Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 7,145 : : Positions : : 3,265 4,375 0 1,060 260 1,085 0 175 1,565 495 525 : : : : Changes from: June 4, 2013 : : 40 225 0 140 -5 -45 0 45 110 -235 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 61.2 0.0 14.8 3.6 15.2 0.0 2.4 21.9 6.9 7.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 14,275 : : Positions : : 9,516 10,746 443 0 525 0 30 1,770 1,632 854 180 : : : : Changes from: June 4, 2013 : : 840 718 105 0 -15 0 0 -15 35 170 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 75.3 3.1 0.0 3.7 0.0 0.2 12.4 11.4 6.0 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 61,018 : : Positions : : 18,372 19,456 3,082 2,074 3,696 0 7,924 5,420 16,371 8,736 13,065 : : : : Changes from: June 4, 2013 : : -700 -130 -170 60 235 0 125 1,010 1,574 847 1,562 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 31.9 5.1 3.4 6.1 0.0 13.0 8.9 26.8 14.3 21.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 13 11 . . 4 0 5 4 15 12 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 18,931 : : Positions : : 7,295 5,450 145 912 570 1,655 1,410 525 4,807 6,135 3,484 : : : : Changes from: June 4, 2013 : : -465 220 0 -830 20 270 435 -650 125 295 220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 28.8 0.8 4.8 3.0 8.7 7.4 2.8 25.4 32.4 18.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 7 . . . . . . 5 16 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 210,838 : : Positions : : 109,856 140,191 17,689 12,911 27,931 18,313 4,211 13,479 13,400 1,707 9,367 : : : : Changes from: June 4, 2013 : : -3,088 -3,867 -55 -908 -751 -609 843 -874 -521 -287 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 66.5 8.4 6.1 13.2 8.7 2.0 6.4 6.4 0.8 4.4 : : : : Number of Traders in Each Category Total Traders: 81 : : 42 42 . 6 8 7 . 8 9 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 53,231 : : Positions : : 34,723 43,579 10,917 3,064 4,840 1,314 1 1,362 0 310 75 : : : : Changes from: June 4, 2013 : : 1,258 -802 -2,337 -176 772 75 0 102 0 -26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 81.9 20.5 5.8 9.1 2.5 0.0 2.6 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 24 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 548,548 : : Positions : : 437,358 441,938 47,192 62,378 41,360 15,886 0 2,544 3,880 0 328 : : : : Changes from: June 4, 2013 : : 23,720 12,121 -11,285 0 1,195 -312 0 312 -2 0 -952 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 80.6 8.6 11.4 7.5 2.9 0.0 0.5 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 25 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 1,667,952 : : Positions : :1,120,724 1,370,708 136,089 75,279 122,990 224,990 14,991 22,327 401 21,578 40,079 : : : : Changes from: June 4, 2013 : : -16,633 -25,446 -9,344 -15,336 -2,401 -335 -1,522 -2,753 -8,404 7,940 6,052 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 82.2 8.2 4.5 7.4 13.5 0.9 1.3 0.0 1.3 2.4 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 38 4 4 5 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 70,438 : : Positions : : 59,010 39,724 306 14,415 7,276 53 2,938 3,403 26 2,318 364 : : : : Changes from: June 4, 2013 : : 39 -6,837 -78 4,862 -3,822 0 2,172 -349 26 -210 -104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 56.4 0.4 20.5 10.3 0.1 4.2 4.8 0.0 3.3 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 390,264 : : Positions : : 222,734 313,611 145,840 44,816 12,664 0 9,528 8,370 0 619 656 : : : : Changes from: June 4, 2013 : : 8,922 -29,180 -35,814 -2,296 8,808 0 3,928 -3,608 -37 619 -619 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 80.4 37.4 11.5 3.2 0.0 2.4 2.1 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 591,984 : : Positions : : 425,968 264,082 65,316 112,468 45,356 34,748 9,360 8,810 10,601 150,723 1,185 : : : : Changes from: June 4, 2013 : : -12,902 -16,392 -1,568 -4,728 0 -6,330 0 3,618 392 712 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 44.6 11.0 19.0 7.7 5.9 1.6 1.5 1.8 25.5 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 48,352 : : Positions : : 22,698 23,535 15,440 1,465 702 2,000 0 3,130 4,170 18,925 0 : : : : Changes from: June 4, 2013 : : -729 -717 -890 -22 0 -8 -621 26 600 311 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 48.7 31.9 3.0 1.5 4.1 0.0 6.5 8.6 39.