Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 7,400 : : Positions : : 4,260 4,255 0 1,020 405 610 0 155 1,170 510 595 : : : : Changes from: July 9, 2013 : : 75 -170 0 35 -50 -170 0 -10 -30 -45 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 57.5 0.0 13.8 5.5 8.2 0.0 2.1 15.8 6.9 8.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 12,981 : : Positions : : 9,248 9,578 747 0 495 0 645 1,200 618 442 544 : : : : Changes from: July 9, 2013 : : -164 -48 10 0 0 0 30 -30 30 -107 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 73.8 5.8 0.0 3.8 0.0 5.0 9.2 4.8 3.4 4.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 16 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 70,130 : : Positions : : 19,173 23,730 3,900 2,556 3,013 290 7,594 8,130 19,168 8,902 15,364 : : : : Changes from: July 9, 2013 : : 94 249 -335 930 -630 290 -375 1,290 1,028 113 294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 33.8 5.6 3.6 4.3 0.4 10.8 11.6 27.3 12.7 21.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 11 12 . . 4 . . 4 15 13 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 23,361 : : Positions : : 9,770 4,675 268 1,660 1,077 0 2,040 2,025 6,173 8,564 3,056 : : : : Changes from: July 9, 2013 : : 1,030 810 -65 75 135 0 725 315 540 -5 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 20.0 1.1 7.1 4.6 0.0 8.7 8.7 26.4 36.7 13.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 7 7 . . . 0 4 4 10 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 186,696 : : Positions : : 107,423 126,104 13,736 10,079 20,273 16,114 6,112 11,721 10,913 5,865 5,559 : : : : Changes from: July 9, 2013 : : 525 -275 -1,297 212 636 -451 -87 -487 407 -672 -0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 67.5 7.4 5.4 10.9 8.6 3.3 6.3 5.8 3.1 3.0 : : : : Number of Traders in Each Category Total Traders: 83 : : 44 43 . 7 7 6 4 7 8 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 52,662 : : Positions : : 32,650 43,336 11,948 3,514 4,132 2,588 1 1,317 27 362 0 : : : : Changes from: July 9, 2013 : : -172 -21 323 355 -273 180 0 -23 27 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 82.3 22.7 6.7 7.8 4.9 0.0 2.5 0.1 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 25 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 525,135 : : Positions : : 406,353 428,804 61,349 59,178 35,281 19,224 0 936 1,056 0 936 : : : : Changes from: July 9, 2013 : : 13,800 21,478 8,237 0 -1,903 -1,279 0 0 720 0 936 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 81.7 11.7 11.3 6.7 3.7 0.0 0.2 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,720,020 : : Positions : :1,164,902 1,397,972 132,595 80,486 142,077 228,720 15,206 18,695 401 32,954 32,630 : : : : Changes from: July 9, 2013 : : 14,144 12,136 -104 -5,456 10,998 -7,786 -1,201 3,495 0 775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 81.3 7.7 4.7 8.3 13.3 0.9 1.1 0.0 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 35 37 4 4 5 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 63,663 : : Positions : : 53,672 33,387 231 13,719 5,015 81 5,093 4,202 127 1,912 335 : : : : Changes from: July 9, 2013 : : -3,533 -3,451 -25 89 -379 0 37 100 127 -156 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 52.4 0.4 21.5 7.9 0.1 8.0 6.6 0.2 3.0 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 380,655 : : Positions : : 231,598 299,058 126,967 42,576 13,376 0 15,665 8,370 0 1,266 344 : : : : Changes from: July 9, 2013 : : -11,233 -10,210 358 -2,240 -1,248 0 1,584 0 0 -9 -312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 78.6 33.4 11.2 3.5 0.0 4.1 2.2 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 656,486 : : Positions : : 490,797 309,749 64,380 108,007 41,469 40,063 9,360 9,583 9,009 177,133 1,185 : : : : Changes from: July 9, 2013 : : 15,454 8,478 0 9,328 -9,328 -16 0 0 0 -2,368 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 47.2 9.8 16.5 6.3 6.1 1.4 1.5 1.4 27.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 20 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 52,005 : : Positions : : 26,417 25,504 15,786 1,407 383 3,208 635 2,204 3,153 21,191 0 : : : : Changes from: July 9, 2013 : : 749 1,189 721 2 0 425 42 -189 0 554 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 49.0 30.4 2.7 0.7 6.2 1.2 4.2 6.1 40.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 22 5 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 1,835,205 : : Positions : :1,650,765 677,280 180,520 0 0 0 0 0 3,920 1,157,925 0 : : : : Changes from: July 9, 2013 : : 78,930 63,250 0 0 0 0 0 0 0 15,680 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 36.9 9.8 0.0 0.0 0.0 0.0 0.0 0.2 63.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 591,500 : : Positions : : 497,650 216,630 93,850 0 0 0 0 0 0 374,870 0 : : : : Changes from: July 9, 2013 : : 20,200 20,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 36.6 15.9 0.0 0.0 0.0 0.0 0.0 0.0 63.