Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,690 : : Positions : : 4,175 4,440 0 970 470 775 0 170 1,200 555 685 : : : : Changes from: June 25, 2013 : : 0 -75 0 0 0 5 0 -5 -45 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 57.7 0.0 12.6 6.1 10.1 0.0 2.2 15.6 7.2 8.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 13,129 : : Positions : : 9,412 9,626 737 0 495 0 615 1,230 588 549 431 : : : : Changes from: June 25, 2013 : : -239 -799 89 0 0 0 435 -390 -264 -109 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 73.3 5.6 0.0 3.8 0.0 4.7 9.4 4.5 4.2 3.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 67,458 : : Positions : : 19,167 22,324 4,325 2,051 3,228 15 7,624 7,095 17,784 9,693 14,722 : : : : Changes from: June 25, 2013 : : 130 2,103 683 -238 -563 10 765 -114 150 -1,448 -194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 33.1 6.4 3.0 4.8 0.0 11.3 10.5 26.4 14.4 21.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 10 11 . . 4 . 4 4 15 12 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 19,162 : : Positions : : 6,775 3,815 533 1,000 843 225 1,355 1,740 5,267 6,946 3,124 : : : : Changes from: June 25, 2013 : : -1,700 -2,585 -30 310 47 -315 -100 325 -5 415 -520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 19.9 2.8 5.2 4.4 1.2 7.1 9.1 27.5 36.2 16.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 7 7 . . . . . . 10 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 190,118 : : Positions : : 108,978 130,281 15,684 9,652 19,064 16,457 6,284 12,769 10,654 5,505 5,468 : : : : Changes from: June 25, 2013 : : 2,291 -4,387 -4,369 -374 -767 -1,418 749 -58 147 974 -308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 68.5 8.2 5.1 10.0 8.7 3.3 6.7 5.6 2.9 2.9 : : : : Number of Traders in Each Category Total Traders: 84 : : 43 41 . 6 8 8 . 8 10 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 52,813 : : Positions : : 33,545 43,747 11,464 3,078 4,259 2,179 1 1,366 0 362 0 : : : : Changes from: June 25, 2013 : : -2,273 -785 1,293 19 -292 160 0 2 0 -54 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 82.8 21.7 5.8 8.1 4.1 0.0 2.6 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 25 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 496,336 : : Positions : : 383,272 406,623 61,018 59,178 29,599 20,503 0 936 1,008 0 0 : : : : Changes from: June 25, 2013 : : -59,463 -43,073 16,046 -3,200 -13,377 -312 0 0 -2,544 0 -656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 81.9 12.3 11.9 6.0 4.1 0.0 0.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 23 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 1,724,298 : : Positions : :1,176,062 1,400,641 127,062 95,165 131,970 243,309 23,585 15,944 401 27,443 29,550 : : : : Changes from: June 25, 2013 : : 30,837 -1,569 -18,131 11,741 15,283 -9,134 432 1,816 0 -7,032 3,504 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 81.2 7.4 5.5 7.7 14.1 1.4 0.9 0.0 1.6 1.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 37 37 4 4 5 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 67,352 : : Positions : : 56,945 37,147 306 13,099 5,729 81 5,074 3,878 27 2,039 387 : : : : Changes from: June 25, 2013 : : -376 -90 0 -411 -610 -24 125 303 27 3 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 55.2 0.5 19.4 8.5 0.1 7.5 5.8 0.0 3.0 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 399,442 : : Positions : : 241,487 314,972 133,657 44,816 15,272 0 14,081 8,370 0 1,275 656 : : : : Changes from: June 25, 2013 : : 6,441 -1,255 -7,696 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 78.9 33.5 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 July 2, 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 639,071 : : Positions : : 452,078 298,015 67,980 96,074 50,797 48,818 9,360 8,004 10,209 175,636 1,185 : : : : Changes from: June 25, 2013 : : 15,560 16,294 0 -14,024 4,664 9,360 0 0 -5,072 17,578 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 46.6 10.6 15.0 7.9 7.6 1.5 1.3 1.6 27.5 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 51,558 : : Positions : : 26,653 25,507 14,904 1,465 383 2,562 507 2,584 4,173 20,561 0 : : : : Changes from: June 25, 2013 : : 3,209 690 -1,131 44 0 -46 256 -232 255 1,340 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 49.5 28.9 2.8 0.7 5.0 1.0 5.0 8.1 39.9 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 July 2, 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 1,974,275 : : Positions : :1,773,835 734,030 192,520 0 0 0 0 0 7,920 1,240,245 0 : : : : Changes from: June 25, 2013 : : 51,200 35,520 -7,840 0 0 0 0 0 3,920 11,760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 37.2 9.8 0.0 0.0 0.0 0.0 0.0 0.4 62.