Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 6,600 : : Positions : : 3,895 3,810 0 835 485 770 0 175 540 575 495 : : : : Changes from: June 11, 2013 : : 630 -565 0 -225 225 -315 0 0 -1,025 80 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 57.7 0.0 12.7 7.3 11.7 0.0 2.7 8.2 8.7 7.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 13,652 : : Positions : : 8,967 10,225 603 0 495 0 60 1,740 1,287 659 255 : : : : Changes from: June 11, 2013 : : -550 -521 160 0 -30 0 30 -30 -345 -195 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 74.9 4.4 0.0 3.6 0.0 0.4 12.7 9.4 4.8 1.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 14 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 65,633 : : Positions : : 19,051 20,230 3,320 1,922 3,953 5 7,019 6,820 16,352 10,054 14,795 : : : : Changes from: June 11, 2013 : : 679 774 238 -152 257 5 -905 1,400 -19 1,318 1,730 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 30.8 5.1 2.9 6.0 0.0 10.7 10.4 24.9 15.3 22.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 13 11 . . 4 . 4 4 14 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 19,516 : : Positions : : 7,345 5,890 398 710 602 910 1,465 730 4,907 5,705 3,894 : : : : Changes from: June 11, 2013 : : 50 440 253 -202 32 -745 55 205 100 -430 410 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 30.2 2.0 3.6 3.1 4.7 7.5 3.7 25.1 29.2 20.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 7 7 . . . . . . 8 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 193,601 : : Positions : : 103,579 134,297 17,366 9,616 21,579 18,039 5,175 12,515 11,879 1,944 7,947 : : : : Changes from: June 11, 2013 : : -6,277 -5,894 -323 -3,295 -6,352 -274 964 -964 -1,521 236 -1,420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 69.4 9.0 5.0 11.1 9.3 2.7 6.5 6.1 1.0 4.1 : : : : Number of Traders in Each Category Total Traders: 84 : : 43 44 . 6 8 8 . 8 8 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 54,074 : : Positions : : 36,228 44,324 10,253 3,371 4,602 1,552 1 1,364 0 337 75 : : : : Changes from: June 11, 2013 : : 1,506 745 -665 307 -237 238 0 2 0 27 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 82.0 19.0 6.2 8.5 2.9 0.0 2.5 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 24 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 554,746 : : Positions : : 441,205 449,784 47,223 62,378 40,696 19,854 0 1,560 3,880 0 328 : : : : Changes from: June 11, 2013 : : 3,847 7,846 31 0 -664 3,968 0 -984 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 81.1 8.5 11.2 7.3 3.6 0.0 0.3 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 25 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 1,663,874 : : Positions : :1,124,396 1,373,602 136,553 78,808 118,278 228,847 22,769 19,264 401 15,370 35,783 : : : : Changes from: June 11, 2013 : : 3,671 2,893 464 3,529 -4,712 3,857 7,778 -3,063 0 -6,208 -4,296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 82.6 8.2 4.7 7.1 13.8 1.4 1.2 0.0 0.9 2.2 : : : : 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 18, 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 68,470 : : Positions : : 57,515 37,819 306 13,386 6,774 53 4,531 3,409 0 2,138 413 : : : : Changes from: June 11, 2013 : : -1,494 -1,906 0 -1,028 -502 0 1,594 5 -26 -180 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 55.2 0.4 19.6 9.9 0.1 6.6 5.0 0.0 3.1 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 24 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 394,240 : : Positions : : 229,566 313,683 141,032 44,816 14,616 0 11,480 8,370 0 619 656 : : : : Changes from: June 11, 2013 : : 6,832 72 -4,808 0 1,952 0 1,952 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 79.6 35.8 11.4 3.7 0.0 2.9 2.1 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 616,888 : : Positions : : 443,527 280,873 67,980 110,098 46,133 38,666 9,360 8,404 10,993 160,835 1,185 : : : : Changes from: June 11, 2013 : : 17,559 16,791 2,664 -2,370 777 3,918 0 -406 392 10,112 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 45.5 11.0 17.8 7.5 6.3 1.5 1.4 1.8 26.1 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 18, 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 48,821 : : Positions : : 23,057 23,940 15,525 1,421 702 2,743 0 2,876 3,662 19,287 0 : : : : Changes from: June 11, 2013 : : 359 405 85 -44 0 743 0 -254 -508 362 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 49.0 31.8 2.9 1.4 5.6 0.0 5.9 7.5 39.