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 1,019,680 : : Positions : : 804,560 855,520 215,120 164,160 0 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 83.9 21.1 16.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 297,472 : : Positions : : 230,640 251,664 45,760 36,328 1,984 15,976 2,368 2,360 0 2,016 752 : : : : Changes from: July 9, 2013 : : 6,656 5,880 1,184 0 0 -1,960 0 776 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 84.6 15.4 12.2 0.7 5.4 0.8 0.8 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 11,387 : : Positions : : 7,425 7,617 1,056 1,703 743 1,187 284 489 80 506 0 : : : : Changes from: July 9, 2013 : : 124 321 193 -45 -19 86 0 -86 0 132 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 66.9 9.3 15.0 6.5 10.4 2.5 4.3 0.7 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 375,125 : : Positions : : 313,640 303,325 61,485 71,800 0 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 0 -1,100 0 1,100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 80.9 16.4 19.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 212,530 : : Positions : : 172,940 150,870 0 20,920 37,990 0 1,150 1,600 0 0 0 : : : : Changes from: July 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 71.0 0.0 9.8 17.9 0.0 0.5 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 18 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 26,177 : : Positions : : 20,181 14,903 2,443 6,278 1,830 873 2 227 0 1,320 20 : : : : Changes from: July 9, 2013 : : 1,189 446 321 -44 -194 -3 -86 67 0 68 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 56.9 9.3 24.0 7.0 3.3 0.0 0.9 0.0 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 1,806,552 : : Positions : :1,426,020 1,314,340 127,621 162,337 49,901 50,083 82,915 152,927 0 44,132 0 : : : : Changes from: July 9, 2013 : : 31,256 59,304 28,048 0 -744 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 72.8 7.1 9.0 2.8 2.8 4.6 8.5 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 21 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 631,605 : : Positions : : 476,335 446,215 97,010 31,550 40,045 0 55,080 18,215 0 40,500 0 : : : : Changes from: July 9, 2013 : : -2,830 5,140 7,660 -835 -215 0 0 0 0 525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 70.6 15.4 5.0 6.3 0.0 8.7 2.9 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 21 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 1,098,494 : : Positions : : 874,604 1,051,694 177,090 0 46,800 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 11,760 11,760 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 95.7 16.1 0.0 4.3 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 16, 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 364,845 : : Positions : : 276,395 334,915 59,650 7,530 22,400 6,400 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 5,500 5,500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 91.8 16.3 2.1 6.1 1.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 609,589 : : Positions : : 391,133 520,511 61,985 10,719 28,093 102,217 8,204 23,417 0 15,901 2,744 : : : : Changes from: July 9, 2013 : : 4,272 8,168 3,896 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 85.4 10.2 1.8 4.6 16.8 1.3 3.8 0.0 2.6 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 24 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 43,450 : : Positions : : 30,053 31,537 4,808 3,922 1,490 5,461 3,387 1,144 0 1,651 193 : : : : Changes from: July 9, 2013 : : 182 443 516 0 -44 0 0 0 0 213 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 72.6 11.1 9.0 3.4 12.6 7.8 2.6 0.0 3.8 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 28 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 22,072 : : Positions : : 10,893 21,842 8,107 0 104 2,688 0 0 254 100 26 : : : : Changes from: July 9, 2013 : : -1,738 -3,323 -1,245 0 -183 13 0 0 -154 49 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 99.0 36.7 0.0 0.5 12.2 0.0 0.0 1.2 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 179,548 : : Positions : : 88,244 171,722 66,254 0 5,874 13,988 0 1,952 3,236 0 0 : : : : Changes from: July 9, 2013 : : -11,191 -20,531 -9,102 0 1,058 -1,280 0 0 1,634 -1,008 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 95.6 36.9 0.0 3.3 7.8 0.0 1.1 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 563,154 : : Positions : : 341,994 470,648 153,659 27,038 15,207 13,834 11,801 38,460 0 0 0 : : : : Changes from: July 9, 2013 : : 6,624 1,960 -4,664 0 4,664 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 83.6 27.3 4.8 2.7 2.5 2.1 6.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 31,194 : : Positions : : 24,175 23,320 19 4,334 2,324 3,247 0 1,046 0 0 0 : : : : Changes from: July 9, 2013 : : 614 -20 19 806 -784 129 0 -256 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 74.8 0.1 13.9 7.5 10.4 0.0 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . 5 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 90,572 : : Positions : : 58,126 65,691 13,030 0 19,416 0 0 0 0 5,465 0 : : : : Changes from: July 9, 2013 : : 784 784 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 72.5 14.4 0.0 21.4 0.0 0.0 0.0 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 5 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 23,504 : : Positions : : 13,066 21,525 5,889 0 1,176 489 508 0 2,455 0 0 : : : : Changes from: July 9, 2013 : : 761 25 -656 0 -1 0 0 0 -42 0 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 91.6 25.1 0.0 5.0 2.1 2.2 0.0 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 4 0 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 342,315 : : Positions : : 141,607 329,043 137,319 1,568 10,144 4,704 0 0 46,981 0 1,560 : : : : Changes from: July 9, 2013 : : 7,264 19,600 7,656 -4,680 -744 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 96.1 40.1 0.5 3.0 1.4 0.0 0.0 13.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 17,927 : : Positions : : 9,737 11,237 5,191 5,243 1,212 214 0 42 1,110 0 40 : : : : Changes from: July 9, 2013 : : -476 -166 97 16 21 0 0 0 126 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 62.7 29.0 29.2 6.8 1.2 0.0 0.2 6.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 22 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 235,182 : : Positions : : 98,028 140,771 129,640 88,122 1,609 0 4,680 0 5,905 0 0 : : : : Changes from: July 9, 2013 : : 392 392 1,240 1,240 -800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 59.9 55.1 37.5 0.7 0.0 2.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 30,952 : : Positions : : 21,292 25,860 5,372 77 1,420 0 727 2,868 0 0 0 : : : : Changes from: July 9, 2013 : : 210 21 -77 0 50 0 112 -56 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 83.5 17.4 0.2 4.6 0.0 2.3 9.3 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 16, 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 222,166 : : Positions : : 193,842 130,326 1,937 67,686 23,826 2,233 0 328 0 0 0 : : : : Changes from: July 9, 2013 : : 4,213 312 0 4,508 -4,508 607 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 58.7 0.9 30.5 10.7 1.0 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 780,180 : : Positions : : 696,025 628,353 42,960 24,712 41,195 0 85,920 0 0 0 0 : : : : Changes from: July 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 80.5 5.5 3.2 5.3 0.0 11.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 237,565 : : Positions : : 206,685 206,290 19,200 7,820 11,680 0 11,775 0 0 0 0 : : : : Changes from: July 9, 2013 : : -500 0 0 -500 500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 86.8 8.1 3.3 4.9 0.0 5.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 2,413 : : Positions : : 896 1,350 511 521 206 0 6 40 457 6 280 : : : : Changes from: July 9, 2013 : : 44 71 10 1 17 0 1 -1 21 3 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 56.0 21.2 21.6 8.5 0.0 0.2 1.7 18.9 0.2 11.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 134,840 : : Positions : : 97,140 129,100 31,960 0 5,740 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 6,125 8,775 2,650 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 95.7 23.7 0.0 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 245,815 : : Positions : : 205,715 106,865 25,725 124,575 14,375 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 18,110 17,110 -9,875 -8,875 8,875 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 43.5 10.5 50.7 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 856,147 : : Positions : : 693,261 344,467 123,966 472,760 38,920 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 46,960 46,960 -29,080 -29,080 29,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 40.2 14.5 55.2 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 153,105 : : Positions : : 121,915 125,945 10,190 6,600 20,560 0 0 0 440 0 0 : : : : Changes from: July 9, 2013 : : 1,470 1,470 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 82.3 6.7 4.3 13.4 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 191,725 : : Positions : : 165,050 155,000 2,200 16,930 19,795 0 0 0 4,680 0 0 : : : : Changes from: July 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 80.8 1.1 8.8 10.3 0.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 563,660 : : Positions : : 484,346 466,330 24,304 42,320 55,010 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 82.7 4.3 7.5 9.