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 5 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 1,738,045 : : Positions : :1,533,685 544,840 200,360 0 0 0 0 0 4,000 1,193,205 0 : : : : Changes from: June 4, 2013 : : -147,000 -78,400 -11,760 -3,920 0 0 0 0 0 -76,440 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 31.3 11.5 0.0 0.0 0.0 0.0 0.0 0.2 68.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 600,000 : : Positions : : 495,050 196,200 104,950 0 0 0 0 0 0 403,800 0 : : : : Changes from: June 4, 2013 : : -43,450 -23,100 -7,700 -2,200 0 0 0 0 0 -25,850 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 32.7 17.5 0.0 0.0 0.0 0.0 0.0 0.0 67.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 1,067,280 : : Positions : : 820,160 878,960 243,120 188,320 0 0 0 0 4,000 0 0 : : : : Changes from: June 4, 2013 : : -94,080 -94,080 -7,840 -7,840 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 82.4 22.8 17.6 0.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 287,808 : : Positions : : 232,968 239,968 30,184 38,320 2,400 19,120 2,768 1,584 0 1,216 1,552 : : : : Changes from: June 4, 2013 : : -12,936 -12,936 -1,960 -3,528 -392 -392 -392 0 -352 1,216 352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 83.4 10.5 13.3 0.8 6.6 1.0 0.6 0.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 10,290 : : Positions : : 6,454 6,568 582 1,864 692 1,211 0 507 80 166 0 : : : : Changes from: June 4, 2013 : : 9 -510 2 -43 20 -286 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 63.8 5.7 18.1 6.7 11.8 0.0 4.9 0.8 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 5MWh : CFTC Code #0643A8 Open Interest is 1,020,105 : : Positions : : 824,155 704,105 117,610 163,920 46,640 0 73,740 31,700 0 0 0 : : : : Changes from: June 4, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 69.0 11.5 16.1 4.6 0.0 7.2 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 424,025 : : Positions : : 347,940 340,325 72,885 83,700 0 1,000 0 0 2,200 0 0 : : : : Changes from: June 4, 2013 : : -33,550 -32,450 -2,200 -3,300 -2,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 80.3 17.2 19.7 0.0 0.2 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 222,600 : : Positions : : 181,660 158,515 2,235 24,830 37,105 0 550 1,600 0 0 0 : : : : Changes from: June 4, 2013 : : -9,790 -11,875 -1,320 765 -1,275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 71.2 1.0 11.2 16.7 0.0 0.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 27,652 : : Positions : : 20,130 15,885 2,155 6,016 2,412 903 168 260 0 1,166 20 : : : : Changes from: June 4, 2013 : : -1,107 -763 132 22 -154 -70 22 -39 -4 -312 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 57.4 7.8 21.8 8.7 3.3 0.6 0.9 0.0 4.2 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 1,615,873 : : Positions : :1,268,008 1,245,641 99,863 59,180 60,432 56,203 96,915 125,367 0 22,338 6,000 : : : : Changes from: June 4, 2013 : : -92,964 -74,932 -1,960 -3,920 -784 -2,352 -13,720 2,352 0 -4,704 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 77.1 6.2 3.7 3.7 3.5 6.0 7.8 0.0 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 570,670 : : Positions : : 416,845 408,605 81,750 5,020 49,610 0 49,345 22,465 0 35,625 0 : : : : Changes from: June 4, 2013 : : -4,385 11,825 -5,165 -4,940 3,230 0 -3,850 0 0 -12,585 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 71.6 14.3 0.9 8.7 0.0 8.6 3.9 0.0 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 22 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 1,189,134 : : Positions : : 941,244 1,142,334 201,090 0 46,800 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -69,776 -93,296 -23,520 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 96.1 16.9 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 370,520 : : Positions : : 274,070 340,590 62,650 3,530 26,400 7,400 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -25,300 -33,000 -4,170 3,530 -3,530 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 91.9 16.9 1.0 7.1 2.