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 640,300 : : Positions : : 536,450 232,430 103,850 0 0 0 0 0 0 407,870 0 : : : : Changes from: June 25, 2013 : : 7,700 6,930 0 0 0 0 0 0 0 770 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 36.3 16.2 0.0 0.0 0.0 0.0 0.0 0.0 63.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 1,145,680 : : Positions : : 898,560 949,520 243,120 196,160 0 0 0 0 4,000 0 0 : : : : Changes from: June 25, 2013 : : 3,920 3,920 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 82.9 21.2 17.1 0.0 0.0 0.0 0.0 0.3 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 July 2, 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 309,216 : : Positions : : 240,784 260,984 44,176 37,928 3,184 17,936 2,768 1,584 0 1,216 1,552 : : : : Changes from: June 25, 2013 : : 5,056 4,664 0 392 392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 84.4 14.3 12.3 1.0 5.8 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 July 2, 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 11,713 : : Positions : : 7,439 7,679 903 1,688 828 1,101 238 595 80 496 0 : : : : Changes from: June 25, 2013 : : -234 19 107 -44 47 0 110 0 0 88 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 65.6 7.7 14.4 7.1 9.4 2.0 5.1 0.7 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 25, 2013 : : 0 0 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 July 2, 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 : : 361,140 346,925 68,485 83,700 0 1,000 0 0 0 0 0 : : : : Changes from: June 25, 2013 : : 6,600 0 -4,400 0 0 0 0 0 -2,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 80.6 15.9 19.4 0.0 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 221,530 : : Positions : : 180,040 156,370 1,710 24,830 38,180 0 550 1,600 0 0 0 : : : : Changes from: June 25, 2013 : : -5,200 -4,650 550 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 70.6 0.8 11.2 17.2 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 July 2, 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 27,635 : : Positions : : 20,603 15,391 1,718 6,402 2,468 785 190 251 0 1,232 20 : : : : Changes from: June 25, 2013 : : 301 -200 -118 233 -136 -128 66 -3 0 -22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 55.7 6.2 23.2 8.9 2.8 0.7 0.9 0.0 4.5 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 1,801,328 : : Positions : :1,459,900 1,275,852 76,173 171,937 54,365 46,763 96,915 158,127 0 38,132 6,000 : : : : Changes from: June 25, 2013 : : 119,741 22,464 -11,845 83,432 -6,067 0 0 0 0 2,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 70.8 4.2 9.5 3.0 2.6 5.4 8.8 0.0 2.1 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 23 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 638,320 : : Positions : : 486,995 442,820 90,950 32,385 42,160 0 60,880 18,215 0 41,860 0 : : : : Changes from: June 25, 2013 : : 40,540 9,680 1,875 24,940 -6,475 0 7,650 -4,250 0 145 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 69.4 14.2 5.1 6.6 0.0 9.5 2.9 0.0 6.6 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 July 2, 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 1,208,734 : : Positions : : 960,844 1,161,934 201,090 0 46,800 0 0 0 0 0 0 : : : : Changes from: June 25, 2013 : : 3,920 3,920 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 96.1 16.6 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 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 401,445 : : Positions : : 304,995 371,515 62,650 3,530 26,400 7,400 0 0 0 0 0 : : : : Changes from: June 25, 2013 : : 3,300 3,300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 92.5 15.6 0.9 6.6 1.