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 23 5 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 11, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 18, 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 11, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 18, 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 1,086,880 : : Positions : : 839,760 898,560 243,120 188,320 0 0 0 0 4,000 0 0 : : : : Changes from: June 11, 2013 : : 19,600 19,600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 82.7 22.4 17.3 0.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 286,624 : : Positions : : 231,784 238,784 30,184 38,320 2,400 19,120 2,768 1,584 0 1,216 1,552 : : : : Changes from: June 11, 2013 : : -1,184 -1,184 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 83.3 10.5 13.4 0.8 6.7 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 18, 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 10,969 : : Positions : : 6,918 7,120 818 1,776 737 1,123 44 573 80 254 0 : : : : Changes from: June 11, 2013 : : 464 552 235 -88 45 -88 44 66 0 88 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 64.9 7.5 16.2 6.7 10.2 0.4 5.2 0.7 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 11, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 18, 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 430,625 : : Positions : : 354,540 346,925 72,885 83,700 0 1,000 0 0 2,200 0 0 : : : : Changes from: June 11, 2013 : : 6,600 6,600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 80.6 16.9 19.4 0.0 0.2 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 226,180 : : Positions : : 185,240 162,095 2,235 24,830 37,105 0 550 1,600 0 0 0 : : : : Changes from: June 11, 2013 : : 3,580 3,580 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 71.7 1.0 11.0 16.4 0.0 0.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 27,624 : : Positions : : 20,077 15,841 2,155 6,126 2,412 933 124 254 0 1,166 20 : : : : Changes from: June 11, 2013 : : -52 -44 0 110 0 30 -44 -6 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 57.3 7.8 22.2 8.7 3.4 0.4 0.9 0.0 4.2 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 1,650,119 : : Positions : :1,278,934 1,232,602 99,863 75,225 60,432 56,123 96,915 148,767 0 30,178 6,000 : : : : Changes from: June 11, 2013 : : 10,926 -13,039 0 16,045 0 -80 0 23,400 0 7,840 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 74.7 6.1 4.6 3.7 3.4 5.9 9.0 0.0 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 574,600 : : Positions : : 422,375 413,815 82,875 6,645 46,885 0 49,345 22,465 0 35,445 0 : : : : Changes from: June 11, 2013 : : 5,530 5,210 1,125 1,625 -2,725 0 0 0 0 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 72.0 14.4 1.2 8.2 0.0 8.6 3.9 0.0 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 22 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 11, 2013 : : 0 0 0 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 18, 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 374,920 : : Positions : : 278,470 344,990 62,650 3,530 26,400 7,400 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : 4,400 4,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 92.0 16.7 0.9 7.0 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 18, 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 627,348 : : Positions : : 408,227 531,639 51,609 7,991 39,029 100,338 9,404 24,617 0 11,140 3,528 : : : : Changes from: June 11, 2013 : : 5,450 1,887 1,192 0 -392 -2,369 0 -3,895 0 2,386 -1,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 84.7 8.2 1.3 6.2 16.0 1.5 3.9 0.0 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 25 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 43,628 : : Positions : : 30,856 31,941 3,985 4,057 1,510 5,504 3,465 1,283 0 1,057 192 : : : : Changes from: June 11, 2013 : : 241 -171 -36 109 -56 -44 64 0 0 159 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 73.2 9.1 9.3 3.5 12.6 7.9 2.9 0.0 2.4 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 28 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 24,554 : : Positions : : 12,448 23,631 8,328 0 796 2,112 0 0 743 0 127 : : : : Changes from: June 11, 2013 : : 202 505 172 0 -25 361 0 0 -230 0 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 96.2 33.9 0.0 3.2 8.6 0.0 0.0 3.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 15 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 190,037 : : Positions : : 97,459 183,269 67,636 0 4,816 15,268 0 1,952 2,906 0 0 : : : : Changes from: June 11, 2013 : : 1,952 32 -3,552 0 0 0 0 0 1,632 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 96.4 35.6 0.0 2.5 8.0 0.0 1.