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 901,779 : : Positions : : 828,015 893,187 73,764 8,592 0 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 99.0 8.2 1.0 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 16, 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 267,750 : : Positions : : 251,970 263,320 11,350 0 4,430 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 98.3 4.2 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 8 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 6,365,862 : : Positions : :4,737,855 6,035,368 1,112,749 103,552 226,942 155,048 0 0 133,268 0 0 : : : : Changes from: July 9, 2013 : : 33,920 83,840 -960 -50,880 11,886 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 94.8 17.5 1.6 3.6 2.4 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 27 4 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 2,198,040 : : Positions : :1,753,915 2,085,000 293,565 20,990 85,450 33,230 0 0 31,880 6,600 0 : : : : Changes from: July 9, 2013 : : 53,095 64,540 -200 -13,845 6,940 0 0 0 0 2,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 94.9 13.4 1.0 3.9 1.5 0.0 0.0 1.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 33 31 5 . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 2,546,660 : : Positions : :1,573,578 1,348,837 95,588 322,650 197,267 0 178,996 43,695 560,396 380,475 74,740 : : : : Changes from: July 9, 2013 : : 22,834 43,974 5,574 -10,069 1,088 0 -4,725 6,375 5,520 4,798 4,082 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 53.0 3.8 12.7 7.7 0.0 7.0 1.7 22.0 14.9 2.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 31 5 5 9 0 4 . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 5,171,259 : : Positions : :4,337,667 3,766,084 201,935 507,177 345,351 84,655 82,335 93,479 54,119 322,780 54,053 : : : : Changes from: July 9, 2013 : : 164,712 122,472 -4,000 -22,720 27,520 0 46,800 0 9,360 23,520 -9,360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 72.8 3.9 9.8 6.7 1.6 1.6 1.8 1.0 6.2 1.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 24 4 4 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 646,310 : : Positions : : 541,860 528,605 94,880 107,955 8,910 0 180 660 0 0 0 : : : : Changes from: July 9, 2013 : : 34,070 33,425 -645 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 81.8 14.7 16.7 1.4 0.0 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 10 4 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 2,037,908 : : Positions : :1,795,103 1,639,998 195,713 336,200 47,092 0 14,618 0 0 0 0 : : : : Changes from: July 9, 2013 : : 120,447 128,357 7,910 0 -11,830 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 80.5 9.6 16.5 2.3 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 78,010 : : Positions : : 51,975 30,679 221 21,784 17,189 0 1,201 4,945 1,629 1 485 : : : : Changes from: July 9, 2013 : : -108 432 0 -587 213 0 26 -29 3 -7 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 39.3 0.3 27.9 22.0 0.0 1.5 6.3 2.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 24 . 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 12,004 : : Positions : : 5,774 7,702 430 1,099 1,928 2,057 0 728 190 0 0 : : : : Changes from: July 9, 2013 : : -3 -0 1 -12 -2 -11 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 64.2 3.6 9.2 16.1 17.1 0.0 6.1 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 16, 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 5,241 : : Positions : : 4,619 2,071 0 1,300 11 0 952 0 0 0 0 : : : : Changes from: July 9, 2013 : : 12 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 39.5 0.0 24.8 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 16, 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 9,834 : : Positions : : 4,588 6,624 1,278 0 1,008 1,390 240 170 0 642 736 : : : : Changes from: July 9, 2013 : : 312 72 -240 0 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 67.4 13.0 0.0 10.3 14.1 2.4 1.7 0.0 6.5 7.5 : : : : 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 16, 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: July 9, 2013 : : 0 0 0 0 0 0 0 0 0 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 16, 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 33,409 : : Positions : : 29,578 28,908 2,681 3,351 1,150 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 341 110 0 231 -42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 86.5 8.0 10.0 3.4 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 16, 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 645,282 : : Positions : : 570,122 591,010 50,375 29,487 24,785 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 6,128 4,704 -1,056 368 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 91.6 7.8 4.6 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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: July 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 46,975 : : Positions : : 31,900 44,700 12,290 0 2,275 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 1,253 1,253 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 95.2 26.2 