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 628,930 : : Positions : : 402,777 529,752 50,417 7,991 39,421 102,707 9,404 28,512 0 8,754 5,096 : : : : Changes from: June 4, 2013 : : -26,257 -18,759 -3,913 392 785 -5,409 392 8 0 -17,604 2,744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 84.2 8.0 1.3 6.3 16.3 1.5 4.5 0.0 1.4 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 26 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 43,607 : : Positions : : 30,614 32,112 4,021 3,948 1,565 5,548 3,401 1,283 0 898 276 : : : : Changes from: June 4, 2013 : : -280 -1,358 -503 648 -794 280 -618 -86 0 721 -168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 73.6 9.2 9.1 3.6 12.7 7.8 2.9 0.0 2.1 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 27 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 24,025 : : Positions : : 12,246 23,126 8,156 0 821 1,751 0 0 973 0 78 : : : : Changes from: June 4, 2013 : : -1,039 -1,109 88 0 -552 104 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 96.3 33.9 0.0 3.4 7.3 0.0 0.0 4.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 15 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 190,005 : : Positions : : 95,507 183,237 71,188 0 4,816 15,268 0 1,952 1,274 0 0 : : : : Changes from: June 4, 2013 : : -10,824 -13,120 0 0 -2,624 -2,952 0 0 656 0 -656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 96.4 37.5 0.0 2.5 8.0 0.0 1.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 560,028 : : Positions : : 319,546 477,511 176,053 27,862 10,543 11,834 2,060 42,052 0 0 0 : : : : Changes from: June 4, 2013 : : -25,864 -26,640 -7,080 -776 0 2,074 -3,454 -2,058 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 85.3 31.4 5.0 1.9 2.1 0.4 7.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 32,143 : : Positions : : 25,680 22,179 0 6,395 1,466 3,320 510 1,382 0 0 0 : : : : Changes from: June 4, 2013 : : -784 -1,192 0 -199 -66 -585 0 22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 69.0 0.0 19.9 4.6 10.3 1.6 4.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 0 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 97,388 : : Positions : : 62,942 70,923 14,630 0 19,816 0 0 0 0 6,649 0 : : : : Changes from: June 4, 2013 : : -4,312 -1,568 344 -48 -1,520 0 0 0 0 -2,352 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 72.8 15.0 0.0 20.3 0.0 0.0 0.0 0.0 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 5 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 24,015 : : Positions : : 11,458 21,754 6,918 107 1,063 128 608 0 3,432 0 144 : : : : Changes from: June 4, 2013 : : -508 517 769 59 -409 -581 -22 -88 550 0 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 90.6 28.8 0.4 4.4 0.5 2.5 0.0 14.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 336,655 : : Positions : : 136,059 317,543 134,039 7,048 10,104 4,704 0 0 49,789 0 1,960 : : : : Changes from: June 4, 2013 : : 1,675 -1,043 4,314 4,680 -5,072 0 0 0 -2,352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 94.3 39.8 2.1 3.0 1.4 0.0 0.0 14.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 18,755 : : Positions : : 9,953 11,703 6,187 5,839 981 0 4 40 1,086 0 40 : : : : Changes from: June 4, 2013 : : 115 -345 -675 -478 87 -84 4 -4 -154 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 62.4 33.0 31.1 5.2 0.0 0.0 0.2 5.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 249,662 : : Positions : : 107,364 152,435 131,600 89,338 3,209 0 4,680 0 7,489 0 0 : : : : Changes from: June 4, 2013 : : -14,879 -8,631 -48 -7,472 408 0 0 0 -1,176 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 61.1 52.7 35.8 1.3 0.0 1.9 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 5 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 31,786 : : Positions : : 21,898 27,286 4,639 77 1,579 800 0 2,844 26 0 0 : : : : Changes from: June 4, 2013 : : 643 818 -797 -667 -48 305 0 2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 85.8 14.6 0.2 5.0 2.5 0.0 8.