Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 7,885 : : Positions : : 4,635 4,555 0 825 525 560 0 65 1,135 745 730 : : : : Changes from: August 20, 2013 : : -115 -420 0 -105 90 5 0 5 -175 240 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 57.8 0.0 10.5 6.7 7.1 0.0 0.8 14.4 9.4 9.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 11,776 : : Positions : : 7,680 8,184 795 0 600 0 1,335 300 1,185 255 1,005 : : : : Changes from: August 20, 2013 : : -644 -491 -56 0 0 0 180 -180 376 -28 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 69.5 6.8 0.0 5.1 0.0 11.3 2.5 10.1 2.2 8.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 75,231 : : Positions : : 19,320 27,406 5,771 5,383 1,700 381 5,170 9,271 23,347 10,914 14,412 : : : : Changes from: August 20, 2013 : : 158 308 -5 -265 75 381 -254 -187 -190 590 -331 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 36.4 7.7 7.2 2.3 0.5 6.9 12.3 31.0 14.5 19.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 12 11 . . 4 . . . 16 13 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 27,117 : : Positions : : 13,465 5,085 335 2,010 1,080 0 4,525 1,300 6,502 9,175 3,697 : : : : Changes from: August 20, 2013 : : 800 780 -205 300 60 0 -15 -60 324 -176 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 18.8 1.2 7.4 4.0 0.0 16.7 4.8 24.0 33.8 13.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 8 . . . 0 4 . 8 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 180,285 : : Positions : : 107,255 118,525 7,897 12,503 22,093 14,893 1,115 13,118 9,679 7,775 4,754 : : : : Changes from: August 20, 2013 : : 259 777 145 -660 295 -758 96 272 -39 4 -152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 65.7 4.4 6.9 12.3 8.3 0.6 7.3 5.4 4.3 2.6 : : : : Number of Traders in Each Category Total Traders: 83 : : 49 46 . 6 8 6 . 6 6 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 57,845 : : Positions : : 33,401 46,502 16,033 4,366 3,407 1,883 4 3,025 0 420 96 : : : : Changes from: August 20, 2013 : : -12 114 460 26 75 -278 1 512 0 5 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 80.4 27.7 7.5 5.9 3.3 0.0 5.2 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 489,638 : : Positions : : 379,019 394,646 57,903 57,280 31,970 12,628 0 5,430 2,376 0 312 : : : : Changes from: August 20, 2013 : : -11,082 -6,075 2,853 -2,466 -1,605 672 0 0 -984 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 80.6 11.8 11.7 6.5 2.6 0.0 1.1 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 1,734,738 : : Positions : :1,206,711 1,437,716 175,458 90,257 120,957 175,894 4,545 30,151 401 25,946 25,166 : : : : Changes from: August 20, 2013 : : 6,075 2,698 4,945 -1,418 4,872 -11,748 -2,008 1,575 0 0 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 82.9 10.1 5.2 7.0 10.1 0.3 1.7 0.0 1.5 1.5 : : : : Number of Traders in Each Category Total Traders: 66 : : 39 40 4 4 5 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 63,012 : : Positions : : 52,990 30,319 179 13,327 5,582 9 7,759 3,513 127 1,900 613 : : : : Changes from: August 20, 2013 : : -6,046 -3,241 0 -2,280 681 0 -532 -278 0 6 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 48.1 0.3 21.1 8.9 0.0 12.3 5.6 0.2 3.0 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 345,702 : : Positions : : 216,014 281,812 106,279 39,952 4,864 705 0 17,496 0 1,234 344 : : : : Changes from: August 20, 2013 : : 0 -19,288 -18,967 0 0 0 0 0 0 321 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 81.5 30.7 11.6 1.4 0.2 0.0 5.1 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 649,029 : : Positions : : 505,951 283,881 64,684 124,789 28,199 29,577 7,065 9,200 10,233 194,710 1,185 : : : : Changes from: August 20, 2013 : : 408 12,512 2,344 0 0 -1,600 -9,360 800 2,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 43.7 10.0 19.2 4.3 4.6 1.1 1.4 1.6 30.0 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 20 . 4 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 51,411 : : Positions : : 27,654 25,206 14,952 1,318 1,025 2,179 848 1,723 3,216 20,340 64 : : : : Changes from: August 20, 2013 : : -226 219 112 0 0 248 43 -167 44 -168 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 49.0 29.1 2.6 2.0 4.2 1.6 3.4 6.3 39.6 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 1,837,565 : : Positions : :1,641,365 798,960 188,360 0 0 0 0 0 7,840 1,038,605 0 : : : : Changes from: August 20, 2013 : : 16,000 16,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 43.5 10.3 0.0 0.0 0.0 0.0 0.0 0.4 56.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 648,900 : : Positions : : 568,250 280,750 80,650 0 0 0 0 0 0 368,150 0 : : : : Changes from: August 20, 2013 : : 17,800 9,400 0 0 0 0 0 0 0 8,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 43.3 12.4 0.0 0.0 0.0 0.0 0.0 0.0 56.