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 16 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 696,812 : : Positions : : 569,764 629,653 117,688 57,799 9,360 0 0 0 0 0 0 : : : : Changes from: July 9, 2013 : : 23,400 23,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 90.4 16.9 8.3 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 67,535 : : Positions : : 38,145 41,115 11,422 20,564 3,108 5,650 640 1,275 7,680 705 0 : : : : Changes from: July 9, 2013 : : 4,269 2,723 1,024 2,570 510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 60.9 16.9 30.4 4.6 8.4 0.9 1.9 11.4 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 13 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 1,509,492 : : Positions : : 988,218 818,772 249,967 251,349 74,280 0 309,340 0 191,246 49,970 5,781 : : : : Changes from: July 9, 2013 : : 23,320 23,320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 54.2 16.6 16.7 4.9 0.0 20.5 0.0 12.7 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 19 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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: July 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 16, 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 40,425 : : Positions : : 28,968 29,715 10,392 0 684 0 10,026 0 126 0 0 : : : : Changes from: July 9, 2013 : : 3,080 1,705 -1,275 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 73.5 25.7 0.0 1.7 0.0 24.8 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 45,701 : : Positions : : 28,545 20,279 1,443 6,714 6,337 4,355 0 1,820 697 8,047 2,504 : : : : Changes from: July 9, 2013 : : 2,299 0 0 1,024 0 0 0 0 0 1,275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 44.4 3.2 14.7 13.9 9.5 0.0 4.0 1.5 17.6 5.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 32,447 : : Positions : : 24,798 26,793 5,263 2,028 1,408 0 0 0 0 1,495 424 : : : : Changes from: July 9, 2013 : : 3,433 7,168 4,610 510 -2 0 0 0 0 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 82.6 16.2 6.3 4.3 0.0 0.0 0.0 0.0 4.6 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 14 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 39,440 : : Positions : : 36,061 28,507 766 7,493 2,380 0 0 0 0 955 105 : : : : Changes from: July 9, 2013 : : 3,551 3,262 -36 358 548 0 0 0 0 -105 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 72.3 1.9 19.0 6.0 0.0 0.0 0.0 0.0 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . 5 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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: July 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 16, 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 907,977 : : Positions : : 716,057 627,790 69,086 93,600 99,514 0 63,753 23,320 0 0 0 : : : : Changes from: July 9, 2013 : : 6,352 6,352 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 69.1 7.6 10.3 11.0 0.0 7.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 1,100,218 : : Positions : : 584,801 549,529 79,924 51,141 110,748 263,005 0 0 54,258 381,318 7,482 : : : : Changes from: July 9, 2013 : : 0 2,352 0 0 0 0 0 0 0 -2,352 2,352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 49.9 7.3 4.6 10.1 23.9 0.0 0.0 4.9 34.7 0.7 : : : : 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 16, 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 380,622 : : Positions : : 293,825 339,937 25,889 26,693 13,992 0 0 0 46,916 0 0 : : : : Changes from: July 9, 2013 : : 79,320 69,960 0 9,360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 89.3 6.8 7.0 3.7 0.0 0.0 0.0 12.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 501,588 : : Positions : : 382,858 289,286 11,845 65,202 106,885 0 0 0 0 40,215 0 : : : : Changes from: July 9, 2013 : : 51,384 51,304 0 80 9,328 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 57.7 2.4 13.0 21.3 0.0 0.0 0.0 0.0 8.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 272,090 : : Positions : : 231,534 166,990 7,516 60,699 33,040 0 2,703 0 0 8,658 0 : : : : Changes from: July 9, 2013 : : 24,888 22,928 -1,960 0 392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 61.4 2.8 22.3 12.1 0.0 1.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 16, 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 385,904 : : Positions : : 192,472 275,496 114,432 17,568 79,000 0 13,840 0 0 0 0 : : : : Changes from: July 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 71.4 29.7 4.6 20.5 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 16, 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 4,871 : : Positions : : 1,589 4,009 2,168 0 704 159 0 18 88 0 133 : : : : Changes from: July 9, 2013 : : -0 -30 -26 0 -5 -3 0 -1 -1 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 82.3 44.5 0.0 14.4 3.3 0.0 0.4 1.8 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated July 19, 2013