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 19 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 226,494 : : Positions : : 197,245 122,830 2,257 78,626 25,038 1,954 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : 5,466 4,606 0 1,837 5,859 977 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 54.2 1.0 34.7 11.1 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 818,625 : : Positions : : 712,705 668,353 62,960 9,392 42,960 0 97,920 0 0 0 0 : : : : Changes from: June 4, 2013 : : -5,488 -5,488 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 81.6 7.7 1.1 5.2 0.0 12.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 247,320 : : Positions : : 215,415 211,970 16,000 3,145 15,905 0 16,300 0 0 0 0 : : : : Changes from: June 4, 2013 : : -7,315 -7,370 -1,150 -1,095 1,205 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 85.7 6.5 1.3 6.4 0.0 6.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 3,071 : : Positions : : 1,231 1,685 579 613 291 0 12 78 464 3 379 : : : : Changes from: June 4, 2013 : : -148 -147 -127 -99 52 0 1 8 34 3 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 54.9 18.9 20.0 9.5 0.0 0.4 2.5 15.1 0.1 12.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 132,965 : : Positions : : 99,815 125,225 25,410 0 7,740 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -12,430 -3,380 9,050 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 94.2 19.1 0.0 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 235,605 : : Positions : : 194,105 99,155 41,500 136,450 0 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -4,400 -320 4,080 0 -1,100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 42.1 17.6 57.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 834,915 : : Positions : : 668,349 311,075 158,566 515,840 8,000 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -27,440 -9,323 16,157 -1,960 -7,840 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 37.3 19.0 61.8 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 114,065 : : Positions : : 101,365 94,665 0 6,700 12,700 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -5,280 -5,500 -330 -110 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 83.0 0.0 5.9 11.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 205,890 : : Positions : : 179,105 163,405 680 20,460 21,025 0 1,000 0 5,080 0 0 : : : : Changes from: June 4, 2013 : : 2,030 6,235 550 -3,655 2,005 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 79.4 0.3 9.9 10.2 0.0 0.5 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 11 . 4 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 591,162 : : Positions : : 511,354 487,978 28,304 51,680 51,504 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : 33,160 46,448 -3,920 -17,208 9,368 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 82.5 4.8 8.7 8.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 992,179 : : Positions : : 911,215 982,787 80,964 9,392 0 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -7,528 -472 5,096 -1,960 -5,488 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 99.1 8.2 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 295,800 : : Positions : : 278,420 293,020 14,600 0 2,780 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -2,510 -2,290 220 0 -880 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 99.1 4.9 0.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 6,623,506 : : Positions : :4,943,799 6,169,418 1,141,111 216,792 233,296 169,808 0 0 135,492 4,000 0 : : : : Changes from: June 4, 2013 : : 74,242 -77,959 -78,871 67,450 -32,552 0 0 0 -5,880 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 93.1 17.2 3.3 3.5 2.6 0.0 0.0 2.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 28 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 2,209,460 : : Positions : :1,731,835 2,085,175 321,180 42,685 79,600 42,055 0 0 34,790 2,000 0 : : : : Changes from: June 4, 2013 : : 43,065 -22,975 -38,995 19,455 -5,650 -5,500 0 0 -2,090 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 94.4 14.5 1.9 3.6 1.9 0.0 0.0 1.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 31 5 . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 2,319,966 : : Positions : :1,488,643 1,216,416 95,934 300,314 210,035 1,000 197,146 39,695 388,373 261,690 94,670 : : : : Changes from: June 4, 2013 : : -34,263 -5,230 -31,838 -33,806 26,217 0 14,550 -1,490 48,698 7,660 -955 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 52.4 4.1 12.9 9.1 0.0 8.5 1.7 16.7 11.3 4.