Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 7,390 : : Positions : : 4,415 4,300 0 660 450 610 0 65 855 515 685 : : : : Changes from: August 27, 2013 : : -220 -255 0 -165 -75 50 0 0 -280 -230 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 58.2 0.0 8.9 6.1 8.3 0.0 0.9 11.6 7.0 9.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 75,307 : : Positions : : 19,532 28,188 4,996 5,593 1,775 1,096 5,220 9,377 24,592 10,974 13,480 : : : : Changes from: August 27, 2013 : : 212 782 -775 210 75 715 50 106 1,245 60 -932 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 37.4 6.6 7.4 2.4 1.5 6.9 12.5 32.7 14.6 17.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 12 12 . . 4 . . 4 17 14 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 28,059 : : Positions : : 14,455 5,375 355 1,945 1,135 0 5,035 1,390 6,798 9,666 3,328 : : : : