Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 7,425 : : Positions : : 4,365 4,235 0 1,050 405 610 0 155 1,170 600 520 : : : : Changes from: July 16, 2013 : : 105 -20 0 30 0 0 0 0 0 90 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 57.0 0.0 14.1 5.5 8.2 0.0 2.1 15.8 8.1 7.0 : : : : 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 23, 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 12,882 : : Positions : : 9,166 9,439 742 0 480 0 645 1,200 603 472 564 : : : : Changes from: July 16, 2013 : : -82 -139 -5 0 -15 0 0 0 -15 30 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 73.3 5.8 0.0 3.7 0.0 5.0 9.3 4.7 3.7 4.4 : : : : 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 23, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024653 Open Interest is 20,220 : : Positions : : 8,869 11,521 475 2,340 1,354 710 0 0 3,810 0 4,869 : : : : Changes from: July 16, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 57.0 2.3 11.6 6.7 3.5 0.0 0.0 18.8 0.0 24.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 71,828 : : Positions : : 18,985 24,837 5,020 2,472 3,172 205 8,289 7,750 21,144 9,601 14,705 : : : : Changes from: July 16, 2013 : : -188 1,107 1,120 -84 159 -85 695 -380 1,976 699 -659 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 34.6 7.0 3.4 4.4 0.3 11.5 10.8 29.4 13.4 20.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 11 12 . . 4 . 4 . 16 12 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 23,996 : : Positions : : 10,475 4,720 290 1,712 1,115 0 2,805 1,755 6,143 8,329 3,206 : : : : Changes from: July 16, 2013 : : 705 45 22 52 38 0 765 -270 -30 -235 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 19.7 1.2 7.1 4.6 0.0 11.7 7.3 25.6 34.7 13.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 7 7 . . . 0 4 . 10 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 189,813 : : Positions : : 108,979 126,291 11,994 8,938 24,004 16,350 5,861 11,776 10,580 6,589 5,467 : : : : Changes from: July 16, 2013 : : 1,556 187 -1,741 -1,141 3,731 236 -251 54 -333 724 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 66.5 6.3 4.7 12.6 8.6 3.1 6.2 5.6 3.5 2.9 : : : : Number of Traders in Each Category Total Traders: 84 : : 45 45 4 6 8 7 . 7 7 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 51,564 : : Positions : : 31,635 42,252 11,439 3,088 4,414 2,580 1 1,447 22 335 27 : : : : Changes from: July 16, 2013 : : -1,015 -1,084 -509 -426 282 -8 0 130 -5 -27 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 81.9 22.2 6.0 8.6 5.0 0.0 2.8 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 25 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 527,848 : : Positions : : 407,674 432,204 61,100 59,178 34,594 19,536 0 936 3,072 0 936 : : : : Changes from: July 16, 2013 : : 1,321 3,400 -249 0 -687 312 0 0 2,016 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 81.9 11.6 11.2 6.6 3.7 0.0 0.2 0.6 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 23, 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 1,740,825 : : Positions : :1,170,313 1,425,511 141,720 67,907 158,082 215,064 9,750 22,615 401 24,330 32,630 : : : : Changes from: July 16, 2013 : : 5,410 27,538 9,125 -12,579 16,005 -13,656 -5,456 3,920 0 -8,624 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 81.9 8.1 3.9 9.1 12.4 0.6 1.3 0.0 1.4 1.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 37 37 4 4 5 4 . 4 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 64,236 : : Positions : : 53,537 34,037 231 13,383 5,137 81 4,592 4,814 127 1,964 310 : : : : Changes from: July 16, 2013 : : -136 650 0 -336 121 0 -501 612 0 52 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 53.0 0.4 20.8 8.0 0.1 7.1 7.5 0.2 3.1 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 376,805 : : Positions : : 229,702 297,152 126,957 42,576 11,432 0 15,665 8,370 0 1,266 344 : : : : Changes from: July 16, 2013 : : -1,896 -1,906 -10 0 -1,944 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 78.9 33.7 11.3 3.0 0.0 4.2 2.2 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 664,427 : : Positions : : 515,594 308,298 61,636 118,199 32,061 36,159 9,360 8,783 9,009 186,541 1,185 : : : : Changes from: July 16, 2013 : : 24,797 -1,451 -2,744 10,192 -9,408 -3,904 0 -800 0 9,408 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 46.4 9.3 17.8 4.8 5.4 1.4 1.3 1.4 28.1 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 20 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 52,272 : : Positions : : 28,152 25,897 15,428 1,385 383 2,755 635 2,122 3,153 21,169 0 : : : : Changes from: July 16, 2013 : : 1,735 393 -358 -22 0 -453 0 -82 0 -22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 49.5 29.5 2.6 0.7 5.3 1.2 4.1 6.0 40.5 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 23, 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 1,920,455 : : Positions : :1,716,415 754,690 196,200 0 0 0 0 0 7,840 