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 904,440 : : Positions : : 720,680 771,640 183,760 128,880 0 0 0 0 0 3,920 0 : : : : Changes from: August 20, 2013 : : 20,000 20,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 85.3 20.3 14.2 0.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 298,432 : : Positions : : 229,640 253,072 49,024 35,928 5,088 12,744 1,976 776 0 432 1,160 : : : : Changes from: August 20, 2013 : : -16 -824 0 0 0 -808 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 84.8 16.4 12.0 1.7 4.3 0.7 0.3 0.0 0.1 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 27, 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 13,084 : : Positions : : 9,544 8,704 804 2,627 698 1,544 40 406 0 609 0 : : : : Changes from: August 20, 2013 : : -166 -229 -40 0 40 60 -20 -40 -60 43 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 66.5 6.1 20.1 5.3 11.8 0.3 3.1 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 5MWh : CFTC Code #0643A8 Open Interest is 1,121,751 : : Positions : :1,006,781 825,671 15,860 177,950 67,410 0 19,020 31,700 0 0 0 : : : : Changes from: August 20, 2013 : : -44,000 -36,000 0 0 0 0 -8,000 8,000 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 73.6 1.4 15.9 6.0 0.0 1.7 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 328,975 : : Positions : : 284,120 265,625 42,855 61,350 2,000 0 0 0 0 0 0 : : : : Changes from: August 20, 2013 : : 6,500 4,500 0 2,000 2,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 80.7 13.0 18.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 217,640 : : Positions : : 178,600 151,395 0 27,155 37,440 0 50 1,600 0 0 0 : : : : Changes from: August 20, 2013 : : 1,575 2,075 0 -500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 69.6 0.0 12.5 17.2 0.0 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 21 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 23,875 : : Positions : : 15,899 13,835 3,945 6,054 1,137 957 0 148 0 1,084 42 : : : : Changes from: August 20, 2013 : : 170 127 0 22 -20 -103 0 -1 0 -84 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 57.9 16.5 25.4 4.8 4.0 0.0 0.6 0.0 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 2,062,701 : : Positions : :1,603,602 1,581,643 160,346 125,553 64,477 73,589 69,195 160,687 0 61,146 0 : : : : Changes from: August 20, 2013 : : 50,056 126,088 47,000 -9,392 9,392 21,520 0 2,000 0 1,880 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 76.7 7.8 6.1 3.1 3.6 3.4 7.8 0.0 3.0 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 27, 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 683,519 : : Positions : : 525,034 483,618 106,850 31,765 40,165 0 72,940 11,470 0 43,561 0 : : : : Changes from: August 20, 2013 : : 10,410 23,120 14,225 -2,540 2,540 0 3,635 -3,635 0 420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 70.8 15.6 4.6 5.9 0.0 10.7 1.7 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 22 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWH : CFTC Code #0643BC Open Interest is 1,184,852 : : Positions : : 984,482 1,138,052 153,570 0 46,800 0 0 0 0 0 0 : : : : Changes from: August 20, 2013 : : 12,400 12,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 96.1 13.0 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 377,945 : : Positions : : 300,495 348,015 55,250 11,930 18,000 4,200 0 0 0 0 0 : : : : Changes from: August 20, 2013 : : 5,200 5,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 92.1 14.6 3.2 4.8 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 617,383 : : Positions : : 384,779 519,747 72,146 16,943 28,076 103,551 4,244 27,263 0 19,542 1,568 : : : : Changes from: August 20, 2013 : : 11,283 9,953 5,808 0 0 -5,513 0 4,982 0 1,625 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 84.2 11.7 2.7 4.5 16.8 0.7 4.4 0.0 3.2 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 27 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 42,879 : : Positions : : 27,891 32,278 5,594 3,344 1,113 6,800 3,144 1,015 0 1,650 189 : : : : Changes from: August 20, 2013 : : -61 905 401 -20 -40 547 0 25 0 1 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 75.3 13.0 7.8 2.6 15.9 7.3 2.4 0.0 3.8 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 27 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 22,232 : : Positions : : 9,801 21,710 9,369 0 77 2,835 0 77 0 295 25 : : : : Changes from: August 20, 2013 : : 130 305 250 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 97.7 42.1 0.0 0.3 12.8 0.0 0.3 0.0 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 174,897 : : Positions : : 91,363 167,720 53,671 0 6,553 21,420 0 624 1,266 0 0 : : : : Changes from: August 20, 2013 : : -2,016 -63 -2,415 0 1,023 2,688 0 -672 0 -1,680 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 95.9 30.7 0.0 3.7 12.2 0.0 0.4 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 622,327 : : Positions : : 341,321 554,005 236,945 17,974 1,967 6,826 13,113 35,268 0 0 0 : : : : Changes from: August 20, 2013 : : 10,512 1,152 0 0 0 -9,360 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 89.0 38.1 2.9 0.3 1.1 2.1 5.