2 1.5 0.6 5.9 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 58.1 91.2 34.3 2.1 0.2 1.5 0.6 5.9 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 21 16 4 . . . . . 0 0 0: Old : 33: 21 16 4 . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 80.4 70.0 91.8 51.5 66.7 63.5 71.5 Old : 51.5 80.4 70.0 91.8 51.5 66.7 63.5 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 17, 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 : 31,185: 23,940 25,049 420 2,905 2,982 3,464 0 40 0 0 0: 339 209 Old : 31,185: 23,940 25,049 420 2,905 2,982 3,464 0 40 0 0 0: 339 209 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 992: 961 1,015 0 84 -84 138 0 -23 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 80.3 1.3 9.3 9.6 11.1 0.0 0.1 0.0 0.0 0.0: 1.1 0.7 Old : 100.0: 76.8 80.3 1.3 9.3 9.6 11.1 0.0 0.1 0.0 0.0 0.0: 1.1 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 : 30: 21 15 . . 4 . 0 . 0 0 0: Old : 30: 21 15 . . 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 : 38.5 82.3 66.6 91.2 36.9 61.7 54.1 65.9 Old : 38.5 82.3 66.6 91.2 36.9 61.7 54.1 65.9 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 17, 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 : 19,764: 10,247 17,897 4,867 768 486 962 100 0 2,730 0 46: 426 467 Old : 19,764: 10,247 17,897 4,867 768 486 962 100 0 2,730 0 46: 426 467 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : -27: -198 -161 0 69 -23 198 0 0 -73 0 46: 23 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.8 90.6 24.6 3.9 2.5 4.9 0.5 0.0 13.8 0.0 0.2: 2.2 2.4 Old : 100.0: 51.8 90.6 24.6 3.9 2.5 4.9 0.5 0.0 13.8 0.0 0.2: 2.2 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 17 . . 4 . . 0 . 0 .: Old : 30: 17 17 . . 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 : 53.5 50.7 72.0 75.1 49.5 45.7 64.8 59.9 Old : 53.5 50.7 72.0 75.1 49.5 45.7 64.8 59.9 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 17, 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 : 306,175: 101,597 295,631 133,741 0 9,360 4,704 0 0 55,589 0 1,184: 0 0 Old : 306,175: 101,597 295,631 133,741 0 9,360 4,704 0 0 55,589 0 1,184: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 3,877: -3,579 8,933 3,128 0 -4,680 0 0 0 9,384 0 -376: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 96.6 43.7 0.0 3.1 1.5 0.0 0.0 18.2 0.0 0.4: 0.0 0.0 Old : 100.0: 33.2 96.6 43.7 0.0 3.1 1.5 0.0 0.0 18.2 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 : 30: 18 18 4 0 . . 0 0 . 0 .: Old : 30: 18 18 4 0 . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 60.7 80.6 84.4 64.4 54.1 72.9 73.1 Old : 66.2 60.7 80.6 84.4 64.4 54.1 72.9 73.1 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 17, 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 : 15,803: 6,882 9,570 6,681 4,074 754 0 367 256 808 0 81: 341 701 Old : 15,803: 6,882 9,570 6,681 4,074 754 0 367 256 808 0 81: 341 701 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 132: -236 -81 411 0 -43 0 0 0 0 0 0: 0 256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.5 60.6 42.3 25.8 4.8 0.0 2.3 1.6 5.1 0.0 0.5: 2.2 4.4 Old : 100.0: 43.5 60.6 42.3 25.8 4.8 0.0 2.3 1.6 5.1 0.0 0.5: 2.2 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 19 4 . 4 0 . . . 0 .: Old : 30: 16 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 : 46.6 46.1 71.2 65.2 42.3 43.5 58.2 60.0 Old : 46.6 46.1 71.2 65.2 42.3 43.5 58.2 60.0 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 17, 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 : 216,879: 86,359 128,021 127,311 88,858 0 0 0 0 3,209 0 0: 0 0 Old : 216,879: 86,359 128,021 127,311 88,858 0 0 0 0 3,209 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 4,664: 0 0 4,664 4,664 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.8 59.0 58.7 41.0 0.0 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.0 Old : 100.0: 39.8 59.0 58.7 41.0 0.0 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 12 4 . 0 0 0 0 . 0 0: Old : 28: 14 12 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 : 72.7 69.5 87.9 90.2 64.2 69.5 77.2 82.7 Old : 72.7 69.5 87.9 90.2 64.2 69.5 77.2 82.