1,165,765 0 : : : : Changes from: July 16, 2013 : : 65,650 77,410 15,680 0 0 0 0 0 3,920 7,840 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 39.3 10.2 0.0 0.0 0.0 0.0 0.0 0.4 60.7 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 23, 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 592,600 : : Positions : : 502,050 216,630 90,550 0 0 0 0 0 0 375,970 0 : : : : Changes from: July 16, 2013 : : 4,400 0 -3,300 0 0 0 0 0 0 1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 36.6 15.3 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 23, 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 : : 808,480 855,520 211,200 164,160 0 0 0 0 0 0 0 : : : : Changes from: July 16, 2013 : : 3,920 0 -3,920 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 83.9 20.7 16.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 296,680 : : Positions : : 229,848 250,480 46,152 36,720 1,984 15,584 2,368 2,360 0 2,016 752 : : : : Changes from: July 16, 2013 : : -792 -1,184 392 392 0 -392 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 84.4 15.6 12.4 0.7 5.3 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 23, 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 11,769 : : Positions : : 7,597 7,848 989 1,637 809 1,271 132 597 80 616 0 : : : : Changes from: July 16, 2013 : : 171 230 -67 -66 66 84 -152 108 0 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 66.7 8.4 13.9 6.9 10.8 1.1 5.1 0.7 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 15 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 968,101 : : Positions : : 784,131 664,181 113,630 155,840 46,640 0 77,740 23,700 0 0 0 : : : : Changes from: July 16, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 68.6 11.7 16.1 4.8 0.0 8.0 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 374,575 : : Positions : : 315,290 302,225 59,285 72,350 0 0 0 0 0 0 0 : : : : Changes from: July 16, 2013 : : 1,650 -1,100 -2,200 550 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 80.7 15.8 19.3 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 23, 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 : : 172,390 150,870 360 20,730 38,180 0 1,150 1,600 0 0 0 : : : : Changes from: July 16, 2013 : : -550 0 360 -190 190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 71.0 0.2 9.8 18.0 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 26,195 : : Positions : : 20,199 15,114 2,551 6,234 1,722 914 24 186 0 1,298 20 : : : : Changes from: July 16, 2013 : : 19 211 108 -44 -108 41 22 -41 0 -22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 57.7 9.7 23.8 6.6 3.5 0.1 0.7 0.0 5.0 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 23, 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 1,834,504 : : Positions : :1,463,332 1,342,292 118,261 162,337 49,901 50,083 82,915 152,927 0 44,132 0 : : : : Changes from: July 16, 2013 : : 37,312 27,952 -9,360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 73.2 6.4 8.8 2.7 2.7 4.5 8.3 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 23, 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 641,665 : : Positions : : 486,395 455,175 97,010 31,550 40,045 0 55,080 18,215 0 41,600 0 : : : : Changes from: July 16, 2013 : : 10,060 8,960 0 0 0 0 0 0 0 1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 70.9 15.1 4.9 6.2 0.0 8.6 2.8 0.0 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 21 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 1,102,414 : : Positions : : 878,524 1,055,614 177,090 0 46,800 0 0 0 0 0 0 : : : : Changes from: July 16, 2013 : : 3,920 3,920 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 95.8 16.1 0.0 4.2 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 23, 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 367,045 : : Positions : : 278,595 337,115 59,650 7,530 22,400 6,400 0 0 0 0 0 : : : : Changes from: July 16, 2013 : : 2,200 2,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 91.8 16.3 2.1 6.1 1.7 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 23, 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 619,325 : : Positions : : 391,885 525,567 62,361 11,471 32,021 106,897 8,204 23,417 0 15,901 2,744 : : : : Changes from: July 16, 2013 : : 752 5,056 376 752 3,928 4,680 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 84.9 10.1 1.9 5.2 17.3 1.3 3.8 0.0 2.6 0.4 : : : : 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 23, 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 43,738 : : Positions : : 30,210 32,150 5,275 3,966 1,235 5,461 3,372 1,044 0 1,632 212 : : : : Changes from: July 16, 2013 : : 157 613 467 44 -254 0 -15 -100 0 -19 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 73.5 12.1 9.1 2.8 12.5 7.7 2.4 0.0 3.7 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 28 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 22,657 : : Positions : : 11,184 22,302 8,293 0 104 2,719 0 77 206 100 74 : : : : Changes from: July 16, 2013 : : 291 460 186 0 0 31 0 77 -48 0 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 98.4 36.6 0.0 0.5 12.0 0.0 0.3 0.9 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 175,650 : : Positions : : 87,932 168,818 65,952 0 4,544 13,988 0 1,952 1,282 336 0 : : : : Changes from: July 16, 2013 : : -312 -2,904 -302 0 -1,330 0 0 0 -1,954 336 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 96.1 37.5 0.0 2.6 8.0 0.0 1.1 0.