Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 7,385 : : Positions : : 4,335 4,220 0 930 405 580 0 140 1,180 505 565 : : : : Changes from: July 30, 2013 : : 110 100 0 -135 0 -15 0 -15 -30 -15 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 57.1 0.0 12.6 5.5 7.9 0.0 1.9 16.0 6.8 7.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 11,807 : : Positions : : 8,248 8,524 776 0 495 0 1,125 675 839 315 565 : : : : Changes from: July 30, 2013 : : -291 -167 75 0 0 0 180 -225 135 -28 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 72.2 6.6 0.0 4.2 0.0 9.5 5.7 7.1 2.7 4.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 73,544 : : Positions : : 18,751 26,256 5,693 4,051 1,719 0 7,709 8,295 23,243 9,681 14,758 : : : : Changes from: July 30, 2013 : : 829 1,524 255 1,665 -1,080 0 -1,070 1,085 705 30 1,601 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 35.7 7.7 5.5 2.3 0.0 10.5 11.3 31.6 13.2 20.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 11 11 . . 4 0 4 . 18 10 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 24,046 : : Positions : : 12,145 3,650 335 1,615 1,015 0 3,600 985 5,893 9,406 2,846 : : : : Changes from: July 30, 2013 : : 2,775 180 35 -280 -25 0 1,810 -675 143 863 -173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 15.2 1.4 6.7 4.2 0.0 15.0 4.1 24.5 39.1 11.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 6 . . . 0 . . 6 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 178,574 : : Positions : : 104,599 116,806 7,971 10,421 22,589 16,415 2,638 12,181 9,087 7,476 5,349 : : : : Changes from: July 30, 2013 : : -3,976 -5,940 -2,942 928 -177 45 -3,152 460 -678 -162 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 65.4 4.5 5.8 12.6 9.2 1.5 6.8 5.1 4.2 3.0 : : : : Number of Traders in Each Category Total Traders: 80 : : 48 45 . 6 8 6 . 6 5 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 54,747 : : Positions : : 32,399 44,840 14,353 3,983 3,502 2,394 3 2,026 0 320 73 : : : : Changes from: July 30, 2013 : : -339 -2,320 352 619 -709 -1,661 0 687 -41 12 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 81.9 26.2 7.3 6.4 4.4 0.0 3.7 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 24 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 486,341 : : Positions : : 381,419 390,177 51,473 60,930 31,124 14,894 0 3,798 3,321 0 312 : : : : Changes from: July 30, 2013 : : -34,767 -54,379 -12,234 1,752 -4,727 -5,626 0 2,862 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 80.2 10.6 12.5 6.4 3.1 0.0 0.8 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 1,709,017 : : Positions : :1,134,953 1,413,980 197,887 75,625 131,202 200,624 18,706 17,992 401 25,946 25,566 : : : : Changes from: July 30, 2013 : : -62,926 -46,592 14,336 -11,021 -17,153 -1,181 8,619 -6,999 0 -385 -791 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 82.7 11.6 4.4 7.7 11.7 1.1 1.1 0.0 1.5 1.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 39 4 4 5 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 66,134 : : Positions : : 56,603 34,397 231 14,287 4,991 81 6,472 3,573 127 1,886 527 : : : : Changes from: July 30, 2013 : : 1,659 469 0 -309 100 0 1,487 -800 0 12 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 52.0 0.3 21.6 7.5 0.1 9.8 5.4 0.2 2.9 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 28 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 391,949 : : Positions : : 234,614 315,841 134,165 42,576 9,464 0 8,784 13,362 0 1,578 344 : : : : Changes from: July 30, 2013 : : 752 9,997 2,364 0 0 0 -6,881 4,992 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 80.6 34.2 10.9 2.4 0.0 2.2 3.4 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 650,606 : : Positions : : 506,366 278,776 58,852 126,774 28,199 38,579 15,650 9,592 7,833 190,430 1,185 : : : : Changes from: July 30, 2013 : : -21,703 -22,401 -3,528 -2,753 1,194 2,028 1,550 809 -1,176 -775 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 42.8 9.0 19.5 4.3 5.9 2.4 1.5 1.2 29.3 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 20 . 4 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 50,485 : : Positions : : 26,660 24,323 14,933 1,275 639 3,050 635 1,815 3,153 21,015 0 : : : : Changes from: July 30, 2013 : : -1,411 -1,538 -750 -110 256 337 0 -328 0 -154 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 48.2 29.6 2.5 1.3 6.0 1.3 3.6 6.2 41.