Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,690 : : Positions : : 3,875 5,340 0 900 225 1,155 0 60 1,590 460 530 : : : : Changes from: May 21, 2013 : : -375 -105 0 45 225 0 0 0 120 -105 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 69.4 0.0 11.7 2.9 15.0 0.0 0.8 20.7 6.0 6.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 12,803 : : Positions : : 7,954 9,874 598 0 360 410 0 1,515 1,542 736 228 : : : : Changes from: May 21, 2013 : : -561 -328 65 0 45 -135 0 180 285 30 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 77.1 4.7 0.0 2.8 3.2 0.0 11.8 12.0 5.7 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 14 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024653 Open Interest is 22,557 : : Positions : : 11,420 13,747 690 1,354 1,910 955 0 0 2,487 577 4,834 : : : : Changes from: May 21, 2013 : : 167 107 0 201 -28 30 0 0 125 7 177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 60.9 3.1 6.0 8.5 4.2 0.0 0.0 11.0 2.6 21.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 56,271 : : Positions : : 18,982 19,933 1,940 2,190 3,813 0 4,969 3,854 14,022 7,952 13,188 : : : : Changes from: May 21, 2013 : : 404 770 -99 236 944 0 -465 426 189 -335 270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 35.4 3.4 3.9 6.8 0.0 8.8 6.8 24.9 14.1 23.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 15 13 . . 4 0 5 4 13 15 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 20,306 : : Positions : : 8,505 6,295 225 1,707 450 1,555 840 1,295 4,387 5,780 3,689 : : : : Changes from: May 21, 2013 : : 400 280 25 -125 45 -385 -30 175 -5 -100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 31.0 1.1 8.4 2.2 7.7 4.1 6.4 21.6 28.5 18.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 8 7 . . . . . . 4 17 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 219,602 : : Positions : : 112,782 145,350 19,113 13,822 30,524 19,002 3,545 14,455 14,781 1,961 8,148 : : : : Changes from: May 21, 2013 : : -261 595 137 172 -2,331 1,426 655 60 255 51 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 66.2 8.7 6.3 13.9 8.7 1.6 6.6 6.7 0.9 3.7 : : : : Number of Traders in Each Category Total Traders: 83 : : 42 44 . 6 7 8 . 8 10 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 55,237 : : Positions : : 34,111 45,805 14,033 2,909 4,746 957 1 1,209 0 386 181 : : : : Changes from: May 21, 2013 : : -990 1,562 1,960 -77 -1,980 567 0 -76 0 52 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 82.9 25.4 5.3 8.6 1.7 0.0 2.2 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 23 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 601,174 : : Positions : : 465,962 454,703 34,390 66,642 72,381 14,215 0 4,872 7,098 0 1,936 : : : : Changes from: May 21, 2013 : : -9,557 5,217 21,191 -3,135 -12,499 664 0 -344 -9,896 0 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 75.6 5.7 11.1 12.0 2.4 0.0 0.8 1.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 25 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,694,596 : : Positions : :1,152,404 1,376,920 133,909 105,444 115,108 232,701 32,201 18,450 8,805 13,254 33,219 : : : : Changes from: May 21, 2013 : : 243 19,240 3,641 -7,355 -126 6,457 464 2,008 0 -2,008 1,600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 81.3 7.9 6.2 6.8 13.7 1.9 1.1 0.5 0.8 2.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 35 38 4 4 5 4 . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 71,938 : : Positions : : 56,341 46,860 384 7,029 11,097 26 266 3,600 0 2,596 490 : : : : Changes from: May 21, 2013 : : -2,099 -1,678 0 -1,179 -332 -518 266 60 0 -26 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 65.1 0.5 9.8 15.4 0.0 0.4 5.0 0.0 3.6 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 22 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 413,029 : : Positions : : 208,818 343,167 185,827 47,112 3,856 0 4,403 13,216 37 0 1,275 : : : : Changes from: May 21, 2013 : : 1,216 -368 -304 0 0 0 1,280 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 83.1 45.0 11.4 0.9 0.0 1.1 3.2 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 593,041 : : Positions : : 399,338 274,127 77,412 114,835 43,419 59,095 9,360 