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 26,570: 18,860 20,556 3,875 77 1,307 0 2,126 2,504 0 0 0: 24 0 Old : 26,570: 18,860 20,556 3,875 77 1,307 0 2,126 2,504 0 0 0: 24 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : -1,029: -235 -1,262 -616 0 156 0 411 -334 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.0 77.4 14.6 0.3 4.9 0.0 8.0 9.4 0.0 0.0 0.0: 0.1 0.0 Old : 100.0: 71.0 77.4 14.6 0.3 4.9 0.0 8.0 9.4 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 : 27: 16 17 . . . 0 . . 0 0 0: Old : 27: 16 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 : 55.2 55.1 83.5 79.3 47.9 43.5 60.9 60.2 Old : 55.2 55.1 83.5 79.3 47.9 43.5 60.9 60.2 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 17, 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 : 163,821: 134,172 104,907 1,297 29,890 28,352 0 672 0 0 0 0: 0 0 Old : 163,821: 134,172 104,907 1,297 29,890 28,352 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: September 10, 2013 : : -33: -12,035 2,872 0 -14,907 12,002 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.9 64.0 0.8 18.2 17.3 0.0 0.4 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 81.9 64.0 0.8 18.2 17.3 0.0 0.4 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 14 . . . 0 . 0 0 0 0: Old : 25: 14 14 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 58.0 83.3 79.2 48.9 41.5 61.5 56.3 Old : 61.0 58.0 83.3 79.2 48.9 41.5 61.5 56.3 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 17, 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 : 735,512: 635,797 564,325 58,520 59,752 41,195 0 70,240 0 0 0 0: 0 0 Old : 735,512: 635,797 564,325 58,520 59,752 41,195 0 70,240 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: September 10, 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: 86.4 76.7 8.0 8.1 5.6 0.0 9.5 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 86.4 76.7 8.0 8.1 5.6 0.0 9.5 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 : 23: 13 9 . . . 0 . 0 0 0 0: Old : 23: 13 9 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 68.0 80.9 93.8 62.0 67.0 76.2 83.4 Old : 62.9 68.0 80.9 93.8 62.0 67.0 76.2 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 222,805: 190,330 188,375 20,075 15,180 12,400 0 6,850 0 0 0 0: 0 0 Old : 222,805: 190,330 188,375 20,075 15,180 12,400 0 6,850 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: September 10, 2013 : : 645: -1,075 3,225 0 -4,300 1,720 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 84.5 9.0 6.8 5.6 0.0 3.1 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 85.4 84.5 9.0 6.8 5.6 0.0 3.1 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: 17 10 . . . 0 . 0 0 0 0: Old : 26: 17 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 : 59.0 69.1 77.4 91.1 58.5 64.8 75.7 80.5 Old : 59.0 69.1 77.4 91.1 58.5 64.8 75.7 80.5 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 17, 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 : 123,755: 97,980 113,080 23,900 7,800 1,875 0 1,000 0 0 0 0: 0 0 Old : 123,755: 97,980 113,080 23,900 7,800 1,875 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: September 10, 2013 : : 1,050: 0 1,050 1,050 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.2 91.4 19.3 6.3 1.5 0.0 0.8 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 79.2 91.4 19.3 6.3 1.5 0.0 0.8 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 10 . . . 0 . 0 0 0 0: Old : 21: 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 : 67.6 66.9 88.8 92.0 65.0 55.3 78.9 77.1 Old : 67.6 66.9 88.8 92.0 65.0 55.3 78.9 77.1 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 17, 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 : 226,115: 178,090 117,455 45,925 106,560 2,100 0 0 0 0 0 0: 0 0 Old : 226,115: 178,090 117,455 45,925 106,560 2,100 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: September 10, 2013 : : 4,825: 2,050 4,825 2,775 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 51.9 20.3 47.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.8 51.9 20.3 47.1 0.9 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 : 24: 13 8 . . . 