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 569,360 : : Positions : : 345,874 487,046 160,641 21,110 10,551 13,834 12,193 38,460 0 0 0 : : : : Changes from: July 16, 2013 : : 3,880 16,398 6,982 -5,928 -4,656 0 392 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 85.5 28.2 3.7 1.9 2.4 2.1 6.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 30,661 : : Positions : : 24,110 24,025 19 3,569 2,324 3,507 0 318 0 0 0 : : : : Changes from: July 16, 2013 : : -65 705 0 -765 0 260 0 -728 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 78.4 0.1 11.6 7.6 11.4 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 90,188 : : Positions : : 58,126 64,515 11,854 0 20,208 0 0 0 0 5,465 0 : : : : Changes from: July 16, 2013 : : 0 -1,176 -1,176 0 792 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 71.5 13.1 0.0 22.4 0.0 0.0 0.0 0.0 6.1 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 23, 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 23,248 : : Positions : : 11,840 21,372 6,778 0 1,195 532 380 0 2,409 0 44 : : : : Changes from: July 16, 2013 : : -1,226 -153 889 0 19 43 -128 0 -46 0 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 91.9 29.2 0.0 5.1 2.3 1.6 0.0 10.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 4 0 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 343,843 : : Positions : : 143,135 321,211 127,959 1,568 19,504 4,704 0 0 46,981 0 1,560 : : : : Changes from: July 16, 2013 : : 1,528 -7,832 -9,360 0 9,360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 93.4 37.2 0.5 5.7 1.4 0.0 0.0 13.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 18,019 : : Positions : : 9,996 11,291 5,085 5,281 1,192 214 0 42 1,110 0 40 : : : : Changes from: July 16, 2013 : : 259 54 -106 38 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 62.7 28.2 29.3 6.6 1.2 0.0 0.2 6.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 21 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 236,366 : : Positions : : 99,596 142,339 129,256 87,738 1,609 0 4,680 0 5,905 0 0 : : : : Changes from: July 16, 2013 : : 1,568 1,568 -384 -384 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 60.2 54.7 37.1 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 23, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 31,093 : : Positions : : 21,362 26,456 5,814 77 995 0 643 2,922 0 0 0 : : : : Changes from: July 16, 2013 : : 70 596 442 0 -425 0 -84 54 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 85.1 18.7 0.2 3.2 0.0 2.1 9.4 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 23, 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 220,918 : : Positions : : 192,594 129,078 1,937 67,686 23,826 2,233 0 328 0 0 0 : : : : Changes from: July 16, 2013 : : -1,248 -1,248 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 58.4 0.9 30.6 10.8 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 23, 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 16, 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 23, 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 250,365 : : Positions : : 219,485 217,490 19,200 9,420 11,680 0 11,775 0 0 0 0 : : : : Changes from: July 16, 2013 : : 12,800 11,200 0 1,600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 86.9 7.7 3.8 4.7 0.0 4.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 2,367 : : Positions : : 883 1,331 512 524 193 0 6 41 448 3 270 : : : : Changes from: July 16, 2013 : : -13 -20 2 3 -13 0 0 1 -8 -3 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 56.2 21.6 22.1 8.1 0.0 0.2 1.7 18.9 0.1 11.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 136,840 : : Positions : : 99,140 131,100 31,960 0 5,740 0 0 0 0 0 0 : : : : Changes from: July 16, 2013 : : 2,000 2,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 95.8 23.4 0.0 4.2 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 23, 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 241,615 : : Positions : : 193,065 125,965 40,950 108,050 7,600 0 0 0 0 0 0 : : : : Changes from: July 16, 2013 : : -12,650 19,100 15,225 -16,525 -6,775 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 52.1 16.9 44.7 3.