2,383 10,209 147,732 1,185 : : : : Changes from: May 21, 2013 : : 1,534 390 -1,185 0 784 400 -400 0 -400 359 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 46.2 13.1 19.4 7.3 10.0 1.6 0.4 1.7 24.9 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 19 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 49,290 : : Positions : : 23,294 24,058 14,415 1,487 489 2,008 877 3,168 5,618 18,552 0 : : : : Changes from: May 21, 2013 : : 126 262 215 -20 -213 176 359 -303 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 48.8 29.2 3.0 1.0 4.1 1.8 6.4 11.4 37.6 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 24 5 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 mwh : CFTC Code #06439C Open Interest is 1,826,315 : : Positions : :1,680,685 623,240 141,630 3,920 0 0 0 0 4,000 1,199,155 0 : : : : Changes from: May 21, 2013 : : 24,000 28,000 0 0 0 0 0 0 4,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 34.1 7.8 0.2 0.0 0.0 0.0 0.0 0.2 65.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439F Open Interest is 633,000 : : Positions : : 539,500 218,300 93,500 2,200 0 0 0 0 0 412,500 0 : : : : Changes from: May 21, 2013 : : 7,000 10,000 2,000 0 0 0 0 0 0 -1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 34.5 14.8 0.3 0.0 0.0 0.0 0.0 0.0 65.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439K Open Interest is 1,100,400 : : Positions : : 849,440 951,040 250,960 149,360 0 0 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 46,800 0 0 46,800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 86.4 22.8 13.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 294,768 : : Positions : : 236,768 236,424 33,760 50,808 1,992 19,512 3,160 1,584 352 0 800 : : : : Changes from: May 21, 2013 : : 5,072 19,096 9,344 -4,680 -1,184 -400 0 -400 352 -48 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 80.2 11.5 17.2 0.7 6.6 1.1 0.5 0.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 10,490 : : Positions : : 6,195 6,808 574 1,907 674 1,515 0 467 0 100 0 : : : : Changes from: May 21, 2013 : : 167 125 52 0 4 20 0 -20 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 64.9 5.5 18.2 6.4 14.4 0.0 4.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643AZ Open Interest is 447,025 : : Positions : : 368,740 370,575 75,085 74,250 2,200 1,000 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 23,550 2,000 0 21,550 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 82.9 16.8 16.6 0.5 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV 16 MWH PER LOT : CFTC Code #0643B1 Open Interest is 235,285 : : Positions : : 192,950 170,690 2,355 24,065 38,380 0 550 1,600 0 0 0 : : : : Changes from: May 21, 2013 : : 2,055 2,055 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 72.5 1.0 10.2 16.3 0.0 0.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 29,429 : : Positions : : 21,535 16,591 1,963 6,369 2,654 1,022 146 296 48 1,478 60 : : : : Changes from: May 21, 2013 : : 158 21 -469 -371 154 -154 -48 87 -20 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 56.4 6.7 21.6 9.0 3.5 0.5 1.0 0.2 5.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Any multiple of 5 MWh : CFTC Code #0643B9 Open Interest is 1,680,504 : : Positions : :1,318,087 1,299,544 115,863 63,100 58,984 60,443 110,635 121,127 0 21,114 6,000 : : : : Changes from: May 21, 2013 : : 12,104 16,792 -2,000 0 0 9,992 0 4,000 0 3,304 -2,520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 77.3 6.9 3.8 3.5 3.6 6.6 7.2 0.0 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Any multiple of 16 MWh : CFTC Code #0643BA Open Interest is 547,950 : : Positions : : 405,475 372,570 77,945 6,760 45,880 0 52,050 18,650 0 52,040 0 : : : : Changes from: May 21, 2013 : : -3,765 1,995 -500 -5,120 1,280 0 -2,240 3,840 0 1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 68.0 14.2 1.2 8.4 0.0 9.5 3.4 0.0 9.5 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 21 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWH : CFTC Code #0643BC Open Interest is 1,278,430 : : Positions : :1,007,020 1,231,630 224,610 0 46,800 0 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 96.3 17.6 0.0 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #0643BE Open Interest is 395,420 : : Positions : : 291,270 365,490 66,820 0 29,930 7,400 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 2,000 2,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 92.4 16.9 0.0 7.6 1.