COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 79,487: 17,363 37,840 5,137 3,136 2,511 4,565 9,370 3,936 33,447 10,207 11,917: 611 570 Old : 79,487: 17,363 37,840 5,137 3,136 2,511 4,565 9,370 3,936 33,447 10,207 11,917: 611 570 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -3,438: -1,719 -2,116 226 -466 -686 375 1,245 -1,010 584 893 -1,096: -112 -202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 47.6 6.5 3.9 3.2 5.7 11.8 5.0 42.1 12.8 15.0: 0.8 0.7 Old : 100.0: 21.8 47.6 6.5 3.9 3.2 5.7 11.8 5.0 42.1 12.8 15.0: 0.8 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 : 56: 11 11 . . 4 . . . 19 14 28: Old : 56: 11 11 . . 4 . . . 19 14 28: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 50.6 58.6 74.8 37.2 46.9 55.1 62.6 Old : 38.0 50.6 58.6 74.8 37.2 46.9 55.1 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 32,277: 21,320 7,745 1,386 2,965 67 0 6,981 30 6,237 10,833 2,951: 286 705 Old : 32,277: 21,320 7,745 1,386 2,965 67 0 6,981 30 6,237 10,833 2,951: 286 705 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -1,527: -1,630 -265 415 -325 -329 0 -305 -5 459 105 -365: -72 -38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.1 24.0 4.3 9.2 0.2 0.0 21.6 0.1 19.3 33.6 9.1: 0.9 2.2 Old : 100.0: 66.1 24.0 4.3 9.2 0.2 0.0 21.6 0.1 19.3 33.6 9.1: 0.9 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 10 8 . . . 0 4 . 10 15 16: Old : 43: 10 8 . . . 0 4 . 10 15 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 : 73.3 37.2 84.3 59.5 71.8 32.9 78.8 53.3 Old : 73.3 37.2 84.3 59.5 71.8 32.9 78.8 53.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 180,992: 108,876 111,941 7,225 15,800 31,108 14,632 978 8,379 6,780 8,997 3,304: 687 484 Old : 180,992: 108,876 111,941 7,225 15,800 31,108 14,632 978 8,379 6,780 8,997 3,304: 687 484 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -806: -554 -194 315 -252 -516 -248 126 17 132 92 -69: 117 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.2 61.8 4.0 8.7 17.2 8.1 0.5 4.6 3.7 5.0 1.8: 0.4 0.3 Old : 100.0: 60.2 61.8 4.0 8.7 17.2 8.1 0.5 4.6 3.7 5.0 1.8: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 78: 47 40 . 7 7 4 . 5 8 . 7: Old : 78: 47 40 . 7 7 4 . 5 8 . 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 29.5 49.7 49.2 18.2 19.6 27.7 32.5 Old : 33.5 29.5 49.7 49.2 18.2 19.6 27.7 32.5 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 48,398: 29,376 37,994 11,831 4,066 2,939 752 0 3,245 101 0 154: 0 0 Old : 48,398: 29,376 37,994 11,831 4,066 2,939 752 0 3,245 101 0 154: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -3,945: -3,123 -3,103 -733 -73 -67 52 0 -152 1 -627 77: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 78.5 24.4 8.4 6.1 1.6 0.0 6.7 0.2 0.0 0.3: 0.0 0.0 Old : 100.0: 60.7 78.5 24.4 8.4 6.1 1.6 0.0 6.7 0.2 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 : 32: 19 19 . . . . 0 . . 0 .: Old : 32: 19 19 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 47.5 83.3 74.5 51.7 44.8 66.1 63.8 Old : 56.3 47.5 83.3 74.5 51.7 44.8 66.1 63.8 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 459,107: 326,330 365,127 93,700 36,019 20,992 0 19,212 17,757 328 0 0: 0 0 Old : 459,107: 326,330 365,127 93,700 36,019 20,992 0 19,212 17,757 328 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -18,381: -17,741 -10,639 9,598 -4,815 -5,102 0 7,311 -5,136 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 79.5 20.4 7.8 4.6 0.0 4.2 3.9 0.1 0.0 0.0: 0.0 0.0 Old : 100.0: 71.1 79.5 20.4 7.8 4.6 0.0 4.2 3.9 0.1 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 17 . . . 0 . . . 0 0: Old : 30: 17 17 . . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.0 55.3 86.6 82.9 59.4 52.7 77.9 76.5 Old : 66.0 55.3 86.6 82.9 59.4 52.7 77.9 76.5 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 1,640,736: 1,200,310 1,327,977 146,607 71,495 203,157 50,134 0 23,165 7,884 5,463 9,479: 0 0 Old : 1,640,736: 1,200,310 1,327,977 146,607 71,495 203,157 50,134 0 23,165 7,884 5,463 9,479: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 14,966: 3,941 9,425 3,912 3,852 2,874 3,454 -1,970 785 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.2 80.9 8.9 4.4 12.4 3.1 0.0 1.4 0.5 0.3 0.6: 0.0 0.0 Old : 100.0: 73.2 80.9 8.9 4.4 12.4 3.1 0.0 1.4 0.5 0.3 0.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 35 39 . 6 7 4 0 . . . .: Old : 63: 35 39 . 6 7 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 : 52.9 40.0 66.0 56.5 42.7 32.6 53.9 45.1 Old : 52.9 40.0 66.0 56.5 42.7 32.6 53.9 45.1 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 51,319: 41,198 25,467 101 7,230 4,943 0 7,825 4,069 378 1,178 606: 24 0 Old : 51,319: 41,198 25,467 101 7,230 4,943 0 7,825 4,069 378 1,178 606: 24 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 574: 693 -12 0 236 -71 0 393 -47 -76 0 76: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 49.6 0.2 14.1 9.6 0.0 15.2 7.9 0.7 2.3 1.2: 0.0 0.0 Old : 100.0: 80.3 49.6 0.2 14.1 9.6 0.0 15.2 7.9 0.7 2.3 1.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 18 . . . 0 . . . . .: Old : 35: 21 18 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 51.8 76.0 74.3 35.6 36.0 51.9 49.1 Old : 49.9 51.8 76.0 74.3 35.6 36.0 51.9 49.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 341,633: 224,160 229,287 102,990 32,272 3,856 0 57,608 9,107 0 7,983 1,520: 0 0 Old : 341,633: 224,160 229,287 102,990 32,272 3,856 0 57,608 9,107 0 7,983 1,520: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 17,413: 9,910 10,853 9,430 0 -1,927 0 8,487 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.6 67.1 30.1 9.4 1.1 0.0 16.9 2.7 0.0 2.3 0.4: 0.0 0.0 Old : 100.0: 65.6 67.1 30.1 9.4 1.1 0.0 16.9 2.7 0.0 2.3 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 16 . . . 0 . . 0 . .: Old : 28: 15 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 : 64.0 66.6 83.1 87.5 58.3 58.0 75.5 76.0 Old : 64.0 66.6 83.1 87.5 58.3 58.0 75.5 76.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 538,144: 423,672 383,342 53,239 113,642 31,361 17,664 0 8,990 2,409 0 809: 0 0 Old : 538,144: 423,672 383,342 53,239 113,642 31,361 17,664 0 8,990 2,409 0 809: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 1,925: 3,885 -795 0 0 0 -4,680 0 2,720 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.7 71.2 9.9 21.1 5.8 3.3 0.0 1.7 0.4 0.0 0.2: 0.0 0.0 Old : 100.0: 78.7 71.2 9.9 21.1 5.8 3.3 0.0 1.7 0.4 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 : 38: 20 24 . 4 . . 0 . . 0 .: Old : 38: 20 24 . 4 . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 49.1 71.2 67.1 48.8 43.6 59.4 58.4 Old : 54.7 49.1 71.2 67.1 48.8 43.6 59.4 58.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 57,524: 34,192 52,344 14,598 1,187 1,169 1,721 233 1,880 3,034 0 378: 552 333 Old : 57,524: 34,192 52,344 14,598 1,187 1,169 1,721 233 1,880 3,034 0 378: 552 333 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 1,273: 851 1,316 168 0 -43 0 -41 41 0 0 0: 256 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.4 91.0 25.4 2.1 2.0 3.0 0.4 3.3 5.3 0.0 0.7: 1.0 0.6 Old : 100.0: 59.4 91.0 25.4 2.1 2.0 3.0 0.4 3.3 5.3 0.0 0.7: 1.0 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 : 38: 20 26 5 . . . . . . 