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 23 5 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 1,777,875 : : Positions : :1,581,675 751,270 188,360 0 0 0 0 0 7,840 1,026,605 0 : : : : Changes from: July 30, 2013 : : -240,900 -113,500 -7,840 0 0 0 0 0 -3,920 -139,160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 42.3 10.6 0.0 0.0 0.0 0.0 0.0 0.4 57.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 514,000 : : Positions : : 433,350 180,600 80,650 0 0 0 0 0 0 333,400 0 : : : : Changes from: July 30, 2013 : : -74,200 -41,530 -9,900 0 0 0 0 0 0 -42,570 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 35.1 15.7 0.0 0.0 0.0 0.0 0.0 0.0 64.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 : : 808,480 851,600 211,200 164,160 0 0 0 0 0 3,920 0 : : : : Changes from: July 30, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 83.5 20.7 16.1 0.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 295,432 : : Positions : : 233,640 246,904 41,200 37,896 3,912 13,544 2,368 1,976 0 1,216 1,160 : : : : Changes from: July 30, 2013 : : 5,816 1,184 -3,800 -392 1,160 -1,240 0 0 0 -408 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 83.6 13.9 12.8 1.3 4.6 0.8 0.7 0.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 12,497 : : Positions : : 8,084 8,483 1,114 1,461 966 1,187 158 681 80 682 0 : : : : Changes from: July 30, 2013 : : 21 21 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 67.9 8.9 11.7 7.7 9.5 1.3 5.4 0.6 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 18 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 369,075 : : Positions : : 311,990 295,625 57,085 73,450 0 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 80.1 15.5 19.9 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 August 6, 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 230,415 : : Positions : : 189,505 156,630 1,130 32,855 38,180 0 1,150 1,600 0 0 0 : : : : Changes from: July 30, 2013 : : 9,895 320 0 9,575 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 68.0 0.5 14.3 16.6 0.0 0.5 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 26,057 : : Positions : : 17,847 14,995 3,313 6,104 1,789 1,086 0 210 0 1,256 42 : : : : Changes from: July 30, 2013 : : 118 -103 -119 0 119 -167 0 60 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 57.5 12.7 23.4 6.9 4.2 0.0 0.8 0.0 4.8 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 1,827,484 : : Positions : :1,447,075 1,358,900 112,986 144,305 55,085 66,155 69,195 146,183 0 53,816 0 : : : : Changes from: July 30, 2013 : : -43,400 7,072 -5,680 -18,032 2,976 16,072 -13,720 -6,744 0 -8,328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 74.4 6.2 7.9 3.0 3.6 3.8 8.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 22 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 621,505 : : Positions : : 476,150 445,340 92,625 31,890 37,625 0 54,160 15,105 0 37,385 0 : : : : Changes from: July 30, 2013 : : -22,590 -20,720 -4,385 1,440 -2,420 0 -3,480 -550 0 -4,215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 71.7 14.9 5.1 6.1 0.0 8.7 2.4 0.0 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 20 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 989,022 : : Positions : : 788,652 942,222 153,570 0 46,800 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -93,792 -117,312 -23,520 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 95.3 15.5 0.0 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 317,545 : : Positions : : 240,095 287,615 55,250 11,930 18,000 4,200 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -39,600 -49,500 -4,400 4,400 -4,400 -1,100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 90.6 17.4 3.8 5.7 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 591,391 : : Positions : : 367,207 501,250 58,514 11,887 32,292 108,785 3,500 23,025 0 17,869 1,568 : : : : Changes from: July 30, 2013 : : -26,742 -33,718 -5,496 416 352 -4,232 -4,704 -392 0 1,536 -1,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 84.8 9.9 2.0 5.5 18.4 0.6 3.9 0.0 3.0 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 26 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 41,850 : : Positions : : 28,170 31,202 4,704 3,326 1,234 6,269 3,042 1,049 0 1,724 147 : : : : Changes from: July 30, 2013 : : -2,188 -1,910 -386 -743 -30 -264 -330 5 0 77 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 74.6 11.2 7.9 2.9 15.0 7.3 2.5 0.0 4.1 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 27 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 24,169 : : Positions : : 11,518 23,741 9,391 0 77 3,002 0 104 0 170 77 : : : : Changes from: July 30, 2013 : : 4 297 347 0 0 18 0 27 -46 26 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 98.2 38.9 0.0 0.3 12.4 0.0 0.4 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 182,112 : : Positions : : 95,706 174,959 64,319 0 4,865 13,988 0 1,952 1,282 336 0 : : : : Changes from: July 30, 2013 : : 9,712 8,719 -993 0 321 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 96.1 35.3 0.0 2.7 7.7 0.0 1.1 0.