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 630,221 : : Positions : : 409,516 535,991 59,081 9,967 33,125 101,938 9,404 23,817 0 15,173 2,744 : : : : Changes from: June 25, 2013 : : 416 4,344 6,248 1,976 -4,680 800 0 0 0 1,144 -392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 85.0 9.4 1.6 5.3 16.2 1.5 3.8 0.0 2.4 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 26 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 44,552 : : Positions : : 31,502 32,290 4,301 4,118 1,532 5,441 3,507 1,284 0 1,504 193 : : : : Changes from: June 25, 2013 : : -153 -50 400 -3 -118 -22 0 22 0 256 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 72.5 9.7 9.2 3.4 12.2 7.9 2.9 0.0 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 29 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 25,557 : : Positions : : 12,760 25,092 9,201 0 362 2,675 0 0 457 1 102 : : : : Changes from: June 25, 2013 : : 159 947 699 0 -384 220 0 0 -130 1 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 98.2 36.0 0.0 1.4 10.5 0.0 0.0 1.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 15 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 199,645 : : Positions : : 100,987 192,541 75,020 0 4,816 15,268 0 1,952 1,602 336 0 : : : : Changes from: June 25, 2013 : : 2,544 8,320 7,696 0 0 0 0 0 -1,584 336 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 96.4 37.6 0.0 2.4 7.6 0.0 1.0 0.8 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 589,745 : : Positions : : 361,385 495,518 164,323 29,038 10,543 11,834 12,986 41,660 0 0 0 : : : : Changes from: June 25, 2013 : : 28,080 8,576 -9,360 784 0 0 9,360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 84.0 27.9 4.9 1.8 2.0 2.2 7.1 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 July 2, 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 33,046 : : Positions : : 24,664 24,802 0 3,634 3,166 3,561 0 1,296 0 0 0 : : : : Changes from: June 25, 2013 : : -2,062 1,580 0 -2,893 1,700 494 0 -64 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 75.1 0.0 11.0 9.6 10.8 0.0 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 0 6 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 25, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 July 2, 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 24,684 : : Positions : : 12,774 22,459 6,549 0 1,239 489 608 0 3,063 40 126 : : : : Changes from: June 25, 2013 : : 105 -333 -285 0 132 361 0 0 -387 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 91.0 26.5 0.0 5.0 2.0 2.5 0.0 12.4 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 4 0 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 348,947 : : Positions : : 147,175 329,451 134,039 7,048 10,888 4,704 0 0 50,581 0 1,560 : : : : Changes from: June 25, 2013 : : 3,236 3,260 24 0 392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 94.4 38.4 2.0 3.1 1.3 0.0 0.0 14.5 0.0 0.4 : : : : 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 July 2, 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 19,419 : : Positions : : 10,833 12,487 5,618 5,409 1,291 214 4 82 1,086 0 40 : : : : Changes from: June 25, 2013 : : 239 365 -60 -250 186 214 0 42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 64.3 28.9 27.9 6.6 1.1 0.0 0.4 5.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 22 . . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 253,550 : : Positions : : 112,036 155,579 131,600 90,082 3,209 0 4,680 0 6,705 0 0 : : : : Changes from: June 25, 2013 : : 1,528 784 0 744 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 61.4 51.9 35.5 1.3 0.0 1.8 0.0 2.6 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 July 2, 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 30,340 : : Positions : : 20,825 25,354 5,221 77 1,370 0 615 2,924 0 0 0 : : : : Changes from: June 25, 2013 : : -1,216 -1,940 -493 0 25 0 205 -127 -26 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 83.6 17.2 0.3 4.5 0.0 2.0 9.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 221,854 : : Positions : : 189,629 126,166 1,937 67,026 28,334 1,626 0 328 0 0 0 : : : : Changes from: June 25, 2013 : : -4,440 2,320 -320 -7,080 1,632 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 56.9 0.9 30.2 12.8 0.7 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 25, 2013 : : 0 0 0 0 0 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 July 2, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CK Open Interest is 254,965 : : Positions : : 222,585 216,990 20,200 10,520 12,180 0 15,275 0 0 0 0 : : : : Changes from: June 25, 2013 : : 795 5,020 4,200 1,000 0 0 -1,025 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 85.1 7.9 4.1 4.8 0.0 6.