0 .: Old : 38: 20 26 5 . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 56.3 69.5 72.5 50.5 54.0 62.5 66.5 Old : 51.5 56.3 69.5 72.5 50.5 54.0 62.5 66.5 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 mwh : : : Positions : All : 2,301,979: 2,066,309 2,255,339 219,490 30,460 16,180 0 0 0 0 0 0: 0 0 Old : 2,301,979: 2,066,309 2,255,339 219,490 30,460 16,180 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: November 26, 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: 89.8 98.0 9.5 1.3 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.8 98.0 9.5 1.3 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 10 . . . 0 0 0 0 0 0: Old : 25: 16 10 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 88.5 93.7 98.6 54.9 88.5 91.7 96.1 Old : 56.8 88.5 93.7 98.6 54.9 88.5 91.7 96.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 mwh : : : Positions : All : 1,043,980: 935,030 1,037,830 108,950 0 0 0 0 0 0 6,150 0: 0 0 Old : 1,043,980: 935,030 1,037,830 108,950 0 0 0 0 0 0 6,150 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 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 99.4 10.4 0.0 0.0 0.0 0.0 0.0 0.0 0.6 0.0: 0.0 0.0 Old : 100.0: 89.6 99.4 10.4 0.0 0.0 0.0 0.0 0.0 0.0 0.6 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 19 14 . 0 0 0 0 0 0 . 0: Old : 28: 19 14 . 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 : 56.9 93.0 84.4 97.3 56.3 88.4 82.8 91.2 Old : 56.9 93.0 84.4 97.3 56.3 88.4 82.8 91.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 962,800: 707,840 861,120 246,800 97,680 0 4,080 4,000 0 4,080 0 0: 0 0 Old : 962,800: 707,840 861,120 246,800 97,680 0 4,080 4,000 0 4,080 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 24,480: 12,240 24,480 8,160 0 0 4,080 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 89.4 25.6 10.1 0.0 0.4 0.4 0.0 0.4 0.0 0.0: 0.0 0.0 Old : 100.0: 73.5 89.4 25.6 10.1 0.0 0.4 0.4 0.0 0.4 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 11 . . 0 . . 0 . 0 0: Old : 28: 16 11 . . 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 : 55.9 77.5 80.0 94.7 52.9 77.5 72.5 86.0 Old : 55.9 77.5 80.0 94.7 52.9 77.5 72.5 86.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 304,160: 211,152 261,160 50,704 10,192 31,208 9,088 816 784 1,224 0 0: 0 0 Old : 304,160: 211,152 261,160 50,704 10,192 31,208 9,088 816 784 1,224 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 6,224: 3,152 5,816 3,072 408 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.4 85.9 16.7 3.4 10.3 3.0 0.3 0.3 0.4 0.0 0.0: 0.0 0.0 Old : 100.0: 69.4 85.9 16.7 3.4 10.3 3.0 0.3 0.3 0.4 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 19 17 . . . . . . . 0 0: Old : 35: 19 17 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.7 59.8 72.3 81.7 40.6 53.9 61.5 68.5 Old : 48.7 59.8 72.3 81.7 40.6 53.9 61.5 68.5 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 13,051: 8,805 7,747 1,039 2,919 1,036 1,132 0 254 495 593 80: 210 422 Old : 13,051: 8,805 7,747 1,039 2,919 1,036 1,132 0 254 495 593 80: 210 422 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -15: 6 -15 0 0 0 -21 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 59.4 8.0 22.4 7.9 8.7 0.0 1.9 3.8 4.5 0.6: 1.6 3.2 Old : 100.0: 67.5 59.4 8.0 22.4 7.9 8.7 0.0 1.9 3.8 4.5 0.6: 1.6 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 : 27: 13 14 . . 4 . 0 . . . .: Old : 27: 13 14 . . 4 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 54.0 69.6 77.6 38.8 50.5 58.0 67.3 Old : 44.8 54.0 69.6 77.6 38.8 50.5 58.0 67.3 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5MWh : : : Positions : All : 1,106,273: 931,140 592,867 16,020 266,660 95,090 16,180 0 0 0 103,813 47,843: 0 0 Old : 1,106,273: 931,140 592,867 16,020 266,660 95,090 16,180 0 0 0 103,813 47,843: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 53.6 1.4 24.1 8.6 1.5 0.0 0.0 0.0 9.4 4.3: 0.0 0.0 Old : 100.0: 84.2 53.6 1.4 24.1 8.6 1.5 0.0 0.0 0.0 9.4 4.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 11 . . . . 0 0 0 . .: Old : 23: 11 11 . . . . 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 60.1 78.3 82.1 46.3 53.6 67.7 73.4 Old : 50.8 60.1 78.3 82.1 46.3 53.6 67.7 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 336,750: 268,035 266,050 66,665 70,700 0 2,050 0 0 0 0 0: 0 0 Old : 336,750: 268,035 266,050 66,665 70,700 0 2,050 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: November 26, 2013 : : 8,400: 5,250 8,400 2,100 0 0 1,050 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.6 79.0 19.8 21.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 79.6 79.0 19.8 21.0 0.0 0.6 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 : 28: 17 11 . . 0 . 0 0 0 0 0: Old : 28: 17 11 . . 0 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.1 76.7 87.0 93.3 64.4 76.7 81.0 91.1 Old : 69.1 76.7 87.0 93.3 64.4 76.7 81.0 91.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWH PER LOT : : : Positions : All : 210,320: 168,440 151,821 6,375 26,644 31,855 3,650 0 0 0 0 0: 0 0 Old : 210,320: 168,440 151,821 6,375 26,644 31,855 3,650 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: November 26, 2013 : : 0: 0 525 0 -525 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 72.2 3.0 12.7 15.1 1.7 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 80.1 72.2 3.0 12.7 15.1 1.7 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: 22 20 . . . . 0 0 0 0 0: Old : 30: 22 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 : 52.0 54.8 73.6 79.7 45.0 33.5 56.1 51.5 Old : 52.0 54.8 73.6 79.7 45.0 33.5 56.1 51.5 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 23,251: 16,128 15,298 2,168 3,680 1,982 1,068 61 229 0 943 21: 1,655 1,037 Old : 23,251: 16,128 15,298 2,168 3,680 1,982 1,068 61 229 0 943 21: 1,655 1,037 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 382: 490 339 0 1 0 128 -44 0 0 43 21: -256 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.4 65.8 9.3 15.8 8.5 4.6 0.3 1.0 0.0 4.1 0.1: 7.1 4.5 Old : 100.0: 69.4 65.8 9.3 15.8 8.5 4.6 0.3 1.0 0.0 4.1 0.1: 7.1 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 22 18 . . . . . . 0 . .: Old : 30: 22 18 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 50.8 58.9 72.5 28.0 44.2 42.9 59.1 Old : 38.0 50.8 58.9 72.5 28.0 44.2 42.9 59.1 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Any multiple of 5 MWh : : : Positions : All : 2,853,800: 2,315,285 1,964,166 141,838 161,916 139,356 0 176,593 257,321 0 154,448 0: 0 0 Old : 2,853,800: 2,315,285 1,964,166 141,838 161,916 139,356 0 176,593 257,321 0 154,448 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 12,099: 12,099 6,328 2,776 -2,976 -1,960 0 7,947 -816 0 3,576 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 68.8 5.0 5.7 4.9 0.0 6.2 9.0 0.0 5.4 0.0: 0.0 0.0 Old : 100.0: 81.1 68.8 5.0 5.7 4.9 0.0 6.2 9.0 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 : 46: 28 28 . . . 