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 570,241 : : Positions : : 332,521 486,942 173,683 27,862 10,543 11,834 3,234 41,660 0 0 0 : : : : Changes from: June 11, 2013 : : 12,975 9,431 -2,370 0 0 0 1,174 -392 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 85.4 30.5 4.9 1.8 2.1 0.6 7.3 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 18, 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 33,396 : : Positions : : 27,124 23,407 0 6,505 1,466 3,087 510 1,360 0 0 0 : : : : Changes from: June 11, 2013 : : 1,444 1,228 0 110 0 -233 0 -22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 70.1 0.0 19.5 4.4 9.2 1.5 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 23 0 6 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 11, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 18, 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 24,140 : : Positions : : 11,904 21,816 6,683 126 1,065 128 608 0 3,450 40 126 : : : : Changes from: June 11, 2013 : : 446 62 -235 19 2 0 0 0 18 40 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 90.4 27.7 0.5 4.4 0.5 2.5 0.0 14.3 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 338,223 : : Positions : : 136,059 319,511 135,607 7,048 10,104 4,704 0 0 50,189 0 1,560 : : : : Changes from: June 11, 2013 : : 0 1,968 1,568 0 0 0 0 0 400 0 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 94.5 40.1 2.1 3.0 1.4 0.0 0.0 14.8 0.0 0.5 : : : : 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 18, 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 19,178 : : Positions : : 10,316 12,040 6,184 5,991 915 0 4 40 1,086 0 40 : : : : Changes from: June 11, 2013 : : 363 337 -3 152 -66 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 62.8 32.2 31.2 4.8 0.0 0.0 0.2 5.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 21 4 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 250,054 : : Positions : : 107,756 152,827 131,600 89,338 3,209 0 4,680 0 7,489 0 0 : : : : Changes from: June 11, 2013 : : 392 392 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 61.1 52.6 35.7 1.3 0.0 1.9 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 5 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 31,507 : : Positions : : 22,089 26,471 4,149 77 1,857 284 0 3,102 26 0 0 : : : : Changes from: June 11, 2013 : : 191 -815 -490 0 278 -516 0 258 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 84.0 13.2 0.2 5.9 0.9 0.0 9.8 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 224,310 : : Positions : : 194,397 123,502 2,257 75,106 25,702 1,954 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : -2,848 672 0 -3,520 664 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 55.1 1.0 33.5 11.5 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 18, 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 11, 2013 : : 0 0 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 18, 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 11, 2013 : : 0 0 0 0 0 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 18, 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 2,345 : : Positions : : 858 1,293 590 603 140 0 6 33 437 1 265 : : : : Changes from: June 11, 2013 : : -373 -392 11 -10 -151 0 -7 -45 -27 -2 -114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 55.1 25.2 25.7 6.0 0.0 0.2 1.4 18.6 0.1 11.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 138,365 : : Positions : : 99,815 130,625 30,810 0 7,740 0 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : 0 5,400 5,400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 94.4 22.3 0.0 5.6 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 18, 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 238,025 : : Positions : : 195,425 99,375 40,400 136,450 2,200 0 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : 1,320 220 -1,100 0 2,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 41.7 17.0 57.3 0.9 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 838,835 : : Positions : : 668,349 311,075 158,566 515,840 11,920 0 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : 0 0 0 0 3,920 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 37.1 18.9 61.5 1.4 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 18, 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 148,635 : : Positions : : 117,445 120,375 9,190 6,700 21,560 0 0 0 440 0 0 : : : : Changes from: June 11, 2013 : : 16,080 25,710 9,190 0 8,860 0 0 0 440 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 81.0 6.2 4.5 14.5 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 214,905 : : Positions : : 185,530 173,480 680 16,810 23,615 0 1,000 0 5,080 0 0 : : : : Changes from: June 11, 2013 : : 6,425 10,075 0 -3,650 2,590 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 80.7 0.3 7.8 11.0 0.0 0.5 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 11 . 