0 0 0 0 0 0: Old : 24: 13 8 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 90.1 87.7 98.6 56.7 90.1 87.0 97.9 Old : 57.4 90.1 87.7 98.6 56.7 90.1 87.0 97.9 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 17, 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 : 778,363: 626,493 377,195 149,870 399,168 2,000 0 0 0 0 0 0: 0 0 Old : 778,363: 626,493 377,195 149,870 399,168 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: September 10, 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: 80.5 48.5 19.3 51.3 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 80.5 48.5 19.3 51.3 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 5 4 . . 0 0 0 0 0 0: Old : 21: 11 5 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 : 60.9 94.7 86.3 100.0 60.9 94.7 86.1 99.7 Old : 60.9 94.7 86.3 100.0 60.9 94.7 86.1 99.7 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 17, 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 : 147,935: 117,185 116,795 12,390 12,780 18,360 0 0 0 0 0 0: 0 0 Old : 147,935: 117,185 116,795 12,390 12,780 18,360 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: September 10, 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: 79.2 79.0 8.4 8.6 12.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 79.2 79.0 8.4 8.6 12.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 . . . 0 0 0 0 0 0: Old : 22: 13 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 : 47.0 67.6 79.5 90.7 42.0 62.2 62.1 72.5 Old : 47.0 67.6 79.5 90.7 42.0 62.2 62.1 72.5 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 17, 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 : 531,933: 418,903 405,025 44,807 58,685 68,223 0 0 0 0 0 0: 0 0 Old : 531,933: 418,903 405,025 44,807 58,685 68,223 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: September 10, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 76.1 8.4 11.0 12.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.8 76.1 8.4 11.0 12.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 9 . . . 0 0 0 0 0 0: Old : 20: 13 9 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 72.9 81.3 93.1 42.2 63.7 61.4 69.9 Old : 50.2 72.9 81.3 93.1 42.2 63.7 61.4 69.9 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 17, 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 : 196,745: 183,650 160,620 855 27,685 8,440 0 0 0 3,800 0 0: 0 0 Old : 196,745: 183,650 160,620 855 27,685 8,440 0 0 0 3,800 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 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: 93.3 81.6 0.4 14.1 4.3 0.0 0.0 0.0 1.9 0.0 0.0: 0.0 0.0 Old : 100.0: 93.3 81.6 0.4 14.1 4.3 0.0 0.0 0.0 1.9 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 8 . . . 0 0 0 . 0 0: Old : 27: 18 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 : 53.7 78.0 74.9 92.2 52.4 69.9 71.1 83.0 Old : 53.7 78.0 74.9 92.2 52.4 69.9 71.1 83.0 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 17, 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 : 651,687: 584,133 558,277 17,632 43,488 49,922 0 0 0 0 0 0: 0 0 Old : 651,687: 584,133 558,277 17,632 43,488 49,922 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: September 10, 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: 89.6 85.7 2.7 6.7 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.6 85.7 2.7 6.7 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 : 59.3 81.4 79.1 96.4 57.8 72.4 74.0 81.1 Old : 59.3 81.4 79.1 96.4 57.8 72.4 74.0 81.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 1,045,227: 953,623 1,000,891 91,604 44,336 0 0 0 0 0 0 0: 0 0 Old : 1,045,227: 953,623 1,000,891 91,604 44,336 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 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: 91.2 95.8 8.8 4.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 91.2 95.8 8.8 4.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 7 . . 0 0 0 0 0 0 0: Old : 23: 14 7 . . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.3 90.3 90.1 100.0 71.3 88.7 89.0 96.7 Old : 71.3 90.3 90.1 100.0 71.3 88.7 89.0 96.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 276,135: 254,540 262,705 18,255 10,090 3,340 0 0 0 0 0 0: 0 0 Old : 276,135: 254,540 262,705 18,255 10,090 3,340 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: September 10, 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: 92.2 95.1 6.6 3.7 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 92.2 95.1 6.6 3.7 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 8 . . . 0 0 0 0 0 0: Old : 30: 19 8 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.9 90.0 83.8 99.3 65.9 87.8 83.2 96.3 Old : 65.9 90.0 83.8 99.3 65.9 87.8 83.2 96.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 6,784,726: 5,238,543 6,440,149 1,005,686 1,612 342,165 129,960 0 0 67,572 0 800: 0 0 Old : 6,784,726: 5,238,543 6,440,149 1,005,686 1,612 342,165 129,960 0 0 67,572 0 800: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 46,507: 37,552 44,251 6,699 0 2,256 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.2 94.9 14.8 0.0 5.0 1.9 0.0 0.0 1.0 0.0 0.0: 0.0 0.0 Old : 100.0: 77.2 94.9 14.8 0.0 5.0 1.9 0.0 0.0 1.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 31 31 5 . 6 . 0 0 . 0 .: Old : 45: 31 31 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 : 39.6 62.6 63.7 81.8 31.9 53.5 48.2 65.0 Old : 39.6 62.6 63.7 81.8 31.9 53.5 48.2 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 2,210,905: 1,764,715 2,095,745 293,380 390 105,370 27,765 9,000 0 19,275 0 400: 0 0 Old : 2,210,905: 1,764,715 2,095,745 293,380 390 105,370 27,765 9,000 0 19,275 0 400: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 14,100: 17,025 14,100 -2,535 390 -390 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 94.8 13.3 0.0 4.8 1.3 0.4 0.0 0.9 0.0 0.0: 0.0 0.0 Old : 100.0: 79.8 94.8 13.3 0.0 4.8 1.3 0.4 0.0 0.9 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 : 50: 33 30 6 . 6 . . 0 . 0 .: Old : 50: 33 30 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 : 34.4 56.9 57.0 78.1 29.5 53.9 48.0 69.1 Old : 34.4 56.9 57.0 78.1 29.5 53.9 48.0 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 17, 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 : 2,852,666: 1,685,680 1,938,978 262,136 245,408 218,964 7,682 143,901 41,950 583,685 210,896 52,569: -0 -0 Old : 2,852,666: 1,685,680 1,938,978 262,136 245,408 218,964 7,682 143,901 41,950 583,685 210,896 52,569: -0 -0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 49,521: 8,538 77,000 10,491 -36,512 25,008 0 -6,720 345 11,500 -3,239 -6,361: 0 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.1 68.0 9.2 8.6 7.7 0.3 5.0 1.5 20.5 7.4 1.8: -0.0 -0.0 Old : 100.0: 59.1 68.0 9.2 8.6 7.7 0.3 5.0 1.5 20.5 7.4 1.8: -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 : 62: 35 32 4 6 8 . 4 . 5 4 5: Old : 62: 35 32 4 6 8 . 4 . 5 4 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 : 45.8 51.9 62.2 69.1 45.7 48.4 60.0 63.8 Old : 45.8 51.9 62.2 69.1 45.7 48.4 60.0 63.8 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 17, 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 : 6,159,013: 5,268,255 5,004,934 213,671 514,030 375,773 76,111 117,215 120,839 78,142 0 26,222: 0 0 Old : 6,159,013: 5,268,255 5,004,934 213,671 514,030 375,773 76,111 117,215 120,839 78,142 0 26,222: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 269,579: 194,501 296,122 39,901 -71,355 35,177 0 0 0 -9,635 0 9,635: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.5 81.3 3.5 8.3 6.1 1.2 1.9 2.0 1.3 0.0 0.4: 0.0 0.0 Old : 100.0: 85.5 81.3 3.5 8.3 6.1 1.2 1.9 2.0 1.3 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 : 47: 29 23 4 4 4 . . . . 0 .: Old : 47: 29 23 4 4 4 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 71.6 65.3 83.8 49.0 66.8 63.9 77.1 Old : 49.2 71.6 65.3 83.8 49.0 66.8 63.9 77.1 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 17, 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 : 574,735: 504,660 439,855 58,685 122,650 11,390 0 840 0 0 0 0: 0 0 Old : 574,735: 504,660 439,855 58,685 122,650 11,390 0 840 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 1,650: 1,650 -3,550 0 5,200 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.8 76.5 10.2 21.3 2.0 0.0 0.1 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 87.8 76.5 10.2 21.3 2.0 0.0 0.1 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: 24 9 . . . 