0 . . 0 . 0: Old : 46: 28 28 . . . 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 52.1 60.6 71.6 34.9 36.1 51.3 51.4 Old : 38.5 52.1 60.6 71.6 34.9 36.1 51.3 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Any multiple of 16 MWh : : : Positions : All : 891,065: 705,595 621,838 91,499 77,259 42,832 3,955 69,380 46,659 0 32,530 525: 0 42 Old : 891,065: 705,595 621,838 91,499 77,259 42,832 3,955 69,380 46,659 0 32,530 525: 0 42 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 8,840: 5,949 2,709 1,411 775 262 1,050 3,341 168 0 1,585 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.2 69.8 10.3 8.7 4.8 0.4 7.8 5.2 0.0 3.7 0.1: 0.0 0.0 Old : 100.0: 79.2 69.8 10.3 8.7 4.8 0.4 7.8 5.2 0.0 3.7 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 : 52: 30 27 . 5 6 . . . 0 . .: Old : 52: 30 27 . 5 6 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.7 46.5 64.2 70.7 39.1 38.7 63.5 60.4 Old : 39.7 46.5 64.2 70.7 39.1 38.7 63.5 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWH : : : Positions : All : 2,278,305: 2,144,255 2,224,065 109,780 29,970 24,270 0 0 0 0 0 0: 0 0 Old : 2,278,305: 2,144,255 2,224,065 109,780 29,970 24,270 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: November 26, 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: 94.1 97.6 4.8 1.3 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 94.1 97.6 4.8 1.3 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 9 . . . 0 0 0 0 0 0: Old : 27: 18 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 : 77.4 95.1 88.5 99.4 77.4 89.1 86.3 92.5 Old : 77.4 95.1 88.5 99.4 77.4 89.1 86.3 92.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 mwh : : : Positions : All : 654,095: 603,545 641,115 44,400 6,830 6,150 0 0 0 0 0 0: 0 0 Old : 654,095: 603,545 641,115 44,400 6,830 6,150 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: November 26, 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: 92.3 98.0 6.8 1.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 92.3 98.0 6.8 1.0 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 : 29: 23 12 . . . 0 0 0 0 0 0: Old : 29: 23 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 : 69.6 91.8 79.4 97.8 69.0 87.2 78.6 91.7 Old : 69.6 91.8 79.4 97.8 69.0 87.2 78.6 91.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 572,057: 315,089 516,677 95,123 9,406 20,070 103,778 452 22,708 15,289 2,744 0: 0 0 Old : 572,057: 315,089 516,677 95,123 9,406 20,070 103,778 452 22,708 15,289 2,744 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 1,991: 759 -376 1,991 0 -407 -1,558 0 814 392 1,960 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 90.3 16.6 1.6 3.5 18.1 0.1 4.0 2.7 0.5 0.0: 0.0 0.0 Old : 100.0: 55.1 90.3 16.6 1.6 3.5 18.1 0.1 4.0 2.7 0.5 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 26 26 5 . 4 . . . . . 0: Old : 44: 26 26 5 . 4 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 57.5 67.0 74.4 39.1 53.0 52.7 63.2 Old : 45.4 57.5 67.0 74.4 39.1 53.0 52.7 63.2 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 41,806: 26,091 33,532 5,546 2,365 2,011 6,197 2,927 544 661 199 145: 611 83 Old : 41,806: 26,091 33,532 5,546 2,365 2,011 6,197 2,927 544 661 199 145: 611 83 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -190: -18 -210 24 -84 -45 -211 0 62 1 152 -3: 0 -63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.4 80.2 13.3 5.7 4.8 14.8 7.0 1.3 1.6 0.5 0.3: 1.5 0.2 Old : 100.0: 62.4 80.2 13.3 5.7 4.8 14.8 7.0 1.3 1.6 0.5 0.3: 1.5 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 : 46: 24 28 5 . 5 . . . . . .: Old : 46: 24 28 5 . 5 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 45.6 71.4 67.2 38.8 44.0 59.0 65.4 Old : 44.6 45.6 71.4 67.2 38.8 44.0 59.0 65.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 26,205: 13,769 24,259 5,095 0 997 5,374 0 845 73 52 52: 0 0 Old : 26,205: 13,769 24,259 5,095 0 997 5,374 0 845 73 52 52: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -151: -75 1 76 0 -76 -76 0 0 0 -76 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.5 92.6 19.4 0.0 3.8 20.5 0.0 3.2 0.3 0.2 0.2: 0.0 0.0 Old : 100.0: 52.5 92.6 19.4 0.0 3.8 20.5 0.0 3.2 0.3 0.2 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 : 30: 19 13 . 0 . . 0 . . . .: Old : 30: 19 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 : 64.3 85.3 83.5 96.0 54.6 82.8 72.1 84.4 Old : 64.3 85.3 83.5 96.0 54.6 82.8 72.1 84.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 254,465: 94,765 231,382 35,913 0 22,418 90,511 0 665 10,193 0 0: 0 0 Old : 254,465: 94,765 231,382 35,913 0 22,418 90,511 0 665 10,193 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -943: -1,886 952 943 0 0 0 0 0 0 -1,895 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.2 90.9 14.1 0.0 8.8 35.6 0.0 0.3 4.0 0.0 0.0: 0.0 0.0 Old : 100.0: 37.2 90.9 14.1 0.0 8.8 35.6 0.0 0.3 4.0 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 10 . 0 . . 0 . . 0 0: Old : 26: 13 10 . 0 . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.3 96.0 86.4 99.0 66.8 88.7 77.8 90.2 Old : 73.3 96.0 86.4 99.0 66.8 88.7 77.8 90.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 550,989: 306,585 520,151 208,517 0 0 9,154 4,105 26,733 0 0 0: 0 0 Old : 550,989: 306,585 520,151 208,517 0 0 9,154 4,105 26,733 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 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: 55.6 94.4 37.8 0.0 0.0 1.7 0.7 4.9 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 55.6 94.4 37.8 0.0 0.0 1.7 0.7 4.9 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 : 32: 22 20 5 0 0 . . . 0 0 0: Old : 32: 22 20 5 0 0 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 78.6 72.5 92.8 54.9 66.4 63.4 72.9 Old : 55.0 78.6 72.5 92.8 54.9 66.4 63.4 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 31,426: 22,196 22,298 257 6,067 2,194 3,146 0 20 3,062 0 0: 551 847 Old : 31,426: 22,196 22,298 257 6,067 2,194 3,146 0 20 3,062 0 0: 551 847 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 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: 70.6 71.0 0.8 19.3 7.0 10.0 0.0 0.1 9.7 0.0 0.0: 1.8 2.7 Old : 100.0: 70.6 71.0 0.8 19.3 7.0 10.0 0.0 0.1 9.7 0.0 0.0: 1.8 2.7 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 : 31: 20 16 . 4 . . 0 . . 0 0: Old : 31: 20 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 : 43.5 78.7 72.4 91.8 40.1 58.7 58.8 67.3 Old : 43.5 78.7 72.4 91.8 40.1 58.7 58.8 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 8,151: 4,026 5,694 1,662 248 1,344 0 0 0 0 507 21: 1,098 337 Old : 8,151: 4,026 5,694 1,662 248 1,344 0 0 0 0 507 21: 1,098 337 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 0: -42 0 -21 -42 21 0 0 0 0 0 0: 42 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.4 69.9 20.4 3.0 16.5 0.0 0.0 0.0 0.0 6.2 0.3: 13.5 4.1 Old : 100.0: 49.4 69.9 20.4 3.0 16.5 0.0 0.0 0.0 0.0 6.2 0.3: 13.5 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 13 4 . . 0 0 0 0 . .: Old : 23: 10 13 4 . . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 57.8 74.3 81.8 32.9 43.0 45.0 55.7 Old : 53.1 57.8 74.3 81.8 32.9 43.0 45.0 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 78,990: 56,613 57,171 4,413 3,046 17,964 0 0 0 0 809 0: 0 0 Old : 78,990: 56,613 57,171 4,413 3,046 17,964 0 0 0 0 809 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 408: -816 408 566 -658 658 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 72.4 5.6 3.9 22.7 0.0 0.0 0.0 0.0 1.0 0.0: 0.0 0.0 Old : 100.0: 71.7 72.4 5.6 3.9 22.7 0.0 0.0 0.0 0.0 1.0 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: 10 9 4 . . 0 0 0 0 . 0: Old : 21: 10 9 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 : 70.3 75.0 94.5 96.5 50.3 59.4 62.1 65.8 Old : 70.3 75.0 94.5 96.5 50.3 59.4 62.1 65.8 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 21,470: 12,324 19,575 5,858 29 616 1,235 108 63 1,030 650 263: 81 166 Old : 21,470: 12,324 19,575 5,858 29 616 1,235 108 63 1,030 650 263: 81 166 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 637: 597 63 -85 0 64 63 42 0 0 510 -42: 40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.4 91.2 27.3 0.1 2.9 5.8 0.5 0.3 4.8 3.0 1.2: 0.4 0.8 Old : 100.0: 57.4 91.2 27.3 0.1 2.9 5.8 0.5 0.3 4.8 3.0 1.2: 0.4 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 17 21 6 . 5 . . . . . .: Old : 36: 17 21 6 . 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 : 44.1 46.4 63.9 70.1 38.8 41.0 55.2 57.6 Old : 44.1 46.4 63.9 70.1 38.8 41.0 55.2 57.6 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 304,795: 118,269 293,179 138,137 2,253 2,427 5,520 0 0 35,954 2,448 4,488: 0 0 Old : 304,795: 118,269 293,179 138,137 2,253 2,427 5,520 0 0 35,954 2,448 4,488: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 408: -408 408 816 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.8 96.2 45.3 0.7 0.8 1.8 0.0 0.0 11.8 0.8 1.5: 0.0 0.0 Old : 100.0: 38.8 96.2 45.3 0.7 0.8 1.8 0.0 0.0 11.8 0.8 1.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 17 5 . . . 0 0 . . .: Old : 34: 19 17 5 . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 65.1 78.0 82.0 55.0 57.4 66.9 68.4 Old : 58.1 65.1 78.0 82.0 55.0 57.4 66.9 68.4 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 18,093: 8,109 10,563 5,841 4,426 2,473 278 0 358 889 66 104: 41 103 Old : 18,093: 8,109 10,563 5,841 4,426 2,473 278 0 358 889 66 104: 41 103 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 171: 23 22 -42 -21 64 64 -42 42 0 66 0: 20 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.8 58.4 32.3 24.5 13.7 1.5 0.0 2.0 4.9 0.4 0.6: 0.2 0.6 Old : 100.0: 44.8 58.4 32.3 24.5 13.7 1.5 0.0 2.0 4.9 0.4 0.6: 0.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 21 5 . 5 4 0 . . . .: Old : 38: 18 21 5 . 5 4 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 45.9 63.1 63.9 31.5 38.6 45.3 51.8 Old : 45.1 45.9 63.1 63.9 31.5 38.6 45.3 51.8 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 217,559: 72,774 121,093 136,433 89,363 5,111 1,208 816 0 2,033 1,176 0: 0 0 Old : 217,559: 72,774 121,093 136,433 89,363 5,111 1,208 816 0 2,033 1,176 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -424: 0 -1,616 -816 16 0 392 0 0 0 1,176 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 55.7 62.7 41.1 2.3 0.6 0.4 0.0 0.9 0.5 0.0: 0.0 0.0 Old : 100.0: 33.5 55.7 62.7 41.1 2.3 0.6 0.4 0.0 0.9 0.5 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 17 16 4 . . . . 0 . . 0: Old : 36: 17 16 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 : 66.3 64.1 82.8 82.3 63.0 62.9 74.4 74.8 Old : 66.3 64.1 82.8 82.3 63.0 62.9 74.4 74.8 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 20,310: 15,815 14,835 1,200 491 1,147 0 1,689 2,148 0 0 0: 0 0 Old : 20,310: 15,815 14,835 1,200 491 1,147 0 1,689 2,148 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -1,480: -1,126 -1,230 327 200 -450 0 231 -231 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 73.0 5.9 2.4 5.6 0.0 8.3 10.6 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 77.9 73.0 5.9 2.4 5.6 0.0 8.3 10.6 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 14 . . . 0 . . 0 0 0: Old : 26: 16 14 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.9 70.1 85.5 89.3 51.2 50.2 62.0 63.1 Old : 57.9 70.1 85.5 89.3 51.2 50.2 62.0 63.1 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25 MWh : : : Positions : All : 150,001: 139,634 68,568 0 71,066 10,367 0 0 0 0 0 0: 0 0 Old : 150,001: 139,634 68,568 0 71,066 10,367 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: November 26, 2013 : : -11,530: -5,758 -9,951 0 4,193 -5,772 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.1 45.7 0.0 47.4 6.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 93.1 45.7 0.0 47.4 6.9 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: 14 13 0 4 . 0 0 0 0 0 0: Old : 24: 14 13 0 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 : 72.0 69.7 88.7 88.5 66.2 64.3 78.8 77.9 Old : 72.0 69.7 88.7 88.5 66.2 64.3 78.8 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 729,084: 652,113 557,387 32,176 72,182 44,795 0 54,720 0 0 0 0: 0 0 Old : 729,084: 652,113 557,387 32,176 72,182 44,795 0 54,720 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: November 26, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.4 76.5 4.4 9.9 6.1 0.0 7.5 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.4 76.5 4.4 9.9 6.1 0.0 7.5 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 : 25: 15 9 . . . 0 . 0 0 0 0: Old : 25: 15 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 : 62.3 67.2 79.7 91.8 62.3 65.5 76.7 83.6 Old : 62.3 67.2 79.7 91.8 62.3 65.5 76.7 83.6 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 213,495: 190,725 178,270 8,620 15,800 14,150 0 5,275 0 0 0 0: 0 0 Old : 213,495: 190,725 178,270 8,620 15,800 14,150 0 5,275 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: November 26, 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: 89.3 83.5 4.0 7.4 6.6 0.0 2.5 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.3 83.5 4.0 7.4 6.6 0.0 2.5 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 9 . . . 0 . 0 0 0 0: Old : 27: 16 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 : 58.4 68.6 76.5 89.4 58.4 63.4 72.2 78.1 Old : 58.4 68.6 76.5 89.4 58.4 63.4 72.2 78.1 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 Mwh : : : Positions : All : 266,860: 214,710 115,590 49,890 149,010 2,260 0 0 0 0 0 0: 0 0 Old : 266,860: 214,710 115,590 49,890 149,010 2,260 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: November 26, 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 43.3 18.7 55.8 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 80.5 43.3 18.7 55.8 0.8 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 : 24: 15 7 . . . 0 0 0 0 0 0: Old : 24: 15 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 : 55.7 93.2 85.3 98.8 54.7 91.9 84.1 96.5 Old : 55.7 93.2 85.3 98.8 54.7 91.9 84.1 96.5 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 Mwh : : : Positions : All : 924,643: 738,717 388,995 185,926 535,648 0 0 0 0 0 0 0: 0 0 Old : 924,643: 738,717 388,995 185,926 535,648 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: November 26, 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: 79.9 42.1 20.1 57.