4 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 619,244 : : Positions : : 533,930 519,914 28,304 42,320 57,010 0 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : 22,576 31,936 0 -9,360 5,506 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 84.0 4.6 6.8 9.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 11, 2013 : : 0 0 0 0 0 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 18, 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 11, 2013 : : 0 0 0 0 0 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 18, 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 6,653,566 : : Positions : :4,986,990 6,233,132 1,122,474 177,632 238,802 169,808 0 0 135,492 4,000 0 : : : : Changes from: June 11, 2013 : : 43,191 63,714 -18,637 -39,160 5,506 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 93.7 16.9 2.7 3.6 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 18, 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 2,244,440 : : Positions : :1,777,630 2,119,090 302,740 33,485 87,665 42,055 0 0 34,350 4,200 0 : : : : Changes from: June 11, 2013 : : 45,795 33,915 -18,440 -9,200 8,065 0 0 0 -440 2,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 94.4 13.5 1.5 3.9 1.9 0.0 0.0 1.5 0.2 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 18, 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 2,357,099 : : Positions : :1,519,372 1,247,540 89,412 284,670 214,588 1,000 197,146 39,695 384,280 265,666 107,794 : : : : Changes from: June 11, 2013 : : 30,729 31,123 -6,522 -15,644 4,553 0 0 0 -4,092 3,976 13,124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 52.9 3.8 12.1 9.1 0.0 8.4 1.7 16.3 11.3 4.6 : : : : Number of Traders in Each Category Total Traders: 65 : : 35 28 6 4 9 . 4 . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 4,787,421 : : Positions : :4,056,916 3,447,614 197,845 615,646 263,817 63,655 41,535 93,479 43,680 257,301 68,029 : : : : Changes from: June 11, 2013 : : 254,854 334,431 74,880 13,965 -19,546 -4,738 0 4,738 0 -23,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 72.0 4.1 12.9 5.5 1.3 0.9 2.0 0.9 5.4 1.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 24 4 4 5 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 615,415 : : Positions : : 512,790 485,880 90,925 115,355 11,700 0 2,480 0 0 0 0 : : : : Changes from: June 11, 2013 : : 14,310 8,410 -5,900 0 990 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 79.0 14.8 18.7 1.9 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 11 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 1,971,540 : : Positions : :1,708,015 1,552,000 211,563 350,200 51,962 0 17,378 0 0 0 0 : : : : Changes from: June 11, 2013 : : 19,053 -12,267 -31,320 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 78.7 10.7 17.8 2.6 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 82,475 : : Positions : : 55,232 33,420 228 22,783 17,767 516 1,272 4,554 1,692 0 431 : : : : Changes from: June 11, 2013 : : 155 143 0 151 -343 157 -5 -297 -5 -6 -0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 40.5 0.3 27.6 21.5 0.6 1.5 5.5 2.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 24 . 5 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 12,783 : : Positions : : 6,612 8,462 492 1,162 1,865 1,918 0 808 178 0 12 : : : : Changes from: June 11, 2013 : : 21 7 21 -61 -35 -96 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 66.2 3.9 9.1 14.6 15.0 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 18, 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 5,648 : : Positions : : 4,850 2,441 0 1,327 12 0 1,036 0 0 0 0 : : : : Changes from: June 11, 2013 : : 1 1 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 43.2 0.0 23.5 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 June 18, 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 11, 2013 : : 0 0 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 18, 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 11, 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 18, 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 11, 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 18, 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 677,881 : : Positions : : 599,328 614,777 52,168 36,719 26,385 0 0 0 0 0 0 : : : : Changes from: June 11, 2013 : : 33,135 33,135 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 90.7 7.7 5.4 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 11, 2013 : : 0 0 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 18, 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 