Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 7,775 : : Positions : : 4,175 4,515 0 970 470 770 0 175 1,245 495 685 : : : : Changes from: June 18, 2013 : : 280 705 0 135 -15 0 0 0 705 -80 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 58.1 0.0 12.5 6.0 9.9 0.0 2.3 16.0 6.4 8.8 : : : : 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 25, 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 13,948 : : Positions : : 9,650 10,425 648 0 495 0 180 1,620 852 658 415 : : : : Changes from: June 18, 2013 : : 684 201 45 0 0 0 120 -120 -435 -1 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 74.7 4.6 0.0 3.5 0.0 1.3 11.6 6.1 4.7 3.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 67,402 : : Positions : : 19,037 20,221 3,642 2,289 3,791 5 6,859 7,209 17,634 11,141 14,916 : : : : Changes from: June 18, 2013 : : -14 -9 322 367 -162 0 -160 389 1,282 1,087 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 30.0 5.4 3.4 5.6 0.0 10.2 10.7 26.2 16.5 22.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 13 11 . . 4 . 4 4 16 10 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 21,400 : : Positions : : 8,475 6,400 563 690 796 540 1,455 1,415 5,272 6,531 3,644 : : : : Changes from: June 18, 2013 : : 1,130 510 165 -20 194 -370 -10 685 365 826 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 29.9 2.6 3.2 3.7 2.5 6.8 6.6 24.6 30.5 17.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 7 7 . . . . . . 9 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 194,083 : : Positions : : 106,687 134,668 20,052 10,025 19,831 17,875 5,535 12,827 10,507 4,531 5,775 : : : : Changes from: June 18, 2013 : : 3,108 371 2,687 409 -1,748 -163 360 313 -1,372 2,587 -2,171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 69.4 10.3 5.2 10.2 9.2 2.9 6.6 5.4 2.3 3.0 : : : : Number of Traders in Each Category Total Traders: 85 : : 45 44 . 6 8 7 4 8 8 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 53,973 : : Positions : : 35,818 44,532 10,171 3,059 4,551 2,019 1 1,364 0 416 50 : : : : Changes from: June 18, 2013 : : -411 208 -81 -312 -52 467 0 0 0 79 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 82.5 18.8 5.7 8.4 3.7 0.0 2.5 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 24 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 556,642 : : Positions : : 442,735 449,696 44,972 62,378 42,976 20,815 0 936 3,552 0 656 : : : : Changes from: June 18, 2013 : : 1,530 -88 -2,251 0 2,280 961 0 -624 -328 0 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 80.8 8.1 11.2 7.7 3.7 0.0 0.2 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 25 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 1,700,123 : : Positions : :1,145,225 1,402,210 145,193 83,424 116,687 252,443 23,153 14,128 401 34,475 26,046 : : : : Changes from: June 18, 2013 : : 20,829 28,608 8,640 4,616 -1,591 23,596 384 -5,136 0 19,105 -9,737 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 82.5 8.5 4.9 6.9 14.8 1.4 0.8 0.0 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 37 4 4 5 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 68,059 : : Positions : : 57,321 37,237 306 13,510 6,338 105 4,949 3,575 0 2,036 414 : : : : Changes from: June 18, 2013 : : -195 -582 0 123 -435 52 418 166 0 -102 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 54.7 0.4 19.8 9.3 0.2 7.3 5.3 0.0 3.0 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 25, 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 400,697 : : Positions : : 235,046 316,227 141,353 44,816 15,272 0 14,081 8,370 0 1,275 656 : : : : Changes from: June 18, 2013 : : 5,480 2,544 321 0 656 0 2,601 0 0 656 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 78.9 35.3 11.2 3.8 0.0 3.5 2.1 0.0 0.3 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 25, 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 614,559 : : Positions : : 436,518 281,721 67,980 110,098 46,133 39,458 9,360 8,004 15,281 158,058 1,185 : : : : Changes from: June 18, 2013 : : -7,009 848 0 0 0 792 0 -400 4,288 -2,777 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 45.8 11.1 17.9 7.5 6.4 1.5 1.3 2.5 25.7 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 20 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 49,460 : : Positions : : 23,444 24,817 16,035 1,421 383 2,608 251 2,816 3,918 19,221 0 : : : : Changes from: June 18, 2013 : : 387 877 510 0 -319 -135 251 -60 256 -66 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 50.2 32.4 2.9 0.8 5.3 0.5 5.7 7.9 38.9 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 24 5 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 1,926,995 : : Positions : :1,722,635 698,510 200,360 0 0 0 0 0 4,000 1,228,485 0 : : : : Changes from: June 18, 2013 : : 188,950 153,670 0 0 0 0 0 0 0 35,280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 36.2 10.4 0.0 0.0 0.0 0.0 0.0 0.2 63.