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 13 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 650,186 : : Positions : : 428,362 541,886 47,362 7,599 33,956 109,250 9,812 28,104 0 25,677 3,152 : : : : Changes from: May 21, 2013 : : 1,140 851 399 0 0 -744 0 744 0 -56 56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 83.3 7.3 1.2 5.2 16.8 1.5 4.3 0.0 3.9 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 24 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 44,392 : : Positions : : 30,121 32,445 3,941 2,981 2,552 5,653 4,217 1,322 0 436 397 : : : : Changes from: May 21, 2013 : : -3 635 354 1 -21 252 20 -60 0 12 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 73.1 8.9 6.7 5.7 12.7 9.5 3.0 0.0 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 29 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 24,855 : : Positions : : 13,433 22,994 7,159 0 1,757 1,298 0 0 1,104 0 104 : : : : Changes from: May 21, 2013 : : 628 799 -72 0 0 219 0 0 -2 -26 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 92.5 28.8 0.0 7.1 5.2 0.0 0.0 4.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 15 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 203,501 : : Positions : : 103,739 195,405 70,876 0 7,440 20,172 0 0 618 0 656 : : : : Changes from: May 21, 2013 : : -32 -672 -640 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 96.0 34.8 0.0 3.7 9.9 0.0 0.0 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 592,556 : : Positions : : 345,010 503,751 183,133 28,638 10,543 9,760 5,514 44,110 0 0 0 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 85.0 30.9 4.8 1.8 1.6 0.9 7.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 19 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 33,472 : : Positions : : 26,121 23,453 401 6,914 1,280 4,249 510 1,104 0 0 0 : : : : Changes from: May 21, 2013 : : -20 -196 0 0 0 -176 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 70.1 1.2 20.7 3.8 12.7 1.5 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 23 . 5 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 102,876 : : Positions : : 67,254 72,491 14,286 48 21,336 0 0 0 0 9,001 0 : : : : Changes from: May 21, 2013 : : 400 800 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 70.5 13.9 0.0 20.7 0.0 0.0 0.0 0.0 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 22,697 : : Positions : : 11,487 20,615 6,379 0 922 797 630 88 2,710 40 148 : : : : Changes from: May 21, 2013 : : 60 106 88 0 -88 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 90.8 28.1 0.0 4.1 3.5 2.8 0.4 11.9 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 5 0 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 332,626 : : Positions : : 129,320 313,122 129,325 2,368 15,176 4,704 0 0 52,141 0 1,960 : : : : Changes from: May 21, 2013 : : -3,080 10,128 14,408 800 0 0 0 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 94.1 38.9 0.7 4.6 1.4 0.0 0.0 15.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 18,714 : : Positions : : 8,804 11,118 7,226 6,489 767 104 0 44 1,176 0 40 : : : : Changes from: May 21, 2013 : : -82 -58 112 -20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 59.4 38.6 34.7 4.1 0.6 0.0 0.2 6.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 259,077 : : Positions : : 115,963 156,386 131,648 95,210 2,801 0 4,680 0 8,665 0 0 : : : : Changes from: May 21, 2013 : : 2,800 816 -2,400 -416 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 60.4 50.8 36.7 1.1 0.0 1.8 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 32,931 : : Positions : : 23,093 26,921 5,284 1,459 1,324 0 23 3,204 26 0 0 : : : : Changes from: May 21, 2013 : : -205 536 434 -307 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 81.7 16.0 4.4 4.0 0.0 0.1 9.7 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 218,783 : : Positions : : 196,691 121,207 2,585 79,046 18,530 977 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 1,238 1,008 -976 -746 3,602 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 55.4 1.2 36.1 8.5 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643CJ Open Interest is 824,113 : : Positions : : 718,193 673,841 62,960 9,392 42,960 0 97,920 0 0 0 0 : : : : Changes from: May 21, 2013 : : 2,000 2,000 4,000 0 0 0 4,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 81.8 7.6 1.1 5.2 0.0 11.