11, 2013 : : 0 0 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 18, 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 60,285 : : Positions : : 33,329 38,732 9,058 17,680 2,428 7,425 740 0 7,790 705 0 : : : : Changes from: June 11, 2013 : : 315 -845 0 1,270 0 0 0 0 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 64.2 15.0 29.3 4.0 12.3 1.2 0.0 12.9 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 15 4 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 1,474,596 : : Positions : : 988,714 747,588 219,687 262,949 90,968 0 317,340 0 169,446 49,970 5,781 : : : : Changes from: June 11, 2013 : : 23,320 70,360 23,560 0 23,480 0 0 0 23,480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 50.7 14.9 17.8 6.2 0.0 21.5 0.0 11.5 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 18 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 11, 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 18, 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 38,334 : : Positions : : 25,382 28,599 11,787 100 784 0 8,851 0 126 0 0 : : : : Changes from: June 11, 2013 : : 63 63 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 74.6 30.7 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 18, 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 40,806 : : Positions : : 23,681 20,871 2,678 3,387 4,992 4,055 0 2,220 256 6,412 2,924 : : : : Changes from: June 11, 2013 : : 1,280 2,545 1,270 1,280 0 0 0 0 0 -1,275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 51.1 6.6 8.3 12.2 9.9 0.0 5.4 0.6 15.7 7.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 25,799 : : Positions : : 22,383 20,216 740 2,477 1,275 0 0 0 0 940 592 : : : : Changes from: June 11, 2013 : : -120 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 78.4 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 15 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 33,492 : : Positions : : 30,870 25,455 962 5,485 1,512 0 0 0 0 1,040 0 : : : : Changes from: June 11, 2013 : : 387 -88 0 475 -220 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 76.0 2.9 16.4 4.5 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 18, 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 11, 2013 : : 0 0 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 18, 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 940,209 : : Positions : : 738,689 656,254 80,918 93,600 97,282 0 69,753 23,320 0 0 0 : : : : Changes from: June 11, 2013 : : 38,767 38,767 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 69.8 8.6 10.0 10.3 0.0 7.4 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 1,083,607 : : Positions : : 557,697 584,745 130,068 71,341 76,561 263,005 0 0 51,538 346,222 4,738 : : : : Changes from: June 11, 2013 : : 9,328 56,048 23,320 -23,480 23,480 0 0 0 0 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 54.0 12.0 6.6 7.1 24.3 0.0 0.0 4.8 32.0 0.4 : : : : 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 18, 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 294,582 : : Positions : : 205,785 284,657 40,281 9,925 0 0 0 0 48,516 0 0 : : : : Changes from: June 11, 2013 : : 0 13,992 13,992 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 96.6 13.7 3.4 0.0 0.0 0.0 0.0 16.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 435,532 : : Positions : : 324,170 249,582 24,788 50,761 86,574 0 0 0 0 48,615 0 : : : : Changes from: June 11, 2013 : : 48,520 48,760 240 0 52,480 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 57.3 5.7 11.7 19.9 0.0 0.0 0.0 0.0 11.2 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 18, 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 245,818 : : Positions : : 202,094 164,510 11,076 36,499 32,648 0 2,703 0 0 9,458 0 : : : : Changes from: June 11, 2013 : : 46,800 46,560 0 240 23,288 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 66.9 4.5 14.8 13.3 0.0 1.1 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 18, 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 399,208 : : Positions : : 203,776 287,600 116,432 18,768 79,000 0 13,840 0 0 0 0 : : : : Changes from: June 11, 2013 : : -7,920 -7,920 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 72.0 29.2 4.7 19.8 0.0 3.5 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 18, 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 4,716 : : Positions : : 1,590 3,896 2,117 0 681 128 0 27 60 0 103 : : : : Changes from: June 11, 2013 : : 94 47 -27 0 -8 -13 0 3 -5 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 82.6 44.9 0.0 14.4 2.7 0.0 0.6 1.3 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated June 21, 2013