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 632,600 : : Positions : : 528,750 225,500 103,850 0 0 0 0 0 0 407,100 0 : : : : Changes from: June 18, 2013 : : 33,700 29,300 -1,100 0 0 0 0 0 0 3,300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 35.6 16.4 0.0 0.0 0.0 0.0 0.0 0.0 64.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 1,141,760 : : Positions : : 894,640 945,600 243,120 196,160 0 0 0 0 4,000 0 0 : : : : Changes from: June 18, 2013 : : 54,880 47,040 0 7,840 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 82.8 21.3 17.2 0.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 303,768 : : Positions : : 235,728 256,320 44,176 37,536 2,792 17,936 2,768 1,584 0 1,216 1,552 : : : : Changes from: June 18, 2013 : : 3,944 17,536 13,992 -784 392 -1,184 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 84.4 14.5 12.4 0.9 5.9 0.9 0.5 0.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 11,493 : : Positions : : 7,673 7,660 796 1,732 781 1,101 128 595 80 408 0 : : : : Changes from: June 18, 2013 : : 756 541 -22 -44 44 -22 84 22 0 154 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 66.7 6.9 15.1 6.8 9.6 1.1 5.2 0.7 3.5 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 25, 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 1,024,025 : : Positions : : 828,075 708,025 117,610 163,920 46,640 0 73,740 31,700 0 0 0 : : : : Changes from: June 18, 2013 : : 3,920 3,920 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 69.1 11.5 16.0 4.6 0.0 7.2 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 18, 2013 : : 0 0 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 25, 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 : : 185,240 161,020 1,160 24,830 38,180 0 550 1,600 0 0 0 : : : : Changes from: June 18, 2013 : : 0 -1,075 -1,075 0 1,075 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 71.2 0.5 11.0 16.9 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 25, 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 27,697 : : Positions : : 20,302 15,592 1,836 6,169 2,604 914 124 253 0 1,254 20 : : : : Changes from: June 18, 2013 : : 225 -249 -319 43 192 -20 0 -0 0 88 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 56.3 6.6 22.3 9.4 3.3 0.4 0.9 0.0 4.5 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 25, 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 1,699,499 : : Positions : :1,340,159 1,253,388 88,018 88,505 60,432 46,763 96,915 158,127 0 36,132 6,000 : : : : Changes from: June 18, 2013 : : 61,225 20,786 -11,845 13,280 0 -9,360 0 9,360 0 5,954 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 73.8 5.2 5.2 3.6 2.8 5.7 9.3 0.0 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 23 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 606,630 : : Positions : : 446,455 433,140 89,075 7,445 48,635 0 53,230 22,465 0 41,715 0 : : : : Changes from: June 18, 2013 : : 24,080 19,325 6,200 800 1,750 0 3,885 0 0 6,270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 71.4 14.7 1.2 8.0 0.0 8.8 3.7 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 23 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 1,204,814 : : Positions : : 956,924 1,158,014 201,090 0 46,800 0 0 0 0 0 0 : : : : Changes from: June 18, 2013 : : 15,680 15,680 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 96.1 16.7 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 25, 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 398,145 : : Positions : : 301,695 368,215 62,650 3,530 26,400 7,400 0 0 0 0 0 : : : : Changes from: June 18, 2013 : : 23,225 23,225 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 92.5 15.7 0.9 6.6 1.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 627,829 : : Positions : : 409,100 531,647 52,833 7,991 37,805 101,138 9,404 23,817 0 14,029 3,136 : : : : Changes from: June 18, 2013 : : 873 8 1,224 0 -1,224 800 0 -800 0 2,889 -392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 84.7 8.4 1.3 6.0 16.1 1.5 3.8 0.0 2.2 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 44,422 : : Positions : : 31,655 32,340 3,901 4,121 1,649 5,463 3,507 1,262 0 1,248 171 : : : : Changes from: June 18, 2013 : : 799 400 -84 64 139 -41 42 -21 0 191 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 72.8 8.8 9.3 3.7 12.3 7.9 2.8 0.0 2.8 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 28 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 24,968 : : Positions : : 12,601 24,145 8,502 0 746 2,455 0 0 587 0 77 : : : : Changes from: June 18, 2013 : : 153 514 174 0 -50 343 0 0 -156 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 96.7 34.1 0.0 3.0 9.8 0.0 0.0 2.