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 79.9 42.1 20.1 57.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 4 4 . 0 0 0 0 0 0 0: Old : 21: 12 4 4 . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 97.5 86.9 100.0 59.1 97.5 86.9 100.0 Old : 59.1 97.5 86.9 100.0 59.1 97.5 86.9 100.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 165,010: 136,810 127,350 5,350 14,810 22,850 0 0 0 0 0 0: 0 0 Old : 165,010: 136,810 127,350 5,350 14,810 22,850 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 77.2 3.2 9.0 13.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 82.9 77.2 3.2 9.0 13.8 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 : 24: 13 12 . . . 0 0 0 0 0 0: Old : 24: 13 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 : 57.8 67.2 85.4 88.8 54.6 61.0 68.1 72.1 Old : 57.8 67.2 85.4 88.8 54.6 61.0 68.1 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mwh : : : Positions : All : 719,698: 618,300 570,854 19,600 67,046 81,798 0 0 0 0 0 0: 0 0 Old : 719,698: 618,300 570,854 19,600 67,046 81,798 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: November 26, 2013 : : -2,272: 0 0 0 0 -2,272 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.9 79.3 2.7 9.3 11.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 85.9 79.3 2.7 9.3 11.4 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 11 . . . 0 0 0 0 0 0: Old : 22: 13 11 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 63.5 87.8 89.4 61.6 61.6 73.5 76.9 Old : 66.6 63.5 87.8 89.4 61.6 61.6 73.5 76.9 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 198,835: 186,685 155,295 7,330 38,720 4,820 0 0 0 0 0 0: 0 0 Old : 198,835: 186,685 155,295 7,330 38,720 4,820 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: November 26, 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: 93.9 78.1 3.7 19.5 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 93.9 78.1 3.7 19.5 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 10 . 4 . 0 0 0 0 0 0: Old : 27: 18 10 . 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 : 53.9 72.8 74.4 90.8 52.2 65.9 71.6 82.8 Old : 53.9 72.8 74.4 90.8 52.2 65.9 71.6 82.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 655,608: 601,312 534,856 13,752 80,208 40,544 0 0 0 0 0 0: 0 0 Old : 655,608: 601,312 534,856 13,752 80,208 40,544 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: November 26, 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: 91.7 81.6 2.1 12.2 6.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 91.7 81.6 2.1 12.2 6.2 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 : 24: 17 8 . . . 0 0 0 0 0 0: Old : 24: 17 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 : 56.6 74.2 75.4 92.2 54.7 65.3 71.7 80.8 Old : 56.6 74.2 75.4 92.2 54.7 65.3 71.7 80.8 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 1,323,104: 1,258,663 1,198,067 30,360 90,956 34,081 0 0 0 0 0 0: 0 0 Old : 1,323,104: 1,258,663 1,198,067 30,360 90,956 34,081 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: November 26, 2013 : : 23,480: 23,480 0 -18,748 4,732 18,748 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.1 90.5 2.3 6.9 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 95.1 90.5 2.3 6.9 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 16 7 . . . 0 0 0 0 0 0: Old : 24: 16 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 : 76.4 85.3 89.4 99.8 76.4 84.2 88.3 95.7 Old : 76.4 85.3 89.4 99.8 76.4 84.2 88.3 95.7 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 352,645: 335,545 316,730 8,295 27,110 8,805 0 0 0 0 0 0: 0 0 Old : 352,645: 335,545 316,730 8,295 27,110 8,805 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: November 26, 2013 : : 6,350: 6,350 0 -1,600 4,750 1,600 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.2 89.8 2.4 7.7 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 95.2 89.8 2.4 7.7 2.5 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 : 29: 20 7 . . . 0 0 0 0 0 0: Old : 29: 20 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 : 72.7 86.8 85.6 99.8 72.7 84.9 85.4 95.6 Old : 72.7 86.8 85.6 99.8 72.7 84.9 85.4 95.6 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 8,695,137: 6,491,726 8,076,539 1,473,030 15,769 602,829 122,248 0 0 5,304 0 0: 0 0 Old : 8,695,137: 6,491,726 8,076,539 1,473,030 15,769 602,829 122,248 0 0 5,304 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -7,536: -360 15,560 -7,560 -23,480 384 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.7 92.9 16.9 0.2 6.9 1.4 0.0 0.0 0.1 0.0 0.0: 0.0 0.0 Old : 100.0: 74.7 92.9 16.9 0.2 6.9 1.4 0.0 0.0 0.1 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 34 28 6 . 6 . 0 0 . 0 0: Old : 49: 34 28 6 . 6 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 59.2 61.3 80.9 30.9 52.6 49.1 65.0 Old : 39.8 59.2 61.3 80.9 30.9 52.6 49.1 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 2,803,205: 2,175,440 2,644,835 431,035 0 158,370 35,310 0 0 3,050 0 0: 0 0 Old : 2,803,205: 2,175,440 2,644,835 431,035 0 158,370 35,310 0 0 3,050 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 22,700: 5,200 18,975 7,990 -4,735 8,460 0 0 0 1,050 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 94.4 15.4 0.0 5.6 1.3 0.0 0.0 0.1 0.0 0.0: 0.0 0.0 Old : 100.0: 77.6 94.4 15.4 0.0 5.6 1.3 0.0 0.0 0.1 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 35 31 7 0 6 . 0 0 . 0 0: Old : 53: 35 31 7 0 6 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.0 52.1 58.7 78.7 32.4 50.2 52.5 63.0 Old : 36.0 52.1 58.7 78.7 32.4 50.2 52.5 63.0 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 3,083,760: 1,819,340 2,065,216 364,232 277,722 294,364 1,885 133,668 73,905 516,231 225,082 13,803: 0 0 Old : 3,083,760: 1,819,340 2,065,216 364,232 277,722 294,364 1,885 133,668 73,905 516,231 225,082 13,803: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 22,148: 20,714 23,403 -4,952 -2,445 -62 -1,260 -4,048 5,300 2,550 142 -142: -0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 67.0 11.8 9.0 9.5 0.1 4.3 2.4 16.7 7.3 0.4: 0.0 0.0 Old : 100.0: 59.0 67.0 11.8 9.0 9.5 0.1 4.3 2.4 16.7 7.3 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 35 31 5 6 8 . 5 . 4 4 4: Old : 63: 35 31 5 6 8 . 5 . 4 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 49.6 66.2 66.1 48.9 45.6 64.1 59.1 Old : 48.9 49.6 66.2 66.1 48.9 45.6 64.1 59.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :MWh (Megawatt Hours) : : : Positions : All : 6,682,438: 5,681,355 5,161,659 226,240 680,309 477,100 49,655 152,215 142,639 83,733 46,800 21,716: 0 0 Old : 6,682,438: 5,681,355 5,161,659 226,240 680,309 477,100 49,655 152,215 142,639 83,733 46,800 21,716: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 112,663: 112,663 98,671 0 0 0 -13,992 0 13,992 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 77.2 3.4 10.2 7.1 0.7 2.3 2.1 1.3 0.7 0.3: 0.0 0.0 Old : 100.0: 85.0 77.2 3.4 10.2 7.1 0.7 2.3 2.1 1.3 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 : 48: 30 25 4 5 5 . . . . . .: Old : 48: 30 25 4 5 5 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.0 72.2 66.1 84.2 49.7 66.4 63.7 75.5 Old : 50.0 72.2 66.1 84.2 49.7 66.4 63.7 75.