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 2,499 : : Positions : : 886 1,384 576 600 194 0 4 43 510 3 270 : : : : Changes from: June 25, 2013 : : 23 54 -3 -3 34 0 -2 7 34 0 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 55.4 23.0 24.0 7.8 0.0 0.2 1.7 20.4 0.1 10.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 135,065 : : Positions : : 96,515 127,325 30,810 0 7,740 0 0 0 0 0 0 : : : : Changes from: June 25, 2013 : : -3,300 -3,300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 94.3 22.8 0.0 5.7 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 July 2, 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 241,105 : : Positions : : 198,505 99,155 37,100 136,450 5,500 0 0 0 0 0 0 : : : : Changes from: June 25, 2013 : : 3,080 -220 -3,300 0 3,300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 41.1 15.4 56.6 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 841,187 : : Positions : : 670,701 309,507 154,646 515,840 15,840 0 0 0 0 0 0 : : : : Changes from: June 25, 2013 : : 2,352 -1,568 -3,920 0 3,920 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 36.8 18.4 61.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 7 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 161,635 : : Positions : : 130,445 133,375 9,190 6,700 21,560 0 0 0 440 0 0 : : : : Changes from: June 25, 2013 : : 6,600 6,600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 82.5 5.7 4.1 13.3 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 July 2, 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 212,025 : : Positions : : 180,450 172,800 3,880 15,610 22,615 0 1,000 0 5,080 0 0 : : : : Changes from: June 25, 2013 : : -5,080 -5,080 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 81.5 1.8 7.4 10.7 0.0 0.5 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 600,460 : : Positions : : 515,146 501,130 28,304 42,320 57,010 0 0 0 0 0 0 : : : : Changes from: June 25, 2013 : : -18,784 -18,784 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 83.5 4.7 7.0 9.5 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 July 2, 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 25, 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 July 2, 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 297,450 : : Positions : : 280,070 293,020 12,950 0 4,430 0 0 0 0 0 0 : : : : Changes from: June 25, 2013 : : 1,100 0 -1,100 0 1,100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 98.5 4.4 0.0 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 6,737,016 : : Positions : :5,041,935 6,339,528 1,145,309 162,032 231,456 171,848 0 0 142,468 0 4,000 : : : : Changes from: June 25, 2013 : : 2,154 23,714 0 -11,680 2,000 2,040 0 0 3,840 -4,000 4,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 94.1 17.0 2.4 3.4 2.6 0.0 0.0 2.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 30 4 . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 2,286,255 : : Positions : :1,829,370 2,163,810 300,265 35,135 80,910 39,930 0 0 35,780 6,400 0 : : : : Changes from: June 25, 2013 : : 7,020 9,495 5,700 0 110 -1,025 0 0 0 2,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 94.6 13.1 1.5 3.5 1.7 0.0 0.0 1.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 32 5 . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 2,522,016 : : Positions : :1,573,208 1,309,718 110,219 334,846 204,521 1,000 192,221 38,220 532,381 380,821 61,669 : : : : Changes from: June 25, 2013 : : 7,254 18,387 22,488 24,257 -18,958 0 -4,925 -1,475 31,825 22,871 5,134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 51.9 4.4 13.3 8.1 0.0 7.6 1.5 21.1 15.1 2.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 36 31 5 5 9 . 4 . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 5,009,007 : : Positions : :4,244,711 3,609,117 222,660 607,473 276,330 63,655 41,535 93,479 40,544 313,445 67,628 : : : : Changes from: June 25, 2013 : : 72,450 64,953 -1,185 -3,032 10,513 0 0 0 0 9,344 -3,537 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 72.1 4.4 12.1 5.5 1.3 0.8 1.9 0.8 6.3 1.