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 15 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 190,989 : : Positions : : 98,443 184,221 67,324 0 4,816 15,268 0 1,952 3,186 0 0 : : : : Changes from: June 18, 2013 : : 984 952 -312 0 0 0 0 0 280 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 96.5 35.3 0.0 2.5 8.0 0.0 1.0 1.7 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 25, 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 571,025 : : Positions : : 333,305 486,942 173,683 28,254 10,543 11,834 3,626 41,660 0 0 0 : : : : Changes from: June 18, 2013 : : 784 0 0 392 0 0 392 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 85.3 30.4 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 25, 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 32,978 : : Positions : : 26,726 23,222 0 6,527 1,466 3,067 0 1,360 0 0 0 : : : : Changes from: June 18, 2013 : : -398 -185 0 22 0 -20 -510 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 70.4 0.0 19.8 4.4 9.3 0.0 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 23 0 6 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 : : 63,342 71,707 14,230 0 19,816 0 0 0 0 5,865 0 : : : : Changes from: June 18, 2013 : : 400 784 -400 0 0 0 0 0 0 -784 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 73.6 14.6 0.0 20.3 0.0 0.0 0.0 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 5 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 25,077 : : Positions : : 12,669 22,792 6,834 0 1,107 128 608 0 3,450 40 126 : : : : Changes from: June 18, 2013 : : 765 976 151 -126 42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 90.9 27.3 0.0 4.4 0.5 2.4 0.0 13.8 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 4 0 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 345,295 : : Positions : : 143,939 326,191 134,015 7,048 10,496 4,704 0 0 50,581 0 1,560 : : : : Changes from: June 18, 2013 : : 7,880 6,680 -1,592 0 392 0 0 0 392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 94.5 38.8 2.0 3.0 1.4 0.0 0.0 14.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 19,160 : : Positions : : 10,594 12,122 5,678 5,659 1,105 0 4 40 1,086 0 40 : : : : Changes from: June 18, 2013 : : 278 82 -506 -332 190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 63.3 29.6 29.5 5.8 0.0 0.0 0.2 5.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 252,022 : : Positions : : 110,508 154,795 131,600 89,338 3,209 0 4,680 0 6,705 0 0 : : : : Changes from: June 18, 2013 : : 2,752 1,968 0 0 0 0 0 0 -784 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 61.4 52.2 35.4 1.3 0.0 1.9 0.0 2.7 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 25, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 32,177 : : Positions : : 22,041 27,294 5,714 77 1,345 0 410 3,051 26 0 0 : : : : Changes from: June 18, 2013 : : -48 823 1,565 0 -512 -284 410 -51 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 84.8 17.8 0.2 4.2 0.0 1.3 9.5 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 20 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 224,982 : : Positions : : 194,069 123,846 2,257 74,106 26,702 1,626 0 328 0 0 0 : : : : Changes from: June 18, 2013 : : -328 344 0 -1,000 1,000 -328 0 328 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 55.0 1.0 32.9 11.9 0.7 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 832,180 : : Positions : : 740,025 668,353 50,960 24,712 41,195 0 97,920 0 0 0 0 : : : : Changes from: June 18, 2013 : : 27,320 0 -12,000 15,320 -1,765 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 80.3 6.1 3.0 5.0 0.0 11.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 249,970 : : Positions : : 221,790 211,970 16,000 9,520 12,180 0 16,300 0 0 0 0 : : : : Changes from: June 18, 2013 : : 6,375 0 0 6,375 -3,725 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 84.8 6.4 3.8 4.9 0.0 6.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 2,397 : : Positions : : 864 1,330 579 603 160 0 6 37 476 2 255 : : : : Changes from: June 18, 2013 : : 6 37 -11 -0 20 0 0 4 39 1 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 55.5 24.1 25.1 6.7 0.0 0.2 1.5 19.9 0.1 10.6 : : : : 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 25, 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 18, 2013 : : 0 0 0 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 25, 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 18, 2013 : : 0 0 0 0 0 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 25, 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 18, 2013 : : 0 0 0 0 0 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 25, 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 155,035 : : Positions : : 123,845 126,775 9,190 6,700 21,560 0 0 0 440 0 0 : : : : Changes from: June 18, 2013 : : 6,400 6,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 81.8 5.9 4.3 13.9 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 25, 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 217,105 : : Positions : : 185,530 177,880 3,880 15,610 22,615 0 1,000 0 5,080 0 0 : : : : Changes from: June 18, 2013 : : 0 4,400 3,200 -1,200 -1,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 81.9 1.8 7.2 10.4 0.0 0.5 