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 35 27 6 4 9 . 4 . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 4,477,233 : : Positions : :3,802,062 3,113,183 122,965 601,681 283,363 68,393 41,535 88,741 43,680 280,701 68,029 : : : : Changes from: June 4, 2013 : : 101,971 7,163 -68,387 38,573 -14,557 -2,352 -5,880 0 -583 -9,207 -2,945 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 69.5 2.7 13.4 6.3 1.5 0.9 2.0 1.0 6.3 1.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 24 4 4 5 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 606,015 : : Positions : : 498,480 477,470 96,825 115,355 10,710 0 2,480 0 0 0 0 : : : : Changes from: June 4, 2013 : : 1,360 31,180 16,570 -13,250 -7,580 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 78.8 16.0 19.0 1.8 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 11 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 1,983,807 : : Positions : :1,688,962 1,564,267 242,883 350,200 51,962 0 17,378 0 0 0 0 : : : : Changes from: June 4, 2013 : : -10,050 67,446 36,416 -41,080 -22,344 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 78.9 12.2 17.7 2.6 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 82,858 : : Positions : : 55,077 33,278 228 22,632 18,110 359 1,278 4,851 1,697 6 431 : : : : Changes from: June 4, 2013 : : -693 -256 0 -792 216 -300 2 458 20 -10 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 40.2 0.3 27.3 21.9 0.4 1.5 5.9 2.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 24 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 12,871 : : Positions : : 6,590 8,454 471 1,223 1,900 2,014 0 808 178 0 12 : : : : Changes from: June 4, 2013 : : -54 -11 -51 38 77 133 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 65.7 3.7 9.5 14.8 15.6 0.0 6.3 1.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 5,642 : : Positions : : 4,850 2,441 0 1,327 12 0 1,036 0 0 0 0 : : : : Changes from: June 4, 2013 : : -1 -1 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 43.3 0.0 23.5 0.2 0.0 18.4 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 June 11, 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 10,183 : : Positions : : 4,715 7,039 1,552 0 836 1,376 280 204 0 546 832 : : : : Changes from: June 4, 2013 : : 12 12 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 69.1 15.2 0.0 8.2 13.5 2.7 2.0 0.0 5.4 8.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 15,789 : : Positions : : 9,300 10,983 1,414 300 1,690 0 524 1,366 210 0 0 : : : : Changes from: June 4, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 69.6 9.0 1.9 10.7 0.0 3.3 8.7 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 36,467 : : Positions : : 32,454 31,828 2,781 3,447 1,192 0 0 0 40 0 0 : : : : Changes from: June 4, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 87.3 7.6 9.5 3.3 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 644,746 : : Positions : : 566,193 581,642 52,168 36,719 26,385 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 90.2 8.1 5.7 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 46,752 : : Positions : : 30,597 44,477 13,370 0 2,275 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -255 -255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 95.1 28.6 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 16 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 701,132 : : Positions : : 564,884 633,573 126,888 58,199 9,360 0 0 0 0 0 0 : : : : Changes from: June 4, 2013 : : -4,680 -4,680 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 90.4 18.1 8.3 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 59,860 : : Positions : : 33,014 39,577 9,058 16,410 2,428 7,425 740 0 7,680 705 0 : : : : Changes from: June 4, 2013 : : 0 1,280 1,280 0 -1,280 0 0 0 7,680 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 66.1 15.1 27.4 4.1 12.4 1.2 0.0 12.8 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 15 4 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 1,380,756 : : Positions : : 965,394 677,228 196,127 262,949 67,488 0 317,340 0 145,966 49,970 5,781 : : : : Changes from: June 4, 2013 : : 46,640 46,640 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 49.0 14.2 19.0 4.9 0.0 23.0 0.0 10.6 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 17 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 24,478 : : Positions : : 16,689 17,950 7,769 2,755 0 0 2,162 0 0 1,124 0 : : : : Changes from: June 4, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 73.3 31.7 11.3 0.0 0.0 8.8 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 38,271 : : Positions : : 25,319 28,536 11,787 100 784 0 8,851 0 126 0 0 : : : : Changes from: June 4, 2013 : : -4 -4 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 74.6 30.8 0.3 2.0 0.0 23.1 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 38,256 : : Positions : : 22,401 18,326 1,408 2,107 4,992 4,055 0 2,220 256 7,687 2,924 : : : : Changes from: June 4, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 47.9 3.7 5.5 13.0 10.6 0.0 5.8 0.7 20.1 7.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 25,919 : : Positions : : 22,503 20,336 740 2,477 1,275 0 0 0 0 940 592 : : : : Changes from: June 4, 2013 : : 1,882 1,882 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 78.5 2.9 9.6 4.9 0.0 0.0 0.0 0.0 3.6 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 33,325 : : Positions : : 30,483 25,543 962 5,010 1,732 0 0 0 0 1,040 0 : : : : Changes from: June 4, 2013 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 76.6 2.9 15.0 5.2 0.0 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . 4 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 440,685 : : Positions : : 262,782 370,118 120,246 41,535 0 17,587 0 23,480 11,038 0 5,552 : : : : Changes from: June 4, 2013 : : 1,960 1,960 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 84.0 27.3 9.4 0.0 4.0 0.0 5.3 2.5 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 901,442 : : Positions : : 699,922 617,487 80,918 93,600 97,282 0 69,753 23,320 0 0 0 : : : : Changes from: June 4, 2013 : : 12,160 12,160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 68.5 9.0 10.4 10.8 0.0 7.7 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 1,027,479 : : Positions : : 548,369 528,697 106,748 94,821 53,081 263,005 0 0 51,538 346,142 4,738 : : : : Changes from: June 4, 2013 : : 4,680 0 0 0 0 0 0 0 0 4,680 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 51.5 10.4 9.2 5.2 25.6 0.0 0.0 5.0 33.7 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 11 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 280,590 : : Positions : : 205,785 270,665 26,289 9,925 0 0 0 0 48,516 0 0 : : : : Changes from: June 4, 2013 : : 11,320 11,320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 96.5 9.4 3.5 0.0 0.0 0.0 0.0 17.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 334,292 : : Positions : : 275,650 200,822 24,548 50,761 34,094 0 0 0 0 48,615 0 : : : : Changes from: June 4, 2013 : : 9,360 9,360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 60.1 7.3 15.2 10.2 0.0 0.0 0.0 0.0 14.5 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 June 11, 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 J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A85 Open Interest is 175,730 : : Positions : : 155,294 117,950 11,076 36,259 9,360 0 2,703 0 0 9,458 0 : : : : Changes from: June 4, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 67.1 6.3 20.6 5.3 0.0 1.5 0.0 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 407,128 : : Positions : : 211,696 295,520 116,432 18,768 79,000 0 13,840 0 0 0 0 : : : : Changes from: June 4, 2013 : : 7,776 11,632 3,856 0 -3,856 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 72.6 28.6 4.6 19.4 0.0 3.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 11, 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 4,676 : : Positions : : 1,496 3,849 2,145 0 688 141 0 24 65 0 106 : : : : Changes from: June 4, 2013 : : -148 -123 -10 0 -37 20 0 -6 11 0 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 82.3 45.9 0.0 14.7 3.0 0.0 0.5 1.4 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated June 14, 2013