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CK Open Interest is 254,080 : : Positions : : 222,230 218,840 17,150 4,240 14,700 0 16,300 0 0 0 0 : : : : Changes from: May 21, 2013 : : 1,260 1,160 3,100 0 -1,000 0 3,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 86.1 6.7 1.7 5.8 0.0 6.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 3,443 : : Positions : : 1,519 1,895 744 721 231 0 10 65 344 0 515 : : : : Changes from: May 21, 2013 : : -27 -18 -5 -0 -2 0 -1 -0 13 0 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 55.0 21.6 20.9 6.7 0.0 0.3 1.9 10.0 0.0 15.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CR Open Interest is 136,345 : : Positions : : 112,245 128,605 16,360 0 7,740 0 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 94.3 12.0 0.0 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 Mwh : CFTC Code #0643CU Open Interest is 233,485 : : Positions : : 194,965 95,935 37,420 136,450 1,100 0 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 41.1 16.0 58.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 Mwh : CFTC Code #0643CV Open Interest is 844,646 : : Positions : : 686,397 311,006 142,409 517,800 15,840 0 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 36.8 16.9 61.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CZ Open Interest is 111,055 : : Positions : : 98,025 92,815 330 5,540 12,700 0 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 83.6 0.3 5.0 11.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D4 Open Interest is 199,305 : : Positions : : 175,075 157,170 130 22,115 19,020 0 1,000 0 5,080 0 0 : : : : Changes from: May 21, 2013 : : 5,200 6,900 -1,000 -4,200 5,900 -500 1,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 78.9 0.1 11.1 9.5 0.0 0.5 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 . 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D5 Open Interest is 552,554 : : Positions : : 478,194 441,530 32,224 68,888 42,136 0 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 1,200 1,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 79.9 5.8 12.5 7.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D7 Open Interest is 881,603 : : Positions : : 871,783 842,379 4,680 34,084 5,140 0 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 95.6 0.5 3.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D8 Open Interest is 274,800 : : Positions : : 268,230 257,210 3,485 14,505 3,085 0 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 1,000 2,000 0 -1,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 93.6 1.3 5.3 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DB Open Interest is 6,431,147 : : Positions : :4,816,623 6,074,527 1,070,552 119,828 232,792 169,808 0 0 141,372 4,000 0 : : : : Changes from: May 21, 2013 : : 39,290 51,290 -4,000 -16,000 16,000 4,000 0 0 0 4,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 94.5 16.6 1.9 3.6 2.6 0.0 0.0 2.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 31 5 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DC Open Interest is 2,153,655 : : Positions : :1,664,750 2,033,410 309,705 23,480 94,765 47,555 0 0 36,880 2,000 0 : : : : Changes from: May 21, 2013 : : 21,760 17,660 -6,800 0 8,000 4,700 0 0 0 2,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 94.4 14.4 1.1 4.4 2.2 0.0 0.0 1.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 36 31 7 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DF Open Interest is 2,285,829 : : Positions : :1,503,678 1,230,415 146,142 312,991 168,588 1,000 182,596 41,685 328,112 253,630 95,925 : : : : Changes from: May 21, 2013 : : 50,955 27,739 -4,598 33,834 6,398 0 -6,375 6,375 3,275 -5,515 -3,265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 53.8 6.4 13.7 7.4 0.0 8.0 1.8 14.4 11.1 4.