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 24 4 4 5 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 648,370 : : Positions : : 537,375 524,165 99,625 111,455 10,710 0 1,380 660 0 0 0 : : : : Changes from: June 25, 2013 : : 8,800 6,500 6,500 8,800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 80.8 15.4 17.2 1.7 0.0 0.2 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 11 4 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 2,004,466 : : Positions : :1,740,941 1,575,126 203,803 350,200 59,722 0 19,418 0 0 0 0 : : : : Changes from: June 25, 2013 : : 5,640 -4,160 -7,760 0 7,760 0 2,040 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 78.6 10.2 17.5 3.0 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 78,346 : : Positions : : 52,222 30,770 280 22,124 16,999 11 1,144 5,086 1,630 8 481 : : : : Changes from: June 25, 2013 : : -2,840 -2,636 52 -163 -1,007 -110 -133 -82 -95 2 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 39.3 0.4 28.2 21.7 0.0 1.5 6.5 2.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 24 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 12,086 : : Positions : : 5,775 7,717 416 1,146 1,949 2,131 0 728 190 0 0 : : : : Changes from: June 25, 2013 : : -850 -766 -26 -73 -6 52 0 -80 12 0 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 63.9 3.4 9.5 16.1 17.6 0.0 6.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 5,227 : : Positions : : 4,608 2,192 0 1,300 11 0 952 0 0 0 0 : : : : Changes from: June 25, 2013 : : -336 -251 0 -27 -1 0 -84 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 41.9 0.0 24.9 0.2 0.0 18.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 10 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 9,522 : : Positions : : 4,276 6,552 1,518 0 768 1,390 240 170 0 642 736 : : : : Changes from: June 25, 2013 : : -449 -497 -34 0 -68 14 -40 -34 0 96 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 68.8 15.9 0.0 8.1 14.6 2.5 1.8 0.0 6.7 7.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 15,070 : : Positions : : 9,016 10,370 1,200 240 1,674 0 558 1,332 180 0 0 : : : : Changes from: June 25, 2013 : : -284 -653 -214 -20 -16 0 34 -34 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 68.8 8.0 1.6 11.1 0.0 3.7 8.8 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 33,110 : : Positions : : 29,237 28,798 2,681 3,120 1,192 0 0 0 0 0 0 : : : : Changes from: June 25, 2013 : : -3,433 -3,140 -100 -433 0 0 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 87.0 8.1 9.4 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 640,210 : : Positions : : 563,994 586,306 51,431 29,119 24,785 0 0 0 0 0 0 : : : : Changes from: June 25, 2013 : : -37,263 -28,863 800 -7,600 -1,600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 91.6 8.0 4.5 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A38 Open Interest is 21,151 : : Positions : : 17,410 5,720 1,233 1,426 322 0 0 0 2,058 13,299 0 : : : : Changes from: June 25, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 27.0 5.8 6.7 1.5 0.0 0.0 0.0 9.7 62.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 44,452 : : Positions : : 29,377 42,177 12,290 0 2,275 0 0 0 0 0 0 : : : : Changes from: June 25, 2013 : : -1,880 -2,960 -1,080 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 94.9 27.6 0.0 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 649,932 : : Positions : : 522,884 582,773 117,688 57,799 9,360 0 0 0 0 0 0 : : : : Changes from: June 25, 2013 : : -42,000 -50,800 -9,200 -400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 89.7 18.1 8.9 1.4 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 July 2, 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 61,901 : : Positions : : 33,790 39,326 10,398 16,974 2,853 5,650 640 1,275 7,680 705 0 : : : : Changes from: June 25, 2013 : : -900 -1,408 60 -1,455 535 -1,775 -100 1,275 -220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 63.5 16.8 27.4 4.6 9.1 1.0 2.1 12.4 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 14 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 1,420,196 : : Positions : : 936,714 719,988 202,687 251,349 83,768 0 309,340 0 191,246 49,970 5,781 : : : : Changes from: June 25, 2013 : : -56,000 -31,600 -17,000 -11,600 -7,200 0 -8,000 0 21,800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 50.7 14.3 17.7 5.9 0.0 21.8 0.0 13.5 3.5 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 