0 . 0 0 0 0: Old : 31: 24 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 : 46.0 71.2 68.9 92.0 46.0 69.9 64.5 82.2 Old : 46.0 71.2 68.9 92.0 46.0 69.9 64.5 82.2 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 17, 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 : 2,072,697: 1,825,146 1,689,302 155,051 285,685 92,500 0 5,210 0 0 0 0: 0 0 Old : 2,072,697: 1,825,146 1,689,302 155,051 285,685 92,500 0 5,210 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: September 10, 2013 : : 0: 0 -14,880 0 14,880 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.1 81.5 7.5 13.8 4.5 0.0 0.3 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 88.1 81.5 7.5 13.8 4.5 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 : 32: 24 11 . . . 0 . 0 0 0 0: Old : 32: 24 11 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.6 69.0 73.2 89.7 49.0 67.6 69.8 79.1 Old : 50.6 69.0 73.2 89.7 49.0 67.6 69.8 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 66,925: 45,171 24,958 287 19,247 12,129 0 2,264 3,340 774 0 310: 4,914 4,677 Old : 66,925: 45,171 24,958 287 19,247 12,129 0 2,264 3,340 774 0 310: 4,914 4,677 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : -63: 134 -168 -8 208 -66 0 78 -80 1 0 -4: -40 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 37.3 0.4 28.8 18.1 0.0 3.4 5.0 1.2 0.0 0.5: 7.3 7.0 Old : 100.0: 67.5 37.3 0.4 28.8 18.1 0.0 3.4 5.0 1.2 0.0 0.5: 7.3 7.0 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: 23 25 . 4 6 0 . . . 0 .: Old : 37: 23 25 . 4 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 : 47.0 47.9 67.7 67.8 31.9 29.4 38.7 38.9 Old : 47.0 47.9 67.7 67.8 31.9 29.4 38.7 38.9 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 17, 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 : 9,905: 4,886 6,406 523 1,207 1,334 1,968 0 528 162 0 0: 504 430 Old : 9,905: 4,886 6,406 523 1,207 1,334 1,968 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: September 10, 2013 : : -53: 30 -53 18 -2 2 -102 0 0 0 0 0: 0 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 64.7 5.3 12.2 13.5 19.9 0.0 5.3 1.6 0.0 0.0: 5.1 4.3 Old : 100.0: 49.3 64.7 5.3 12.2 13.5 19.9 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 10 . . 4 . 0 . . 0 0: Old : 21: 14 10 . . 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 : 42.0 66.3 62.6 83.6 37.8 57.0 48.9 59.9 Old : 42.0 66.3 62.6 83.6 37.8 57.0 48.9 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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: 4,330 7,030 1,296 106 766 1,418 160 102 0 0 0: 686 434 Old : 8,598: 4,330 7,030 1,296 106 766 1,418 160 102 0 0 0: 686 434 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 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: 50.4 81.8 15.1 1.2 8.9 16.5 1.9 1.2 0.0 0.0 0.0: 8.0 5.0 Old : 100.0: 50.4 81.8 15.1 1.2 8.9 16.5 1.9 1.2 0.0 0.0 0.0: 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: 15 15 . . . . . . 0 0 0: Old : 25: 15 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 : 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 17, 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 : 13,757: 8,262 9,011 1,136 150 1,642 0 626 1,264 0 0 0: 1,453 1,064 Old : 13,757: 8,262 9,011 1,136 150 1,642 0 626 1,264 0 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: September 10, 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: 60.1 65.5 8.3 1.1 11.9 0.0 4.6 9.2 0.0 0.0 0.0: 10.6 7.7 Old : 100.0: 60.1 65.5 8.3 1.1 11.9 0.0 4.6 9.2 0.0 0.0 0.0: 10.6 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: 18 16 4 . 4 0 . . 0 0 0: Old : 29: 18 16 4 . 4 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.3 49.6 52.2 71.4 19.4 42.2 31.6 48.7 Old : 32.3 49.6 52.2 71.4 19.4 42.2 31.6 48.7 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 17, 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 : 32,058: 23,440 28,544 5,746 989 2,106 0 355 0 0 0 0: 766 64 Old : 32,058: 23,440 28,544 5,746 989 2,106 0 355 0 0 0 0: 766 64 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 257: 339 106 -169 0 87 0 0 0 0 0 0: 0 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 89.0 17.9 3.1 6.6 0.0 1.1 0.0 0.0 0.0 0.0: 2.4 0.2 Old : 100.0: 73.1 89.0 17.9 3.1 6.6 0.0 1.1 0.0 0.0 0.0 0.0: 2.