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 35 30 7 . 9 . 4 . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV MWh (Megawatt Hours) : CFTC Code #0643DK Open Interest is 4,256,023 : : Positions : :3,534,892 2,987,978 191,357 539,196 297,915 47,425 47,415 112,061 44,343 243,428 28,030 : : : : Changes from: May 21, 2013 : : 138,701 169,200 18,576 -19,763 46,118 0 0 0 0 7,840 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 70.2 4.5 12.7 7.0 1.1 1.1 2.6 1.0 5.7 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 26 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DL Open Interest is 583,590 : : Positions : : 495,120 429,590 76,040 139,090 12,430 0 2,480 0 0 0 0 : : : : Changes from: May 21, 2013 : : 1,500 500 0 1,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 73.6 13.0 23.8 2.1 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 14 . 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DM Open Interest is 1,928,825 : : Positions : :1,695,012 1,445,861 174,480 406,253 59,333 0 17,378 0 0 0 0 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 75.0 9.0 21.1 3.1 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 13 . 4 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 88,406 : : Positions : : 59,109 36,669 234 24,616 18,672 989 1,409 4,329 1,769 0 555 : : : : Changes from: May 21, 2013 : : -193 -313 0 -209 -45 -210 2 198 -9 0 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 41.5 0.3 27.8 21.1 1.1 1.6 4.9 2.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 24 . 5 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 13,742 : : Positions : : 7,480 9,096 533 1,242 1,943 1,750 0 888 148 0 42 : : : : Changes from: May 21, 2013 : : -43 -11 -20 -28 -8 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 66.2 3.9 9.0 14.1 12.7 0.0 6.5 1.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #06465I Open Interest is 6,064 : : Positions : : 5,128 2,610 0 1,386 12 0 1,110 0 0 0 0 : : : : Changes from: May 21, 2013 : : -0 -0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 43.0 0.0 22.9 0.2 0.0 18.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 11 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #06465K Open Interest is 10,810 : : Positions : : 5,058 7,492 1,586 0 904 1,362 320 238 0 388 990 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 69.3 14.7 0.0 8.4 12.6 3.0 2.2 0.0 3.6 9.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 16,656 : : Positions : : 9,798 11,751 1,732 400 1,658 0 520 1,390 240 0 0 : : : : Changes from: May 21, 2013 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 70.6 10.4 2.4 10.0 0.0 3.1 8.3 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 40,062 : : Positions : : 35,961 34,820 2,825 4,050 1,192 0 0 0 84 0 0 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 86.9 7.1 10.1 3.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 686,690 : : Positions : : 607,353 611,434 52,560 48,479 26,777 0 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 89.0 7.7 7.1 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A38 Open Interest is 25,081 : : Positions : : 20,966 6,324 1,273 1,694 256 0 0 0 2,416 16,381 0 : : : : Changes from: May 21, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 25.2 5.1 6.8 1.0 0.0 0.0 0.0 9.6 65.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 50,877 : : Positions : : 33,326 48,536 15,021 44 2,275 0 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : -105 -105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 95.4 29.5 0.1 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 22 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 764,612 : : Positions : : 611,508 697,053 139,824 54,279 13,280 0 0 0 0 0 0 : : : : Changes from: May 21, 2013 : : -1,943 -1,943 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 91.2 18.3 7.1 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 20 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 51,562 : : Positions : : 33,424 37,119 8,738 9,048 2,560 5,305 850 1,280 0 705 0 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 72.0 16.9 17.5 5.0 10.3 1.6 2.5 