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 18, 2013 : : 0 0 0 0 0 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 25, 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 18, 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 25, 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 296,350 : : Positions : : 278,970 293,020 14,050 0 3,330 0 0 0 0 0 0 : : : : Changes from: June 18, 2013 : : 550 0 -550 0 550 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 98.9 4.7 0.0 1.1 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 25, 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 6,722,982 : : Positions : :5,039,781 6,315,814 1,145,309 173,712 229,456 169,808 0 0 138,628 4,000 0 : : : : Changes from: June 18, 2013 : : 52,791 82,682 22,835 -3,920 -9,346 0 0 0 3,136 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 93.9 17.0 2.6 3.4 2.5 0.0 0.0 2.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 31 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 2,274,450 : : Positions : :1,822,350 2,154,315 294,565 35,135 80,800 40,955 0 0 35,780 4,200 0 : : : : Changes from: June 18, 2013 : : 44,720 35,225 -8,175 1,650 -6,865 -1,100 0 0 1,430 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 94.7 13.0 1.5 3.6 1.8 0.0 0.0 1.6 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 25, 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 2,476,726 : : Positions : :1,565,954 1,291,331 87,731 310,589 223,480 1,000 197,146 39,695 500,556 357,950 56,535 : : : : Changes from: June 18, 2013 : : 46,582 43,792 -1,681 25,919 8,892 0 0 0 116,276 92,284 -51,259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 52.1 3.5 12.5 9.0 0.0 8.0 1.6 20.2 14.5 2.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 36 28 5 5 9 . 4 . 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 4,930,766 : : Positions : :4,172,261 3,544,164 223,845 610,505 265,817 63,655 41,535 93,479 40,544 304,101 71,165 : : : : Changes from: June 18, 2013 : : 115,345 96,550 26,000 -5,141 2,000 0 0 0 -3,136 46,800 3,136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 71.9 4.5 12.4 5.4 1.3 0.8 1.9 0.8 6.2 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 25, 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 633,070 : : Positions : : 528,575 517,665 93,125 102,655 10,710 0 1,380 660 0 0 0 : : : : Changes from: June 18, 2013 : : 15,785 31,785 2,200 -12,700 -990 0 -1,100 660 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 81.8 14.7 16.2 1.7 0.0 0.2 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 11 4 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 1,998,826 : : Positions : :1,735,301 1,579,286 211,563 350,200 51,962 0 17,378 0 0 0 0 : : : : Changes from: June 18, 2013 : : 27,286 27,286 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 79.0 10.6 17.5 2.6 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 82,873 : : Positions : : 55,062 33,406 228 22,287 18,006 122 1,277 5,168 1,725 6 381 : : : : Changes from: June 18, 2013 : : -170 -15 0 -496 238 -394 4 614 34 6 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 40.3 0.3 26.9 21.7 0.1 1.5 6.2 2.1 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 25, 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 12,952 : : Positions : : 6,624 8,483 443 1,219 1,955 2,079 0 808 178 0 12 : : : : Changes from: June 18, 2013 : : 13 21 -49 57 90 161 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 65.5 3.4 9.4 15.1 16.1 0.0 6.2 1.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 5,618 : : Positions : : 4,944 2,443 0 1,327 12 0 1,036 0 0 0 0 : : : : Changes from: June 18, 2013 : : 94 2 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 43.5 0.0 23.6 0.2 0.0 18.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 12 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 10,193 : : Positions : : 4,725 7,049 1,552 0 836 1,376 280 204 0 546 832 : : : : Changes from: June 18, 2013 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 69.2 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 25, 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 11,023 1,414 260 1,690 0 524 1,366 210 0 0 : : : : Changes from: June 18, 2013 : : 0 40 0 -40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 69.8 9.0 1.6 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 25, 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 36,683 : : Positions : : 32,670 31,938 2,781 3,553 1,192 0 0 0 40 0 0 : : : : Changes from: June 18, 2013 : : 216 110 0 106 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 87.1 7.6 9.7 3.2 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 25, 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 678,273 : : Positions : : 601,257 615,169 50,631 36,719 26,385 0 0 0 0 0 0 : : : : Changes from: June 18, 2013 : : 1,929 392 -1,537 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 90.7 7.5 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 