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 558,686 : : Positions : : 323,912 485,724 171,929 17,974 11,335 16,186 8,329 35,324 0 0 0 : : : : Changes from: July 30, 2013 : : -21,586 -16,122 -4,704 -2,352 0 2,352 -5,464 -3,136 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 86.9 30.8 3.2 2.0 2.9 1.5 6.3 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 August 6, 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 29,655 : : Positions : : 22,295 22,742 319 3,057 3,025 3,482 0 150 0 0 0 : : : : Changes from: July 30, 2013 : : -1,685 -1,087 278 -578 745 -3 0 -212 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 76.7 1.1 10.3 10.2 11.7 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 82,348 : : Positions : : 54,206 58,243 7,934 0 20,208 0 0 0 0 3,897 0 : : : : Changes from: July 30, 2013 : : -3,920 -6,272 -3,920 0 0 0 0 0 0 -1,568 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 70.7 9.6 0.0 24.5 0.0 0.0 0.0 0.0 4.7 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 August 6, 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 21,936 : : Positions : : 12,335 20,359 5,229 321 790 724 188 0 2,409 0 44 : : : : Changes from: July 30, 2013 : : 511 -919 -1,279 299 -57 128 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 92.8 23.8 1.5 3.6 3.3 0.9 0.0 11.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 324,595 : : Positions : : 127,847 307,427 132,207 0 15,608 4,704 0 0 42,669 0 1,560 : : : : Changes from: July 30, 2013 : : -15,680 -23,912 -4,704 -784 392 0 0 0 -4,312 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 94.7 40.7 0.0 4.8 1.4 0.0 0.0 13.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 4 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 18,073 : : Positions : : 8,743 11,813 6,481 4,861 1,102 172 0 84 1,110 0 40 : : : : Changes from: July 30, 2013 : : -494 670 1,164 0 -276 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 65.4 35.9 26.9 6.1 1.0 0.0 0.5 6.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 21 4 . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 219,166 : : Positions : : 87,836 127,051 124,552 85,826 1,609 0 4,680 0 5,169 0 0 : : : : Changes from: July 30, 2013 : : -12,152 -15,680 -4,704 -3,136 0 0 0 0 -1,960 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 58.0 56.8 39.2 0.7 0.0 2.1 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 30,035 : : Positions : : 20,644 24,326 4,800 77 1,615 0 1,041 2,976 0 0 0 : : : : Changes from: July 30, 2013 : : -741 -1,740 -1,215 0 620 0 -216 54 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 81.0 16.0 0.3 5.4 0.0 3.5 9.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 184,765 : : Positions : : 162,684 112,821 1,609 53,056 18,888 1,584 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -29,286 -15,328 -328 -14,935 -4,633 -649 0 -328 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 61.1 0.9 28.7 10.2 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 753,092 : : Positions : : 672,857 614,985 39,040 18,832 41,195 0 78,080 0 0 0 0 : : : : Changes from: July 30, 2013 : : -23,168 -13,368 -3,920 -5,880 0 0 -7,840 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 81.7 5.2 2.5 5.5 0.0 10.4 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 August 6, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CK Open Interest is 237,245 : : Positions : : 209,235 209,185 16,450 8,000 11,560 0 8,500 0 0 0 0 : : : : Changes from: July 30, 2013 : : -10,250 -8,305 -2,750 -1,420 -120 0 -3,275 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 88.2 6.9 3.4 4.9 0.0 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 2,293 : : Positions : : 868 1,292 374 450 253 0 2 54 483 3 239 : : : : Changes from: July 30, 2013 : : -85 -168 -102 -78 -8 0 -1 2 -61 -2 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 56.3 16.3 19.6 11.0 0.0 0.1 2.3 21.0 0.1 10.