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 15 4 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,229,742 : : Positions : : 962,060 633,558 178,527 277,453 75,760 0 187,220 0 7,614 49,970 5,781 : : : : Changes from: May 21, 2013 : : 14,024 9,328 -4,696 0 4,696 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 51.5 14.5 22.6 6.2 0.0 15.2 0.0 0.6 4.1 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 19 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 28,455 : : Positions : : 18,620 20,673 8,295 2,315 1,540 0 2,162 0 0 1,234 0 : : : : Changes from: May 21, 2013 : : 1,018 384 -80 0 0 0 0 0 0 384 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 72.7 29.2 8.1 5.4 0.0 7.6 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 35,136 : : Positions : : 23,354 27,887 11,357 950 44 0 6,255 0 126 0 0 : : : : Changes from: May 21, 2013 : : 495 600 105 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 79.4 32.3 2.7 0.1 0.0 17.8 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 15 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 32,822 : : Positions : : 22,883 19,392 0 8,213 0 3,945 0 2,330 667 0 2,887 : : : : Changes from: May 21, 2013 : : 326 320 0 126 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 59.1 0.0 25.0 0.0 12.0 0.0 7.1 2.0 0.0 8.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 0 . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 24,073 : : Positions : : 20,569 18,412 740 2,555 1,275 0 0 0 0 852 680 : : : : Changes from: May 21, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 76.5 3.1 10.6 5.3 0.0 0.0 0.0 0.0 3.5 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 35,782 : : Positions : : 31,758 26,627 1,336 5,587 2,518 0 0 0 0 1,050 0 : : : : Changes from: May 21, 2013 : : 200 680 0 -480 760 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 74.4 3.7 15.6 7.0 0.0 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 478,317 : : Positions : : 289,046 401,870 127,694 47,415 0 18,763 0 23,480 13,782 0 5,552 : : : : Changes from: May 21, 2013 : : 9,474 2,367 0 0 0 0 0 0 -7,107 0 3,552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 84.0 26.7 9.9 0.0 3.9 0.0 4.9 2.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 925,971 : : Positions : : 716,219 629,114 89,150 93,600 97,282 0 82,655 23,320 0 0 0 : : : : Changes from: May 21, 2013 : : -1,640 400 2,040 0 -2,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 67.9 9.6 10.1 10.5 0.0 8.9 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 920,591 : : Positions : : 556,705 575,345 114,588 84,317 54,649 134,845 0 0 52,322 198,798 7,482 : : : : Changes from: May 21, 2013 : : 1,600 0 0 0 0 0 0 0 -1,600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 62.5 12.4 9.2 5.9 14.6 0.0 0.0 5.7 21.6 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 246,726 : : Positions : : 204,657 223,521 26,681 13,845 0 0 0 0 6,028 0 9,360 : : : : Changes from: May 21, 2013 : : 23,400 23,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 90.6 10.8 5.6 0.0 0.0 0.0 0.0 2.4 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 345,220 : : Positions : : 267,562 196,854 41,212 51,153 36,446 0 0 0 0 60,767 0 : : : : Changes from: May 21, 2013 : : 6,288 16,800 21,920 5,920 -5,920 0 0 0 0 5,488 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 57.0 11.9 14.8 10.6 0.0 0.0 0.0 0.0 17.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatts Per Hour) : CFTC Code #064A87 Open Interest is 352,072 : : Positions : : 229,032 218,176 46,800 43,816 76,240 0 13,840 0 0 0 0 : : : : Changes from: May 21, 2013 : : 2,000 3,200 0 799 1 0 -2,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 62.0 13.3 12.4 21.7 0.0 3.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 28, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 4,959 : : Positions : : 1,733 4,010 2,149 0 764 105 0 40 47 16 116 : : : : Changes from: May 21, 2013 : : -20 -26 -10 0 2 2 0 -3 0 -2 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 80.9 43.3 0.0 15.4 2.1 0.0 0.8 1.0 0.3 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 6 0 6 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated May 31, 2013