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 52.3 72.9 81.1 90.8 45.7 69.2 74.6 82.8 Old : 52.3 72.9 81.1 90.8 45.7 69.2 74.6 82.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 655,158: 494,370 618,892 124,522 0 31,586 0 4,680 0 4,680 0 0: 0 0 Old : 655,158: 494,370 618,892 124,522 0 31,586 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: September 10, 2013 : : 3,466: 3,834 3,074 -760 0 392 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.5 94.5 19.0 0.0 4.8 0.0 0.7 0.0 0.7 0.0 0.0: 0.0 0.0 Old : 100.0: 75.5 94.5 19.0 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 : 49.1 85.4 74.2 97.7 43.9 84.1 69.0 90.9 Old : 49.1 85.4 74.2 97.7 43.9 84.1 69.0 90.9 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 17, 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 : 17,343: 13,665 16,035 1,565 265 703 0 0 0 1,326 0 0: 84 340 Old : 17,343: 13,665 16,035 1,565 265 703 0 0 0 1,326 0 0: 84 340 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 92.5 9.0 1.5 4.1 0.0 0.0 0.0 7.6 0.0 0.0: 0.5 2.0 Old : 100.0: 78.8 92.5 9.0 1.5 4.1 0.0 0.0 0.0 7.6 0.0 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 10 . . . 0 0 0 . 0 0: Old : 20: 9 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 : 66.8 80.4 88.7 93.3 65.3 79.3 84.9 88.8 Old : 66.8 80.4 88.7 93.3 65.3 79.3 84.9 88.8 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 17, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 42,487: 27,270 39,958 12,432 0 2,275 0 0 0 0 0 0: 510 254 Old : 42,487: 27,270 39,958 12,432 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: September 10, 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: 64.2 94.0 29.3 0.0 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.6 Old : 100.0: 64.2 94.0 29.3 0.0 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 72.4 44.4 94.8 71.9 67.2 43.4 84.0 69.2 Old : 72.4 44.4 94.8 71.9 67.2 43.4 84.0 69.2 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 17, 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 : 639,380: 488,220 573,005 141,800 57,015 9,360 0 0 0 0 0 0: 0 0 Old : 639,380: 488,220 573,005 141,800 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: September 10, 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: 76.4 89.6 22.2 8.9 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 76.4 89.6 22.2 8.9 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 74.8 42.8 91.7 76.2 70.8 40.2 80.4 69.0 Old : 74.8 42.8 91.7 76.2 70.8 40.2 80.4 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 68,820: 47,737 41,686 11,234 19,738 2,494 4,550 420 2,550 0 1,593 255: 0 84 Old : 68,820: 47,737 41,686 11,234 19,738 2,494 4,550 420 2,550 0 1,593 255: 0 84 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 320: 0 0 -320 -320 640 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.4 60.6 16.3 28.7 3.6 6.6 0.6 3.7 0.0 2.3 0.4: 0.0 0.1 Old : 100.0: 69.4 60.6 16.3 28.7 3.6 6.6 0.6 3.7 0.0 2.3 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: 18 16 4 . . . . . 0 . .: Old : 38: 18 16 4 . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 51.4 72.6 70.9 39.2 48.9 58.8 64.3 Old : 42.8 51.4 72.6 70.9 39.2 48.9 58.8 64.3 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 17, 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 : 1,849,845: 1,417,827 984,720 184,666 275,453 240,261 0 293,660 0 1,310 49,970 5,781: 0 0 Old : 1,849,845: 1,417,827 984,720 184,666 275,453 240,261 0 293,660 0 1,310 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: September 10, 2013 : : 42,176: 9,528 32,848 46,640 23,320 -13,992 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 53.2 10.0 14.9 13.0 0.0 15.9 0.0 0.1 2.7 0.3: 0.0 0.0 Old : 100.0: 76.6 53.2 10.0 14.9 13.0 0.0 15.9 0.0 0.1 2.7 0.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 21 20 . 4 4 0 . 0 . . .: Old : 41: 21 20 . 