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 31,794 : : Positions : : 24,654 25,199 354 2,843 3,176 3,392 0 173 0 0 0 : : : : Changes from: August 20, 2013 : : 85 321 0 0 0 236 0 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 79.3 1.1 8.9 10.0 10.7 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 20 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 7,269 : : Positions : : 4,190 4,805 1,059 588 770 0 0 0 0 702 21 : : : : Changes from: August 20, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 66.1 14.6 8.1 10.6 0.0 0.0 0.0 0.0 9.7 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 87,916 : : Positions : : 61,731 62,193 9,361 5,002 16,824 0 0 0 0 3,897 0 : : : : Changes from: August 20, 2013 : : 5,925 0 -923 5,002 -3,384 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 70.7 10.6 5.7 19.1 0.0 0.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 20,920 : : Positions : : 11,314 19,271 4,870 547 680 786 144 0 2,759 0 44 : : : : Changes from: August 20, 2013 : : -296 -1 -255 44 22 0 0 0 510 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 92.1 23.3 2.6 3.3 3.8 0.7 0.0 13.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 322,290 : : Positions : : 125,527 305,122 129,838 0 15,608 4,704 0 0 45,053 0 1,560 : : : : Changes from: August 20, 2013 : : 2,786 3,986 -1,184 0 0 0 0 0 2,384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 94.7 40.3 0.0 4.8 1.5 0.0 0.0 14.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 4 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 16,812 : : Positions : : 8,012 10,779 6,297 4,404 865 0 320 256 896 0 81 : : : : Changes from: August 20, 2013 : : -55 106 253 -256 -149 -46 198 46 -104 0 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 64.1 37.5 26.2 5.1 0.0 1.9 1.5 5.3 0.0 0.5 : : : : 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 27, 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 226,267 : : Positions : : 89,452 133,457 130,846 87,330 800 0 4,680 0 5,169 0 0 : : : : Changes from: August 20, 2013 : : 1,986 4,404 4,339 1,921 -1,185 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 59.0 57.8 38.6 0.4 0.0 2.1 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 29,621 : : Positions : : 20,950 24,075 4,345 77 1,403 0 1,143 2,923 0 0 0 : : : : Changes from: August 20, 2013 : : -160 -536 -349 0 -289 0 27 -27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 81.3 14.7 0.3 4.7 0.0 3.9 9.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 177,628 : : Positions : : 155,582 115,266 1,609 43,509 18,853 1,584 0 0 0 0 0 : : : : Changes from: August 20, 2013 : : -8,704 1,821 0 -10,525 943 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 64.9 0.9 24.5 10.6 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 784,200 : : Positions : : 680,565 599,293 62,440 65,632 41,195 0 78,080 0 0 0 0 : : : : Changes from: August 20, 2013 : : -9,635 13,765 23,400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 76.4 8.0 8.4 5.3 0.0 10.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 243,620 : : Positions : : 209,235 203,860 22,825 19,700 11,560 0 8,500 0 0 0 0 : : : : Changes from: August 20, 2013 : : -2,120 5,305 6,375 -1,050 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 83.7 9.4 8.1 4.7 0.0 3.5 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 27, 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 126,270 : : Positions : : 93,120 123,500 31,380 0 1,770 0 1,000 0 0 0 0 : : : : Changes from: August 20, 2013 : : 4,200 6,250 1,050 -2,000 -1,200 0 1,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 97.8 24.9 0.0 1.4 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 229,325 : : Positions : : 182,425 114,615 42,050 109,860 4,850 0 0 0 0 0 0 : : : : Changes from: August 20, 2013 : : 1,050 1,050 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 50.0 18.3 47.9 2.1 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 786,323 : : Positions : : 621,125 371,435 163,198 412,888 2,000 0 0 0 0 0 0 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 47.2 20.8 52.5 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 163,115 : : Positions : : 132,145 130,765 11,290 12,890 19,460 0 0 0 220 0 0 : : : : Changes from: August 20, 2013 : : 1,600 1,600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 80.2 6.9 7.9 11.9 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 566,429 : : Positions : : 453,399 435,209 40,887 59,077 72,143 0 0 0 0 0 0 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 76.8 7.2 10.4 12.