25, 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 47,412 : : Positions : : 31,257 45,137 13,370 0 2,275 0 0 0 0 0 0 : : : : Changes from: June 18, 2013 : : 660 660 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 95.2 28.2 0.0 4.8 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 25, 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 18, 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 25, 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 62,926 : : Positions : : 34,690 40,734 10,338 18,429 2,318 7,425 740 0 7,900 705 0 : : : : Changes from: June 18, 2013 : : 1,361 2,002 1,280 749 -110 0 0 0 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 64.7 16.4 29.3 3.7 11.8 1.2 0.0 12.6 1.1 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 25, 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 1,478,596 : : Positions : : 992,714 751,588 219,687 262,949 90,968 0 317,340 0 169,446 49,970 5,781 : : : : Changes from: June 18, 2013 : : 4,000 4,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 50.8 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 25, 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 24,698 : : Positions : : 16,909 18,370 7,769 2,555 0 0 2,162 0 0 1,124 0 : : : : Changes from: June 18, 2013 : : 220 420 0 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 74.4 31.5 10.3 0.0 0.0 8.8 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 38,444 : : Positions : : 25,492 28,709 11,787 100 784 0 8,851 0 126 0 0 : : : : Changes from: June 18, 2013 : : 110 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 74.7 30.7 0.3 2.0 0.0 23.0 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 25, 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 43,092 : : Positions : : 25,731 21,877 1,403 3,282 6,377 4,055 0 2,220 382 6,412 2,924 : : : : Changes from: June 18, 2013 : : 2,050 1,006 -1,275 -105 1,385 0 0 0 126 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 50.8 3.3 7.6 14.8 9.4 0.0 5.2 0.9 14.9 6.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 25,765 : : Positions : : 22,201 20,816 753 1,708 1,410 0 0 0 0 940 592 : : : : Changes from: June 18, 2013 : : -182 600 13 -769 135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 80.8 2.9 6.6 5.5 0.0 0.0 0.0 0.0 3.6 2.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 33,086 : : Positions : : 29,570 24,437 1,646 5,887 1,722 0 0 0 0 1,040 0 : : : : Changes from: June 18, 2013 : : -1,300 -1,018 684 402 210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 73.9 5.0 17.8 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 . . 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 18, 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: 26 : : 13 14 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 942,441 : : Positions : : 740,921 656,254 78,686 93,600 99,514 0 69,753 23,320 0 0 0 : : : : Changes from: June 18, 2013 : : 2,232 0 -2,232 0 2,232 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 69.6 8.3 9.9 10.6 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 25, 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 1,099,679 : : Positions : : 575,337 582,393 130,068 71,341 76,561 263,005 0 0 49,970 364,646 4,738 : : : : Changes from: June 18, 2013 : : 17,640 -2,352 0 0 0 0 0 0 -1,568 18,424 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 53.0 11.8 6.5 7.0 23.9 0.0 0.0 4.5 33.2 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 11 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 18, 2013 : : 0 0 0 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 25, 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 458,148 : : Positions : : 323,386 262,790 48,188 60,169 86,574 0 0 0 0 48,615 0 : : : : Changes from: June 18, 2013 : : -784 13,208 23,400 9,408 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 57.4 10.5 13.1 18.9 0.0 0.0 0.0 0.0 10.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 271,218 : : Positions : : 227,494 164,510 11,076 61,899 32,648 0 2,703 0 0 9,458 0 : : : : Changes from: June 18, 2013 : : 25,400 0 0 25,400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 60.7 4.1 22.8 12.0 0.0 1.0 0.0 0.0 3.5 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 25, 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 402,720 : : Positions : : 207,288 291,112 116,432 18,768 79,000 0 13,840 0 0 0 0 : : : : Changes from: June 18, 2013 : : 3,512 3,512 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 72.3 28.9 4.7 19.6 0.0 3.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 25, 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 4,679 : : Positions : : 1,525 3,899 2,144 0 658 148 0 21 79 0 93 : : : : Changes from: June 18, 2013 : : -65 3 26 0 -23 19 0 -6 19 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 83.3 45.8 0.0 14.1 3.2 0.0 0.4 1.7 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated June 28, 2013