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 122,220 : : Positions : : 88,920 117,250 30,330 2,000 2,970 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -10,220 -12,750 -530 2,000 -2,770 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 95.9 24.8 1.6 2.4 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 234,625 : : Positions : : 187,725 119,915 42,050 109,860 4,850 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -5,340 -6,050 1,100 1,810 -2,750 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 51.1 17.9 46.8 2.1 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 August 6, 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 809,803 : : Positions : : 644,605 394,915 163,198 412,888 2,000 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -1,696 -14,112 -7,448 4,968 -5,880 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 48.8 20.2 51.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 157,705 : : Positions : : 126,735 125,355 11,290 12,890 19,460 0 0 0 220 0 0 : : : : Changes from: July 30, 2013 : : 3,720 -1,690 1,100 6,290 -1,100 0 0 0 -220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 79.5 7.2 8.2 12.3 0.0 0.0 0.0 0.1 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 August 6, 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 OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV mwh : CFTC Code #0643D1 Open Interest is 557,069 : : Positions : : 444,039 425,849 40,887 59,077 72,143 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : 33,150 2,312 3,920 34,758 -3,920 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 76.4 7.3 10.6 13.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 218,775 : : Positions : : 200,240 181,500 1,100 24,080 13,195 0 0 0 4,240 0 0 : : : : Changes from: July 30, 2013 : : 31,990 24,400 -1,100 6,050 -5,500 0 0 0 -440 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 83.0 0.5 11.0 6.0 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 8 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 692,063 : : Positions : : 618,629 596,693 20,384 42,320 53,050 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : 126,511 122,591 -3,920 0 -1,960 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 86.2 2.9 6.1 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 1,074,083 : : Positions : :1,002,279 1,063,139 68,668 3,888 3,136 0 3,920 0 0 0 0 : : : : Changes from: July 30, 2013 : : -77,616 -81,928 -5,096 -784 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 99.0 6.4 0.4 0.3 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 291,390 : : Positions : : 275,970 289,250 13,280 0 2,140 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -37,400 -35,470 1,930 0 -2,290 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 99.3 4.6 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 7 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 6,509,363 : : Positions : :4,871,425 6,209,009 1,200,612 121,944 178,410 146,424 0 0 112,492 0 0 : : : : Changes from: July 30, 2013 : : -207,927 -123,996 104,363 -12,888 -40,673 -12,544 0 0 -20,776 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 95.4 18.4 1.9 2.7 2.2 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 29 4 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 2,163,490 : : Positions : :1,689,390 2,070,865 344,080 26,210 64,215 31,335 2,200 0 34,470 0 0 : : : : Changes from: July 30, 2013 : : -140,945 -131,020 3,620 -5,830 -11,860 -1,895 0 0 -930 -3,300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 95.7 15.9 1.2 3.0 1.4 0.1 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 34 5 . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 2,638,469 : : Positions : :1,602,235 1,481,775 184,688 297,905 169,143 0 168,326 42,375 556,293 395,210 83,735 : : : : Changes from: July 30, 2013 : : -40,402 21,804 13,616 -30,256 -18,590 0 -12,870 -1,320 1,117 -6,547 -11,518 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 56.2 7.0 11.3 6.4 0.0 6.4 1.6 21.1 15.0 3.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 32 4 6 8 0 4 . 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 5,288,507 : : Positions : :4,436,889 3,805,277 184,869 567,316 392,155 85,047 76,455 90,735 47,895 305,652 50,917 : : : : Changes from: July 30, 2013 : : -878 -42,182 -34,216 33,744 -2,352 392 -5,880 -2,744 3,136 -17,248 -3,136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 72.0 3.5 10.7 7.4 1.6 1.4 1.7 0.9 5.8 1.