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 221,875 : : Positions : : 203,340 183,600 1,100 25,080 13,195 0 0 0 4,240 0 0 : : : : Changes from: August 20, 2013 : : 1,000 0 0 1,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 82.7 0.5 11.3 5.9 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 8 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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: August 20, 2013 : : 0 0 0 0 0 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 27, 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 1,134,923 : : Positions : :1,063,119 1,123,979 68,668 3,888 3,136 0 3,920 0 0 0 0 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 99.0 6.1 0.3 0.3 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 309,235 : : Positions : : 293,815 305,825 12,010 0 3,410 0 0 0 0 0 0 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 98.9 3.9 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 8 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 6,964,872 : : Positions : :5,378,148 6,609,257 1,021,986 49,793 305,822 146,424 0 0 112,492 0 0 : : : : Changes from: August 20, 2013 : : 323,315 225,685 -115,405 -17,775 62,900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 94.9 14.7 0.7 4.4 2.1 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 32 31 5 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 2,313,565 : : Positions : :1,858,720 2,186,015 282,005 7,840 106,510 30,185 13,200 0 36,145 0 0 : : : : Changes from: August 20, 2013 : : 88,575 46,000 -37,875 -3,300 19,250 1,000 9,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 94.5 12.2 0.3 4.6 1.3 0.6 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 35 33 5 . 6 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 2,797,428 : : Positions : :1,684,194 1,639,799 249,644 286,582 182,721 0 168,326 42,375 568,543 407,675 69,950 : : : : Changes from: August 20, 2013 : : -12,143 -1,162 1,032 -16,494 6,906 0 0 0 -6,575 -30 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 58.6 8.9 10.2 6.5 0.0 6.0 1.5 20.3 14.6 2.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 34 5 5 8 0 4 . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 5,636,717 : : Positions : :4,823,005 4,186,294 156,346 523,132 367,028 61,527 99,775 114,255 75,975 305,652 38,581 : : : : Changes from: August 20, 2013 : : 150,352 73,328 -26,893 24,611 -24,611 -23,520 0 23,520 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 74.3 2.8 9.3 6.5 1.1 1.8 2.0 1.3 5.4 0.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 25 . 5 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 606,605 : : Positions : : 525,880 482,450 65,045 107,965 15,350 0 510 330 0 0 0 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 79.5 10.7 17.8 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 27, 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 2,096,118 : : Positions : :1,842,377 1,667,155 161,192 326,500 92,549 0 9,914 0 0 0 0 : : : : Changes from: August 20, 2013 : : 7,440 7,440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 79.5 7.7 15.6 4.4 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 27, 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 72,920 : : Positions : : 47,050 28,781 481 18,410 13,797 0 2,336 4,368 1,519 0 339 : : : : Changes from: August 20, 2013 : : 125 -48 -3 124 -80 0 191 -20 -11 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 39.5 0.7 25.2 18.9 0.0 3.2 6.0 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 27, 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 11,309 : : Positions : : 5,212 7,135 418 1,325 1,647 2,422 0 608 56 0 106 : : : : Changes from: August 20, 2013 : : 1 50 0 -8 -1 41 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 63.1 3.7 11.7 14.6 21.4 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 27, 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 4,948 : : Positions : : 4,267 2,012 0 1,253 11 0 848 0 0 0 0 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 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 27, 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: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 27, 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 : : 8,612 10,071 1,354 150 1,658 0 592 1,298 150 0 0 : : : : Changes from: August 20, 2013 : : -11 50 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 68.8 9.3 1.0 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 27, 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 34,958 : : Positions : : 26,505 31,101 5,651 955 2,459 0 443 0 343 0 0 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 89.0 16.2 2.7 7.0 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 27, 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 693,844 : : Positions : : 532,296 650,914 118,618 0 38,250 0 4,680 0 4,680 0 0 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 93.8 17.1 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 27, 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 19,725 : : Positions : : 15,585 6,454 1,609 463 703 0 0 0 1,722 11,743 0 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 32.7 8.2 2.3 3.6 0.0 0.0 0.0 8.7 59.