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 44.8 78.5 72.1 42.8 38.7 59.4 56.8 Old : 57.0 44.8 78.5 72.1 42.8 38.7 59.4 56.8 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 17, 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: September 10, 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: 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 17, 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 : 46,596: 34,363 35,945 9,388 0 2,719 0 7,932 0 126 0 0: 0 0 Old : 46,596: 34,363 35,945 9,388 0 2,719 0 7,932 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: September 10, 2013 : : 1,147: 2,296 1,147 -1,149 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 77.1 20.1 0.0 5.8 0.0 17.0 0.0 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 73.7 77.1 20.1 0.0 5.8 0.0 17.0 0.0 0.3 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 11 16 5 0 . 0 . 0 . 0 0: Old : 28: 11 16 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 : 52.9 74.4 79.4 89.6 46.1 58.1 67.3 71.8 Old : 52.9 74.4 79.4 89.6 46.1 58.1 67.3 71.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 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 : 49,043: 32,653 31,761 236 6,814 7,944 5,015 0 2,435 671 0 89: 0 0 Old : 49,043: 32,653 31,761 236 6,814 7,944 5,015 0 2,435 671 0 89: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 577: 518 508 -320 -320 320 0 0 0 -10 0 69: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.6 64.8 0.5 13.9 16.2 10.2 0.0 5.0 1.4 0.0 0.2: 0.0 0.0 Old : 100.0: 66.6 64.8 0.5 13.9 16.2 10.2 0.0 5.0 1.4 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 : 31: 20 13 . 4 . . 0 . . 0 .: Old : 31: 20 13 . 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 : 47.2 64.3 70.2 87.6 31.8 47.5 47.2 55.8 Old : 47.2 64.3 70.2 87.6 31.8 47.5 47.2 55.8 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 17, 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 : 36,727: 26,813 28,670 6,447 3,446 1,288 0 0 0 63 1,717 1,606: 510 0 Old : 36,727: 26,813 28,670 6,447 3,446 1,288 0 0 0 63 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: September 10, 2013 : : -340: -318 -510 0 255 -85 0 0 0 63 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 78.1 17.6 9.4 3.5 0.0 0.0 0.0 0.2 4.7 4.4: 1.4 0.0 Old : 100.0: 73.0 78.1 17.6 9.4 3.5 0.0 0.0 0.0 0.2 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 : 26: 15 16 . . . 0 0 0 . . .: Old : 26: 15 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 : 53.0 55.5 83.4 83.0 47.5 51.0 66.7 66.4 Old : 53.0 55.5 83.4 83.0 47.5 51.0 66.7 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Options and Futures Combined, September 17, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 43,284: 40,292 30,985 678 9,263 2,025 0 291 100 0 515 105: 84 0 Old : 43,284: 40,292 30,985 678 9,263 2,025 0 291 100 0 515 105: 84 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 2,504: 3,016 1,736 0 1,280 -512 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.1 71.6 1.6 21.4 4.7 0.0 0.7 0.2 0.0 1.2 0.2: 0.2 0.0 Old : 100.0: 93.1 71.6 1.6 21.4 4.7 0.0 0.7 0.2 0.0 1.2 0.2: 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: 17 16 . 5 4 0 . . 0 . .: Old : 32: 17 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 : 44.7 53.3 74.6 75.9 42.4 50.2 67.9 67.5 Old : 44.7 53.3 74.6 75.9 42.4 50.2 67.9 67.5 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 17, 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 : 364,863: 209,378 316,408 101,380 23,775 0 14,035 0 23,480 15,390 0 1,200: 0 0 Old : 364,863: 209,378 316,408 101,380 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: September 10, 2013 : : 4,522: 4,812 4,522 -290 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.4 86.7 27.8 6.5 0.0 3.8 0.0 6.4 4.2 0.0 0.3: 0.0 0.0 Old : 100.0: 57.4 86.7 27.8 6.5 0.0 3.8 0.0 6.4 4.2 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 : 27: 13 16 . . 0 . 0 . . 0 .: Old : 27: 13 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 : 60.0 61.3 78.0 84.0 41.7 45.4 54.2 58.7 Old : 60.0 61.3 78.0 84.0 41.7 45.4 54.2 58.7 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 17, 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 : 876,289: 686,948 598,969 54,870 93,600 109,975 0 49,249 24,496 0 0 0: 0 0 Old : 876,289: 686,948 598,969 54,870 93,600 109,975 0 49,249 24,496 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 18,251: 18,251 18,251 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.4 68.4 6.3 10.7 12.6 0.0 5.6 2.8 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.4 68.4 6.3 10.7 12.6 0.0 5.6 2.8 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 18 . . . 