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 25 4 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 602,880 : : Positions : : 522,155 478,725 65,045 107,965 15,350 0 510 330 0 0 0 : : : : Changes from: July 30, 2013 : : -37,400 -41,750 -19,735 -15,715 -960 0 330 -330 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 79.4 10.8 17.9 2.5 0.0 0.1 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 2,067,198 : : Positions : :1,813,457 1,642,315 165,272 326,500 88,469 0 9,914 0 0 0 0 : : : : Changes from: July 30, 2013 : : -67,424 -77,661 -20,821 -5,880 5,141 0 -4,704 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 79.4 8.0 15.8 4.3 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 73,895 : : Positions : : 47,273 29,240 536 18,449 14,114 0 1,955 4,867 1,537 0 349 : : : : Changes from: July 30, 2013 : : -3,609 -1,313 88 -2,630 -3,183 0 82 -166 -370 0 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 39.6 0.7 25.0 19.1 0.0 2.6 6.6 2.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 24 . 5 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 11,313 : : Positions : : 5,193 7,130 403 1,319 1,662 2,446 0 608 56 0 106 : : : : Changes from: July 30, 2013 : : -411 -432 37 117 -183 70 0 -60 -14 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 63.0 3.6 11.7 14.7 21.6 0.0 5.4 0.5 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 4,947 : : Positions : : 4,267 2,012 0 1,253 11 0 848 0 0 0 0 : : : : Changes from: July 30, 2013 : : -347 -174 0 -47 0 0 -104 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 40.7 0.0 25.3 0.2 0.0 17.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 9 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 9,159 : : Positions : : 4,157 6,121 1,278 44 896 1,404 200 136 0 738 640 : : : : Changes from: July 30, 2013 : : -431 -503 0 44 -112 14 -40 -34 0 96 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 66.8 14.0 0.5 9.8 15.3 2.2 1.5 0.0 8.1 7.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 14,631 : : Positions : : 8,623 10,021 1,354 200 1,658 0 592 1,298 150 0 0 : : : : Changes from: July 30, 2013 : : -465 -833 -218 0 -16 0 34 -34 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 68.5 9.3 1.4 11.3 0.0 4.0 8.9 1.0 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 August 6, 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 34,658 : : Positions : : 26,205 30,801 5,651 955 2,459 0 443 0 343 0 0 : : : : Changes from: July 30, 2013 : : -3,549 1,717 2,970 -2,396 1,309 0 355 0 255 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 88.9 16.3 2.8 7.1 0.0 1.3 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 690,644 : : Positions : : 529,096 647,714 118,618 0 38,250 0 4,680 0 4,680 0 0 : : : : Changes from: July 30, 2013 : : -41,842 55,888 68,243 -29,487 13,465 0 4,680 0 4,680 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 93.8 17.2 0.0 5.5 0.0 0.7 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 18,290 : : Positions : : 14,210 5,179 1,609 463 703 0 0 0 1,662 11,583 0 : : : : Changes from: July 30, 2013 : : -3,200 -961 -44 -963 381 0 0 0 -396 -1,716 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 28.3 8.8 2.5 3.8 0.0 0.0 0.0 9.1 63.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 43,125 : : Positions : : 29,128 40,850 11,212 0 2,275 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -2,772 -3,850 -1,078 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 94.7 26.0 0.0 5.3 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 August 6, 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 644,676 : : Positions : : 526,644 577,909 108,672 57,407 9,360 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -43,120 -51,744 -9,016 -392 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 89.6 16.9 8.9 1.5 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 August 6, 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 68,563 : : Positions : : 38,799 43,551 11,488 20,256 2,206 6,860 530 1,275 7,680 639 0 : : : : Changes from: July 30, 2013 : : -89 -67 66 -308 -902 -550 -110 0 0 -66 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 63.5 16.8 29.5 3.2 10.0 0.8 1.9 11.