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 824,827 : : Positions : : 646,301 407,067 168,686 407,920 9,840 0 0 0 0 0 0 : : : : Changes from: July 16, 2013 : : -46,960 62,600 44,720 -64,840 -29,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 49.4 20.5 49.5 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 16, 2013 : : 0 0 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 23, 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 16, 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 23, 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 16, 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 23, 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 16, 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 23, 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 269,750 : : Positions : : 253,970 265,320 11,350 0 4,430 0 0 0 0 0 0 : : : : Changes from: July 16, 2013 : : 2,000 2,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 98.4 4.2 0.0 1.6 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 23, 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 6,391,903 : : Positions : :4,815,514 6,006,567 1,063,229 160,492 224,844 155,048 0 0 133,268 0 0 : : : : Changes from: July 16, 2013 : : 77,659 -28,801 -49,520 56,940 -2,098 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 94.0 16.6 2.5 3.5 2.4 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 28 4 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 2,266,240 : : Positions : :1,803,820 2,142,075 318,565 39,040 76,325 33,230 2,200 0 34,300 6,600 0 : : : : Changes from: July 16, 2013 : : 49,905 57,075 25,000 18,050 -9,125 0 2,200 0 2,420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 94.5 14.1 1.7 3.4 1.5 0.1 0.0 1.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 31 5 . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 2,615,696 : : Positions : :1,594,551 1,411,294 139,290 325,078 193,147 0 178,996 43,695 553,751 373,907 89,578 : : : : Changes from: July 16, 2013 : : 20,973 62,458 43,702 2,428 -4,120 0 0 0 -6,645 -6,568 14,838 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 54.0 5.3 12.4 7.4 0.0 6.8 1.7 21.2 14.3 3.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 36 33 5 5 9 0 4 . 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 5,336,159 : : Positions : :4,469,141 3,877,278 221,455 561,017 368,617 84,655 82,335 93,479 44,759 299,380 54,053 : : : : Changes from: July 16, 2013 : : 131,474 111,194 19,520 53,840 23,266 0 0 0 -9,360 -23,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 72.7 4.2 10.5 6.9 1.6 1.5 1.8 0.8 5.6 1.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 25 4 4 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 660,920 : : Positions : : 557,570 538,215 91,780 110,955 10,910 0 180 660 0 0 0 : : : : Changes from: July 16, 2013 : : 15,710 9,610 -3,100 3,000 2,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 81.4 13.9 16.8 1.7 0.0 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 26 10 4 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 2,121,294 : : Positions : :1,855,009 1,715,944 211,753 336,200 54,532 0 14,618 0 0 0 0 : : : : Changes from: July 16, 2013 : : 59,906 75,946 16,040 0 7,440 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 80.9 10.0 15.8 2.6 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 78,872 : : Positions : : 52,338 31,103 223 21,635 17,613 0 1,313 4,995 1,685 0 447 : : : : Changes from: July 16, 2013 : : 363 424 1 -149 424 0 112 50 55 -1 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 39.4 0.3 27.4 22.3 0.0 1.7 6.3 2.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 24 . 5 7 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 12,014 : : Positions : : 5,755 7,709 423 1,090 1,941 2,081 0 728 190 0 0 : : : : Changes from: July 16, 2013 : : -19 7 -6 -9 12 24 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 64.2 3.5 9.1 16.2 17.3 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 23, 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 5,356 : : Positions : : 4,617 2,189 0 1,300 11 0 952 0 0 0 0 : : : : Changes from: July 16, 2013 : : -3 117 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 40.9 0.0 24.3 0.2 0.0 17.8 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 23, 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 16, 2013 : : 0 0 0 0 0 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 23, 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 16, 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 23, 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 16, 2013 : : 0 0 0 0 0 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 23, 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 646,098 : : Positions : : 570,938 591,826 50,375 29,487 24,785 0 0 0 0 0 0 : : : : Changes from: July 16, 2013 : : 816 816 0 0 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 23, 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 21,571 : : Positions : : 17,410 6,140 1,653 1,426 322 0 0 0 2,058 13,299 0 : : : : Changes from: July 16, 2013 : : 0 420 420 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 28.5 7.7 6.6 1.5 0.0 0.0 0.0 9.5 61.