0 . . 0 0 0: Old : 26: 13 18 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 47.6 82.5 70.0 38.2 24.8 45.5 37.9 Old : 61.3 47.6 82.5 70.0 38.2 24.8 45.5 37.9 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 17, 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 : 1,172,557: 622,387 1,027,113 132,286 45,215 100,229 263,005 0 0 54,650 0 0: 0 0 Old : 1,172,557: 622,387 1,027,113 132,286 45,215 100,229 263,005 0 0 54,650 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 70,160: 46,840 23,520 -23,320 0 46,640 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.1 87.6 11.3 3.9 8.5 22.4 0.0 0.0 4.7 0.0 0.0: 0.0 0.0 Old : 100.0: 53.1 87.6 11.3 3.9 8.5 22.4 0.0 0.0 4.7 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 : 28: 13 12 4 . 4 . 0 0 . 0 0: Old : 28: 13 12 4 . 4 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 71.6 78.4 89.0 51.6 67.7 69.0 80.5 Old : 55.5 71.6 78.4 89.0 51.6 67.7 69.0 80.5 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 17, 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 : 537,389: 318,553 397,247 34,315 19,185 92,877 0 0 0 91,644 28,080 0: 0 0 Old : 537,389: 318,553 397,247 34,315 19,185 92,877 0 0 0 91,644 28,080 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : -23,120: -47,864 -23,120 23,520 0 0 0 0 0 1,224 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 73.9 6.4 3.6 17.3 0.0 0.0 0.0 17.1 5.2 0.0: 0.0 0.0 Old : 100.0: 59.3 73.9 6.4 3.6 17.3 0.0 0.0 0.0 17.1 5.2 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 14 . . . 0 0 0 . . 0: Old : 25: 14 14 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 65.9 78.6 89.5 44.6 50.9 61.2 61.2 Old : 51.5 65.9 78.6 89.5 44.6 50.9 61.2 61.2 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 17, 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 : 487,533: 381,888 279,271 20,230 95,176 85,415 0 0 0 0 27,671 0: 0 0 Old : 487,533: 381,888 279,271 20,230 95,176 85,415 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: September 10, 2013 : : 13,992: 23,320 0 0 23,320 -9,328 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 57.3 4.1 19.5 17.5 0.0 0.0 0.0 0.0 5.7 0.0: 0.0 0.0 Old : 100.0: 78.3 57.3 4.1 19.5 17.5 0.0 0.0 0.0 0.0 5.7 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 46.7 55.3 70.7 77.5 32.6 29.8 48.0 47.5 Old : 46.7 55.3 70.7 77.5 32.6 29.8 48.0 47.5 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 17, 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 : 455,592: 185,864 321,496 160,768 15,216 108,960 0 9,920 0 0 0 0: 0 0 Old : 455,592: 185,864 321,496 160,768 15,216 108,960 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: September 10, 2013 : : 34,640: 33,072 4,680 -28,392 0 29,960 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.8 70.6 35.3 3.3 23.9 0.0 2.2 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 40.8 70.6 35.3 3.3 23.9 0.0 2.2 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: 14 11 . . . 0 . 0 0 0 0: Old : 23: 14 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 : 73.0 69.9 91.5 90.4 48.3 50.2 66.8 65.6 Old : 73.0 69.9 91.5 90.4 48.3 50.2 66.8 65.6 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 17, 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 : 4,812: 1,597 3,996 2,159 0 681 139 0 15 100 0 120: -0 0 Old : 4,812: 1,597 3,996 2,159 0 681 139 0 15 100 0 120: -0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : -129: -7 -88 -31 0 -35 -36 0 -1 -13 0 -4: -0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 83.0 44.9 0.0 14.1 2.9 0.0 0.3 2.1 0.0 2.5: -0.0 0.0 Old : 100.0: 33.2 83.0 44.9 0.0 14.1 2.9 0.0 0.3 2.1 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 : 55.8 57.1 76.0 78.0 42.0 48.1 53.4 56.9 Old : 55.8 57.1 76.0 78.0 42.0 48.1 53.4 56.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2013