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 658,125: 590,220 510,100 53,090 129,650 14,815 0 3,560 0 0 0 0: 0 0 Old : 658,125: 590,220 510,100 53,090 129,650 14,815 0 3,560 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: November 26, 2013 : : 30,530: 26,750 28,775 -75 -2,100 3,855 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.7 77.5 8.1 19.7 2.3 0.0 0.5 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.7 77.5 8.1 19.7 2.3 0.0 0.5 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 25 10 . . 4 0 . 0 0 0 0: Old : 32: 25 10 . . 4 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 79.1 63.7 95.6 41.2 70.3 58.5 80.5 Old : 43.3 79.1 63.7 95.6 41.2 70.3 58.5 80.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 2,269,582: 1,963,951 1,844,841 138,898 254,350 166,733 0 3,658 0 0 0 0: 0 0 Old : 2,269,582: 1,963,951 1,844,841 138,898 254,350 166,733 0 3,658 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: November 26, 2013 : : 107,576: 93,440 101,000 120 -7,440 14,016 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 81.3 6.1 11.2 7.3 0.0 0.2 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 86.5 81.3 6.1 11.2 7.3 0.0 0.2 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 : 34: 24 12 . . . 0 . 0 0 0 0: Old : 34: 24 12 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 72.8 67.1 91.2 43.1 61.5 62.3 73.2 Old : 44.9 72.8 67.1 91.2 43.1 61.5 62.3 73.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 51,910: 38,368 19,494 0 19,000 6,087 0 2,272 132 653 0 159: 6,512 4,767 Old : 51,910: 38,368 19,494 0 19,000 6,087 0 2,272 132 653 0 159: 6,512 4,767 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -6,096: -3,608 -2,615 0 593 -4,555 0 -76 -901 -286 0 -23: 3,276 1,481 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 37.6 0.0 36.6 11.7 0.0 4.4 0.3 1.3 0.0 0.3: 12.5 9.2 Old : 100.0: 73.9 37.6 0.0 36.6 11.7 0.0 4.4 0.3 1.3 0.0 0.3: 12.5 9.2 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 : 37: 23 24 0 7 6 0 . . . 0 .: Old : 37: 23 24 0 7 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 : 46.6 49.8 63.1 70.0 29.2 38.0 36.9 46.6 Old : 46.6 49.8 63.1 70.0 29.2 38.0 36.9 46.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS 0F 400 MEGAWATT HOURS) : : : Positions : All : 11,015: 8,612 8,082 0 1,682 786 0 0 0 361 84 255: 1,001 126 Old : 11,015: 8,612 8,082 0 1,682 786 0 0 0 361 84 255: 1,001 126 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : 500: 660 560 0 40 -40 0 0 0 -80 0 0: -40 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 73.4 0.0 15.3 7.1 0.0 0.0 0.0 3.3 0.8 2.3: 9.1 1.1 Old : 100.0: 78.2 73.4 0.0 15.3 7.1 0.0 0.0 0.0 3.3 0.8 2.3: 9.1 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 : 20: 9 12 0 . . 0 0 0 . . .: Old : 20: 9 12 0 . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 57.3 84.5 79.3 54.7 50.2 63.6 66.4 Old : 60.4 57.3 84.5 79.3 54.7 50.2 63.6 66.4 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5 MEGAWATTS PER HOUR) : : : Positions : All : 7,437: 3,223 5,771 1,350 142 526 1,198 40 262 0 0 0: 878 696 Old : 7,437: 3,223 5,771 1,350 142 526 1,198 40 262 0 0 0: 878 696 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -672: -544 -489 18 52 -120 2 -40 -22 0 0 0: -6 -53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.3 77.6 18.2 1.9 7.1 16.1 0.5 3.5 0.0 0.0 0.0: 11.8 9.4 Old : 100.0: 43.3 77.6 18.2 1.9 7.1 16.1 0.5 3.5 0.0 0.0 0.0: 11.8 9.4 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 : 24: 14 15 . . . . . . 0 0 0: Old : 24: 14 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 : 55.5 50.0 77.2 76.5 50.0 46.0 62.7 63.7 Old : 55.5 50.0 77.2 76.5 50.0 46.0 62.7 63.7 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 10,655: 6,130 6,142 212 168 1,422 0 728 1,162 0 0 0: 1,729 1,033 Old : 10,655: 6,130 6,142 212 168 1,422 0 728 1,162 0 0 0: 1,729 1,033 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -867: -492 -728 -174 70 -70 0 -6 -14 0 0 0: -117 -119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.5 57.6 2.0 1.6 13.3 0.0 6.8 10.9 0.0 0.0 0.0: 16.2 9.7 Old : 100.0: 57.5 57.6 2.0 1.6 13.3 0.0 6.8 10.9 0.0 0.0 0.0: 16.2 9.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 14 . . . 0 . . 0 0 0: Old : 26: 17 14 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.7 50.2 56.1 74.7 22.5 37.8 33.0 47.5 Old : 34.7 50.2 56.1 74.7 22.5 37.8 33.0 47.5 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 25,393: 16,579 22,133 6,541 1,477 807 0 955 0 955 0 0: 511 21 Old : 25,393: 16,579 22,133 6,541 1,477 807 0 955 0 955 0 0: 511 21 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -2,505: -2,405 -2,140 340 175 -440 0 -100 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 87.2 25.8 5.8 3.2 0.0 3.8 0.0 3.8 0.0 0.0: 2.0 0.1 Old : 100.0: 65.3 87.2 25.8 5.8 3.2 0.0 3.8 0.0 3.8 0.0 0.0: 2.0 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 : 27: 13 11 . . . 0 . 0 . 0 0: Old : 27: 13 11 . . . 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 78.0 85.3 91.9 49.7 77.2 82.1 90.0 Old : 52.9 78.0 85.3 91.9 49.7 77.2 82.1 90.0 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 556,495: 398,820 535,193 136,373 0 16,622 0 4,680 0 4,680 0 0: 0 0 Old : 556,495: 398,820 535,193 136,373 0 16,622 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: November 26, 2013 : : -46,526: -43,320 -40,100 3,220 0 -6,426 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 96.2 24.5 0.0 3.0 0.0 0.8 0.0 0.8 0.0 0.0: 0.0 0.0 Old : 100.0: 71.7 96.2 24.5 0.0 3.0 0.0 0.8 0.0 0.8 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 10 . 0 . 0 . 0 . 0 0: Old : 27: 18 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 : 54.4 89.4 78.9 96.9 51.7 89.1 76.3 94.5 Old : 54.4 89.4 78.9 96.9 51.7 89.1 76.3 94.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 11,502: 8,362 10,824 1,170 0 401 0 0 0 1,292 0 0: 277 277 Old : 11,502: 8,362 10,824 1,170 0 401 0 0 0 1,292 0 0: 277 277 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -2,700: -2,260 -2,500 -94 -134 -46 0 0 0 -280 0 0: -20 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 94.1 10.2 0.0 3.5 0.0 0.0 0.0 11.2 0.0 0.0: 2.4 2.4 Old : 100.0: 72.7 94.1 10.2 0.0 3.5 0.0 0.0 0.0 11.2 0.0 0.0: 2.4 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 : 20: 9 10 . 0 . 0 0 0 . 0 0: Old : 20: 9 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 : 71.5 76.4 89.3 92.6 71.5 76.4 86.4 87.7 Old : 71.5 76.4 89.3 92.6 71.5 76.4 86.4 87.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 137,018: 92,777 125,644 24,907 4,664 6,710 0 0 0 12,624 0 0: 0 0 Old : 137,018: 92,777 125,644 24,907 4,664 6,710 0 0 0 12,624 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -46,516: -41,704 -43,709 747 -1,258 -1,549 0 0 0 -4,010 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 91.7 18.2 3.4 4.9 0.0 0.0 0.0 9.2 0.0 0.0: 0.0 0.0 Old : 100.0: 67.7 91.7 18.2 3.4 4.9 0.0 0.0 0.0 9.2 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 9 . . . 