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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: August 20, 2013 : : 0 0 0 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 27, 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: August 20, 2013 : : 0 0 0 0 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 27, 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 70,048 : : Positions : : 40,284 43,761 11,488 20,256 2,206 5,585 530 2,550 7,680 639 0 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 62.5 16.4 28.9 3.1 8.0 0.8 3.6 11.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 16 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,534,571 : : Positions : :1,015,649 864,190 132,714 239,981 73,149 0 301,500 0 307,278 49,970 5,781 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 56.3 8.6 15.6 4.8 0.0 19.6 0.0 20.0 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 20 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 22,179 : : Positions : : 14,467 15,507 7,228 3,235 0 0 2,362 0 0 188 484 : : : : Changes from: August 20, 2013 : : 200 0 0 0 0 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 69.9 32.6 14.6 0.0 0.0 10.6 0.0 0.0 0.8 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 27, 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 47,883 : : Positions : : 33,301 36,404 12,629 0 1,827 0 9,652 0 126 0 0 : : : : Changes from: August 20, 2013 : : 0 1,275 1,275 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 76.0 26.4 0.0 3.8 0.0 20.2 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 48,664 : : Positions : : 30,153 20,548 512 7,134 7,668 5,960 0 1,490 659 9,602 2,222 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 42.2 1.1 14.7 15.8 12.2 0.0 3.1 1.4 19.7 4.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 37,714 : : Positions : : 28,926 30,557 5,057 2,087 1,593 0 0 0 0 1,849 1,606 : : : : Changes from: August 20, 2013 : : 1,871 1,154 -205 512 -302 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 81.0 13.4 5.5 4.2 0.0 0.0 0.0 0.0 4.9 4.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 42,345 : : Positions : : 39,130 30,060 722 9,258 2,182 0 15 100 0 625 105 : : : : Changes from: August 20, 2013 : : 2,470 678 0 1,792 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 71.0 1.7 21.9 5.2 0.0 0.0 0.2 0.0 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 . 5 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 18,463 : : Positions : : 13,533 16,336 3,015 275 1,703 0 0 0 0 0 0 : : : : Changes from: August 20, 2013 : : 115 115 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 88.5 16.3 1.5 9.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 27, 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 920,366 : : Positions : : 724,361 634,422 62,710 93,600 109,975 0 59,049 23,320 0 0 0 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 68.9 6.8 10.2 11.9 0.0 6.4 2.5 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 27, 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 1,141,597 : : Positions : : 596,289 514,641 166,190 44,823 54,373 263,005 0 0 55,434 521,454 6,306 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 45.1 14.6 3.9 4.8 23.0 0.0 0.0 4.9 45.7 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 27, 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 502,741 : : Positions : : 391,041 409,271 33,770 32,808 32,582 0 0 0 45,348 28,080 0 : : : : Changes from: August 20, 2013 : : 10,235 4,310 -5,925 0 4,740 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 81.4 6.7 6.5 6.5 0.0 0.0 0.0 9.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 490,237 : : Positions : : 352,808 286,951 19,446 51,360 117,983 0 0 0 0 33,943 0 : : : : Changes from: August 20, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 58.5 4.0 10.5 24.1 0.0 0.0 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A85 Open Interest is 295,959 : : Positions : : 254,601 163,454 8,318 90,848 33,040 0 2,703 0 0 5,914 0 : : : : Changes from: August 20, 2013 : : 4,680 4,680 5,925 5,925 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 55.2 2.8 30.7 11.2 0.0 0.9 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 427,240 : : Positions : : 179,520 321,928 168,720 16,392 79,000 0 9,920 0 0 0 0 : : : : Changes from: August 20, 2013 : : 2,000 25,320 23,320 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 75.4 39.5 3.8 18.5 0.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 27, 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 5,050 : : Positions : : 1,643 4,158 2,212 0 747 183 0 17 120 0 128 : : : : Changes from: August 20, 2013 : : 35 24 -11 0 -8 -3 0 -0 3 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 82.3 43.8 0.0 14.8 3.6 0.0 0.3 2.4 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated August 30, 2013