July 2, 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 22,498 : : Positions : : 14,961 16,510 7,409 2,355 0 0 2,162 0 0 1,024 0 : : : : Changes from: June 25, 2013 : : -1,948 -1,860 -360 -200 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 73.4 32.9 10.5 0.0 0.0 9.6 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 37,345 : : Positions : : 24,613 28,010 11,667 0 684 0 8,651 0 126 0 0 : : : : Changes from: June 25, 2013 : : -879 -699 -120 -100 -100 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 75.0 31.2 0.0 1.8 0.0 23.2 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 41,359 : : Positions : : 24,203 20,534 1,443 3,392 6,337 4,355 0 1,820 697 6,772 2,504 : : : : Changes from: June 25, 2013 : : -1,528 -1,343 40 110 -40 300 0 -400 315 360 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 49.6 3.5 8.2 15.3 10.5 0.0 4.4 1.7 16.4 6.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 24,815 : : Positions : : 21,431 20,056 653 1,518 1,410 0 0 0 0 1,020 512 : : : : Changes from: June 25, 2013 : : -770 -760 -100 -190 0 0 0 0 0 80 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 80.8 2.6 6.1 5.7 0.0 0.0 0.0 0.0 4.1 2.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 32,374 : : Positions : : 29,442 23,709 1,226 6,027 1,578 0 0 0 0 1,060 0 : : : : Changes from: June 25, 2013 : : -128 -728 -420 140 -144 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 73.2 3.8 18.6 4.9 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 403,085 : : Positions : : 233,982 340,518 112,646 35,535 0 16,387 0 23,480 13,038 0 3,552 : : : : Changes from: June 25, 2013 : : -28,800 -29,600 -7,600 -6,000 0 -1,200 0 0 2,000 0 -2,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 84.5 27.9 8.8 0.0 4.1 0.0 5.8 3.2 0.0 0.9 : : : : 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 July 2, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 901,625 : : Positions : : 709,705 621,438 69,086 93,600 99,514 0 63,753 23,320 0 0 0 : : : : Changes from: June 25, 2013 : : -31,216 -34,816 -9,600 0 0 0 -6,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 68.9 7.7 10.4 11.0 0.0 7.1 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 1,069,714 : : Positions : : 542,657 547,177 122,068 51,141 82,596 263,005 0 0 54,258 383,670 5,130 : : : : Changes from: June 25, 2013 : : -32,680 -35,216 -8,000 -20,200 6,035 0 0 0 4,288 19,024 392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 51.2 11.4 4.8 7.7 24.6 0.0 0.0 5.1 35.9 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 11 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 282,582 : : Positions : : 195,785 274,657 39,881 7,925 0 0 0 0 46,916 0 0 : : : : Changes from: June 25, 2013 : : -10,000 -10,000 -400 -2,000 0 0 0 0 -1,600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 97.2 14.1 2.8 0.0 0.0 0.0 0.0 16.6 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 July 2, 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 422,140 : : Positions : : 303,378 237,982 34,588 59,769 84,174 0 0 0 0 40,215 0 : : : : Changes from: June 25, 2013 : : -20,008 -24,808 -13,600 -400 -2,400 0 0 0 0 -8,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 56.4 8.2 14.2 19.9 0.0 0.0 0.0 0.0 9.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 248,770 : : Positions : : 206,646 144,062 9,476 60,699 32,648 0 2,703 0 0 8,658 0 : : : : Changes from: June 25, 2013 : : -20,848 -20,448 -1,600 -1,200 0 0 0 0 0 -800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 57.9 3.8 24.4 13.1 0.0 1.1 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 July 2, 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 383,944 : : Positions : : 190,512 273,536 114,432 17,568 79,000 0 13,840 0 0 0 0 : : : : Changes from: June 25, 2013 : : -16,776 -17,576 -2,000 -1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 71.2 29.8 4.6 20.6 0.0 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 2, 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 4,940 : : Positions : : 1,549 4,026 2,204 0 747 171 0 21 95 0 141 : : : : Changes from: June 25, 2013 : : 25 126 60 0 89 23 0 -0 15 0 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 81.5 44.6 0.0 15.1 3.5 0.0 0.4 1.9 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated July 8, 2013