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 15 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 1,501,616 : : Positions : : 982,694 831,235 132,714 239,981 73,149 0 301,500 0 307,278 49,970 5,781 : : : : Changes from: July 30, 2013 : : -26,949 -8,962 347 -11,368 -1,131 0 -7,840 0 -1,568 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 55.4 8.8 16.0 4.9 0.0 20.1 0.0 20.5 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 August 6, 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 21,767 : : Positions : : 14,055 15,295 7,228 3,235 0 0 2,162 0 0 188 484 : : : : Changes from: July 30, 2013 : : -1,694 -1,650 -396 -220 0 0 0 0 0 -176 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 70.3 33.2 14.9 0.0 0.0 9.9 0.0 0.0 0.9 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 42,483 : : Positions : : 29,176 31,004 11,354 0 1,827 0 9,652 0 126 0 0 : : : : Changes from: July 30, 2013 : : 208 9 -573 0 -132 0 -374 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 73.0 26.7 0.0 4.3 0.0 22.7 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 47,504 : : Positions : : 30,388 19,618 722 7,134 7,458 4,685 0 1,490 719 9,762 2,042 : : : : Changes from: July 30, 2013 : : 658 -1,426 -721 1,275 611 330 0 -330 22 440 -462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 41.3 1.5 15.0 15.7 9.9 0.0 3.1 1.5 20.5 4.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 34,494 : : Positions : : 25,966 27,292 4,495 1,575 1,895 0 0 0 0 1,849 1,606 : : : : Changes from: July 30, 2013 : : -885 -947 0 -26 -195 0 0 0 0 88 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 79.1 13.0 4.6 5.5 0.0 0.0 0.0 0.0 5.4 4.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 37,953 : : Positions : : 34,838 27,575 722 7,466 2,182 0 0 0 0 625 105 : : : : Changes from: July 30, 2013 : : -2,007 -1,606 -44 -137 -198 0 0 0 0 -330 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 72.7 1.9 19.7 5.7 0.0 0.0 0.0 0.0 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . 5 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 18,308 : : Positions : : 13,314 16,181 3,079 275 1,703 0 0 0 0 0 0 : : : : Changes from: July 30, 2013 : : -770 263 -308 -1,385 444 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 88.4 16.8 1.5 9.3 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 August 6, 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 376,037 : : Positions : : 213,598 320,526 107,158 29,655 0 15,211 0 23,480 14,214 0 2,376 : : : : Changes from: July 30, 2013 : : -20,384 -19,992 -5,488 -5,880 0 -1,176 0 0 1,176 0 -1,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 85.2 28.5 7.9 0.0 4.0 0.0 6.2 3.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 907,465 : : Positions : : 711,460 621,521 62,710 93,600 109,975 0 59,049 23,320 0 0 0 : : : : Changes from: July 30, 2013 : : -7,341 -7,053 -6,376 0 10,461 0 -6,664 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 68.5 6.9 10.3 12.1 0.0 6.5 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 August 6, 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 1,118,277 : : Positions : : 572,969 514,641 166,190 44,823 54,373 263,005 0 0 55,434 498,134 6,306 : : : : Changes from: July 30, 2013 : : -25,872 -48,928 -24,624 392 7,475 0 0 0 1,176 -784 -1,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 46.0 14.9 4.0 4.9 23.5 0.0 0.0 5.0 44.5 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 403,558 : : Positions : : 304,681 372,233 31,612 9,408 21,917 0 0 0 45,348 0 0 : : : : Changes from: July 30, 2013 : : -12,544 -14,504 -392 0 0 0 0 0 -1,568 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 92.2 7.8 2.3 5.4 0.0 0.0 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 481,572 : : Positions : : 346,498 278,286 19,446 53,715 115,628 0 0 0 0 33,943 0 : : : : Changes from: July 30, 2013 : : -19,600 -17,640 784 5,096 -7,840 0 0 0 0 -6,272 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 57.8 4.0 11.2 24.0 0.0 0.0 0.0 0.0 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 282,554 : : Positions : : 243,566 157,974 5,948 82,923 33,040 0 2,703 0 0 5,914 0 : : : : Changes from: July 30, 2013 : : -11,368 -9,016 -1,568 -1,176 0 0 0 0 0 -2,744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 55.9 2.1 29.3 11.7 0.0 1.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 6, 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 377,624 : : Positions : : 176,744 272,312 121,880 16,392 79,000 0 9,920 0 0 0 0 : : : : Changes from: July 30, 2013 : : -21,168 -10,584 7,448 -1,176 0 0 -1,960 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 72.1 32.3 4.3 20.9 0.0 2.6 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 August 6, 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 5,230 : : Positions : : 1,652 4,257 2,274 0 811 202 0 18 129 0 145 : : : : Changes from: July 30, 2013 : : -6 10 4 0 29 6 0 -0 5 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.6 81.4 43.5 0.0 15.5 3.9 0.0 0.3 2.5 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated August 9, 2013