0 0 0 . 0 0: Old : 20: 8 9 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 74.4 93.3 92.9 65.3 74.4 87.6 91.4 Old : 65.3 74.4 93.3 92.9 65.3 74.4 87.6 91.4 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 49,208: 27,130 46,679 19,293 0 2,275 0 0 0 0 0 0: 510 254 Old : 49,208: 27,130 46,679 19,293 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: November 26, 2013 : : -2,660: -1,800 -2,660 -860 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 94.9 39.2 0.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.5 Old : 100.0: 55.1 94.9 39.2 0.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 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 : 22: 9 17 . 0 . 0 0 0 0 0 0: Old : 22: 9 17 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.3 54.3 96.8 76.9 65.9 52.4 80.7 73.2 Old : 73.3 54.3 96.8 76.9 65.9 52.4 80.7 73.2 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 MEGAWATT HOURS) : : : Positions : All : 750,678: 467,212 708,605 241,393 0 42,073 0 0 0 0 0 0: 0 0 Old : 750,678: 467,212 708,605 241,393 0 42,073 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: November 26, 2013 : : -48,521: -41,704 -48,120 -6,416 0 -401 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.2 94.4 32.2 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 62.2 94.4 32.2 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 17 4 0 . 0 0 0 0 0 0: Old : 25: 12 17 4 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 50.3 92.7 74.9 56.3 49.4 78.1 72.7 Old : 61.9 50.3 92.7 74.9 56.3 49.4 78.1 72.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 98,148: 71,855 56,152 12,684 35,956 1,879 8,925 315 2,550 0 1,020 255: 0 21 Old : 98,148: 71,855 56,152 12,684 35,956 1,879 8,925 315 2,550 0 1,020 255: 0 21 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -2,300: -1,240 -1,420 220 -180 -580 -700 -100 0 0 0 0: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.2 57.2 12.9 36.6 1.9 9.1 0.3 2.6 0.0 1.0 0.3: 0.0 0.0 Old : 100.0: 73.2 57.2 12.9 36.6 1.9 9.1 0.3 2.6 0.0 1.0 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 18 5 . 4 . . . 0 . .: Old : 40: 21 18 5 . 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 : 43.9 53.1 70.6 75.0 36.7 51.5 58.5 73.1 Old : 43.9 53.1 70.6 75.0 36.7 51.5 58.5 73.1 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,756,016: 1,533,258 1,062,996 66,128 360,483 127,196 0 176,040 23,520 133 0 5,781: 0 0 Old : 1,756,016: 1,533,258 1,062,996 66,128 360,483 127,196 0 176,040 23,520 133 0 5,781: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -55,470: -58,947 -26,197 11,497 -13,634 -7,619 0 -8,020 0 -401 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 60.5 3.8 20.5 7.2 0.0 10.0 1.3 0.0 0.0 0.3: 0.0 0.0 Old : 100.0: 87.3 60.5 3.8 20.5 7.2 0.0 10.0 1.3 0.0 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: 22 19 . 5 5 0 . . . 0 .: Old : 40: 22 19 . 5 5 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 46.7 76.9 73.8 46.0 35.4 60.8 55.8 Old : 51.4 46.7 76.9 73.8 46.0 35.4 60.8 55.8 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 26,532: 14,139 13,605 11,008 1,905 0 0 9,382 1,280 42 0 63: 0 297 Old : 26,532: 14,139 13,605 11,008 1,905 0 0 9,382 1,280 42 0 63: 0 297 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -2,820: -2,140 -1,661 -360 -1,000 0 0 320 -320 42 -118 -42: 0 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.3 51.3 41.5 7.2 0.0 0.0 35.4 4.8 0.2 0.0 0.2: 0.0 1.1 Old : 100.0: 53.3 51.3 41.5 7.2 0.0 0.0 35.4 4.8 0.2 0.0 0.2: 0.0 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 : 27: 16 13 . . 0 0 . . . 0 .: Old : 27: 16 13 . . 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 : 49.9 74.1 74.0 88.4 48.4 63.5 69.0 71.7 Old : 49.9 74.1 74.0 88.4 48.4 63.5 69.0 71.7 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 56,702: 45,712 44,193 3,383 533 6,201 0 4,495 1,280 126 0 0: 0 0 Old : 56,702: 45,712 44,193 3,383 533 6,201 0 4,495 1,280 126 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -1,714: -1,494 -1,374 -60 60 -160 0 -240 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 77.9 6.0 0.9 10.9 0.0 7.9 2.3 0.2 0.0 0.0: 0.0 0.0 Old : 100.0: 80.6 77.9 6.0 0.9 10.9 0.0 7.9 2.3 0.2 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 12 12 4 . 4 0 . . . 0 0: Old : 26: 12 12 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 : 51.8 77.2 74.7 95.8 47.5 59.9 63.7 69.7 Old : 51.8 77.2 74.7 95.8 47.5 59.9 63.7 69.7 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 58,136: 41,229 39,913 3,941 8,925 6,328 3,305 0 2,865 363 0 105: 0 0 Old : 58,136: 41,229 39,913 3,941 8,925 6,328 3,305 0 2,865 363 0 105: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -1,980: -1,920 -1,320 80 -160 -140 300 0 -300 60 0 -60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 68.7 6.8 15.4 10.9 5.7 0.0 4.9 0.6 0.0 0.2: 0.0 0.0 Old : 100.0: 70.9 68.7 6.8 15.4 10.9 5.7 0.0 4.9 0.6 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 : 33: 21 15 . 4 . . 0 . . 0 .: Old : 33: 21 15 . 4 . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 68.4 69.8 86.0 33.6 58.0 51.6 66.2 Old : 49.9 68.4 69.8 86.0 33.6 58.0 51.6 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 44,863: 26,783 36,732 12,038 3,945 1,883 0 0 0 1,856 0 2,048: 255 255 Old : 44,863: 26,783 36,732 12,038 3,945 1,883 0 0 0 1,856 0 2,048: 255 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -860: -680 -680 140 60 -240 0 0 0 -80 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.7 81.9 26.8 8.8 4.2 0.0 0.0 0.0 4.1 0.0 4.6: 0.6 0.6 Old : 100.0: 59.7 81.9 26.8 8.8 4.2 0.0 0.0 0.0 4.1 0.0 4.6: 0.6 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 : 26: 15 16 . . 4 0 0 0 . 0 .: Old : 26: 15 16 . . 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 : 54.3 54.8 80.2 79.2 50.0 51.8 69.4 68.3 Old : 54.3 54.8 80.2 79.2 50.0 51.8 69.4 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 57,198: 52,140 36,434 1,827 17,554 3,105 0 0 0 0 0 105: 21 0 Old : 57,198: 52,140 36,434 1,827 17,554 3,105 0 0 0 0 0 105: 21 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -1,305: -1,145 -985 -40 -120 -100 0 0 0 0 -100 0: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.2 63.7 3.2 30.7 5.4 0.0 0.0 0.0 0.0 0.0 0.2: 0.0 0.0 Old : 100.0: 91.2 63.7 3.2 30.7 5.4 0.0 0.0 0.0 0.0 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 : 34: 20 17 . 5 . 0 0 0 0 0 .: Old : 34: 20 17 . 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 : 42.8 59.1 70.6 82.8 41.9 55.9 64.8 76.5 Old : 42.8 59.1 70.6 82.8 41.9 55.9 64.8 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 22,241: 15,127 18,131 5,293 902 1,779 0 0 0 0 1,280 0: 42 149 Old : 22,241: 15,127 18,131 5,293 902 1,779 0 0 0 0 1,280 0: 42 149 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -800: -560 -700 40 140 -240 0 0 0 0 0 0: -40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.0 81.5 23.8 4.1 8.0 0.0 0.0 0.0 0.0 5.8 0.0: 0.2 0.7 Old : 100.0: 68.0 81.5 23.8 4.1 8.0 0.0 0.0 0.0 0.0 5.8 0.0: 0.2 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 : 20: 11 11 . . . 