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 7 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 16, 2013 : : 0 0 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 23, 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 16, 2013 : : 0 0 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 23, 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 68,300 : : Positions : : 38,910 41,880 11,422 20,564 3,108 5,650 640 1,275 7,680 705 0 : : : : Changes from: July 16, 2013 : : 765 765 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 61.3 16.7 30.1 4.6 8.3 0.9 1.9 11.2 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 14 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 1,532,860 : : Positions : :1,011,586 842,140 132,367 251,349 74,280 0 309,340 0 308,846 49,970 5,781 : : : : Changes from: July 16, 2013 : : 23,368 23,368 -117,600 0 0 0 0 0 117,600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 54.9 8.6 16.4 4.8 0.0 20.2 0.0 20.1 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 21 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 22,933 : : Positions : : 15,181 16,945 7,624 2,355 0 0 2,162 0 0 1,024 0 : : : : Changes from: July 16, 2013 : : 220 435 215 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 73.9 33.2 10.3 0.0 0.0 9.4 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 42,980 : : Positions : : 28,968 30,995 11,927 0 1,959 0 10,026 0 126 0 0 : : : : Changes from: July 16, 2013 : : 0 1,280 1,535 0 1,275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 72.1 27.8 0.0 4.6 0.0 23.3 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 47,396 : : Positions : : 29,730 21,044 1,443 5,859 6,847 4,355 0 1,820 697 9,322 2,504 : : : : Changes from: July 16, 2013 : : 1,185 765 0 -855 510 0 0 0 0 1,275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 44.4 3.0 12.4 14.4 9.2 0.0 3.8 1.5 19.7 5.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 36,124 : : Positions : : 26,523 29,279 5,263 1,513 2,090 0 0 0 0 1,249 1,694 : : : : Changes from: July 16, 2013 : : 1,725 2,486 0 -515 682 0 0 0 0 -246 1,270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 81.1 14.6 4.2 5.8 0.0 0.0 0.0 0.0 3.5 4.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 39,880 : : Positions : : 36,501 28,837 766 7,603 2,380 0 0 0 0 955 105 : : : : Changes from: July 16, 2013 : : 440 330 0 110 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 72.3 1.9 19.1 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 23, 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 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 18,876 : : Positions : : 13,974 15,808 3,387 1,660 1,259 0 0 0 0 0 0 : : : : Changes from: July 16, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 83.7 17.9 8.8 6.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 16, 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 23, 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 16, 2013 : : 0 0 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 23, 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 1,161,298 : : Positions : : 598,841 563,569 190,814 44,431 46,898 263,005 0 0 54,258 498,918 7,482 : : : : Changes from: July 16, 2013 : : 14,040 14,040 110,890 -6,710 -63,850 0 0 0 0 117,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 48.5 16.4 3.8 4.0 22.6 0.0 0.0 4.7 43.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 11 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 418,062 : : Positions : : 317,225 386,737 32,004 9,408 21,917 0 0 0 46,916 0 0 : : : : Changes from: July 16, 2013 : : 23,400 46,800 6,115 -17,285 7,925 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 92.5 7.7 2.3 5.2 0.0 0.0 0.0 11.2 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 23, 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 508,228 : : Positions : : 366,098 295,926 18,662 48,619 123,468 0 0 0 0 40,215 0 : : : : Changes from: July 16, 2013 : : -16,760 6,640 6,817 -16,583 16,583 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 58.2 3.7 9.6 24.3 0.0 0.0 0.0 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 23, 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 295,490 : : Positions : : 254,934 166,990 7,516 82,139 33,040 0 2,703 0 0 8,658 0 : : : : Changes from: July 16, 2013 : : 23,400 0 0 21,440 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 56.5 2.5 27.8 11.2 0.0 0.9 0.0 0.0 2.9 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 23, 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 16, 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 23, 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 4,928 : : Positions : : 1,629 4,064 2,180 0 715 163 0 18 92 0 132 : : : : Changes from: July 16, 2013 : : 40 55 12 0 11 3 0 -0 4 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 82.5 44.2 0.0 14.5 3.3 0.0 0.4 1.9 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated July 26, 2013