0 0 0 0 . 0: Old : 20: 11 11 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.3 60.1 86.8 86.4 59.0 54.4 79.5 76.7 Old : 60.3 60.1 86.8 86.4 59.0 54.4 79.5 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 330,636: 187,873 277,356 88,982 6,120 0 12,349 11,440 35,720 5,712 0 0: 0 0 Old : 330,636: 187,873 277,356 88,982 6,120 0 12,349 11,440 35,720 5,712 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -37,694: -21,253 -31,679 -1,604 -6,015 0 -1,203 8,020 -8,020 -5,614 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 83.9 26.9 1.9 0.0 3.7 3.5 10.8 1.7 0.0 0.0: 0.0 0.0 Old : 100.0: 56.8 83.9 26.9 1.9 0.0 3.7 3.5 10.8 1.7 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 17 . . 0 . . . . 0 0: Old : 29: 14 17 . . 0 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 52.3 79.3 75.9 48.8 39.4 60.6 53.8 Old : 60.6 52.3 79.3 75.9 48.8 39.4 60.6 53.8 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 835,577: 654,289 559,858 53,520 142,639 79,752 0 5,312 48,016 0 0 0: 0 0 Old : 835,577: 654,289 559,858 53,520 142,639 79,752 0 5,312 48,016 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -55,838: -44,209 -49,021 -2,005 9,624 -9,624 0 -6,817 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 67.0 6.4 17.1 9.5 0.0 0.6 5.7 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.3 67.0 6.4 17.1 9.5 0.0 0.6 5.7 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 18 . . . 0 . . 0 0 0: Old : 27: 14 18 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 51.3 84.0 74.0 38.2 24.0 46.1 37.2 Old : 62.3 51.3 84.0 74.0 38.2 24.0 46.1 37.2 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,223,615: 705,028 1,054,818 190,659 22,992 98,765 168,925 0 47,040 13,198 0 0: 0 0 Old : 1,223,615: 705,028 1,054,818 190,659 22,992 98,765 168,925 0 47,040 13,198 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -35,689: -23,258 -34,486 -11,629 401 -802 0 0 0 802 0 -802: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 86.2 15.6 1.9 8.1 13.8 0.0 3.8 1.1 0.0 0.0: 0.0 0.0 Old : 100.0: 57.6 86.2 15.6 1.9 8.1 13.8 0.0 3.8 1.1 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 13 5 . 4 . 0 . . 0 0: Old : 28: 16 13 5 . 4 . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 71.7 80.5 89.3 48.3 70.2 64.9 78.7 Old : 57.6 71.7 80.5 89.3 48.3 70.2 64.9 78.7 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 648,869: 414,901 461,472 4,680 89,349 97,640 0 0 0 131,240 0 408: 0 0 Old : 648,869: 414,901 461,472 4,680 89,349 97,640 0 0 0 131,240 0 408: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -14,871: -14,035 -12,030 0 -2,841 0 0 0 0 -836 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 71.1 0.7 13.8 15.0 0.0 0.0 0.0 20.2 0.0 0.1: 0.0 0.0 Old : 100.0: 63.9 71.1 0.7 13.8 15.0 0.0 0.0 0.0 20.2 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 : 26: 15 13 . 4 . 0 0 0 . 0 .: Old : 26: 15 13 . 4 . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 61.8 84.0 86.4 56.9 43.1 65.5 59.8 Old : 57.0 61.8 84.0 86.4 56.9 43.1 65.5 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 641,307: 471,203 344,027 54,344 174,992 115,760 0 0 0 0 6,528 0: 0 0 Old : 641,307: 471,203 344,027 54,344 174,992 115,760 0 0 0 0 6,528 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -31,679: -23,258 -20,451 4,812 8,421 -13,233 0 0 0 0 -6,416 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.5 53.6 8.5 27.3 18.1 0.0 0.0 0.0 0.0 1.0 0.0: 0.0 0.0 Old : 100.0: 73.5 53.6 8.5 27.3 18.1 0.0 0.0 0.0 0.0 1.0 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: 19 13 . 5 5 0 0 0 0 . 0: Old : 33: 19 13 . 5 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 : 44.7 55.1 75.5 80.1 35.9 38.6 57.4 56.6 Old : 44.7 55.1 75.5 80.1 35.9 38.6 57.4 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 335,255: 249,599 193,592 25,968 105,496 32,648 0 2,703 0 26,224 0 816: 0 0 Old : 335,255: 249,599 193,592 25,968 105,496 32,648 0 2,703 0 26,224 0 816: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -9,624: -7,218 -5,614 -2,406 -3,208 0 0 0 0 802 0 -802: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.5 57.7 7.7 31.5 9.7 0.0 0.8 0.0 7.8 0.0 0.2: 0.0 0.0 Old : 100.0: 74.5 57.7 7.7 31.5 9.7 0.0 0.8 0.0 7.8 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 : 21: 11 7 . . . 0 . 0 . 0 .: Old : 21: 11 7 . . . 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 79.6 94.3 98.7 49.7 52.4 60.3 61.1 Old : 62.9 79.6 94.3 98.7 49.7 52.4 60.3 61.1 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatts Per Hour) : : : Positions : All : 425,120: 169,280 334,024 183,152 11,688 72,688 0 6,720 0 0 0 0: 0 0 Old : 425,120: 169,280 334,024 183,152 11,688 72,688 0 6,720 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: November 26, 2013 : : -29,760: -28,944 -13,200 12,544 -1,200 -13,360 0 -2,000 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.8 78.6 43.1 2.7 17.1 0.0 1.6 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 39.8 78.6 43.1 2.7 17.1 0.0 1.6 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 12 . . . 0 . 0 0 0 0: Old : 23: 13 12 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.1 63.6 92.9 86.9 49.1 51.2 64.2 63.8 Old : 72.1 63.6 92.9 86.9 49.1 51.2 64.2 63.8 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, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 5,315: 1,933 4,431 2,290 0 647 141 0 42 67 0 194: 0 -0 Old : 5,315: 1,933 4,431 2,290 0 647 141 0 42 67 0 194: 0 -0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : -22: -10 -19 -7 0 6 3 0 -8 -4 0 -1: -0 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 83.4 43.1 0.0 12.2 2.6 0.0 0.8 1.3 0.0 3.7: 0.0 -0.0 Old : 100.0: 36.4 83.4 43.1 0.0 12.2 2.6 0.0 0.8 1.3 0.0 3.7: 0.0 -0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 14 6 0 5 . 0 . . 0 .: Old : 24: 13 14 6 0 5 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 58.5 74.7 79.9 41.8 49.3 53.4 57.4 Old : 53.2 58.5 74.7 79.9 41.8 49.3 53.4 57.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 Disaggregated Commitments of Traders - Options and Futures Combined, December 3, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 16 MEGAWATTS PER HOUR) : : : Positions : All : 60,762: 29,667 43,622 18,455 6,795 0 0 0 0 7,555 525 0: 5,085 9,820 Old : 60,762: 29,667 43,622 18,455 6,795 0 0 0 0 7,555 525 0: 5,085 9,820 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2013 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.8 71.8 30.4 11.2 0.0 0.0 0.0 0.0 12.4 0.9 0.0: 8.4 16.2 Old : 100.0: 48.8 71.8 30.4 11.2 0.0 0.0 0.0 0.0 12.4 0.9 0.0: 8.4 16.2 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 : 20: 7 6 4 . 0 0 0 0 . . 0: Old : 20: 7 6 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 : 65.0 69.1 87.0 83.5 44.3 45.4 55.6 49.7 Old : 65.0 69.1 87.0 83.5 44.3 45.4 55.6 49.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 6, 2013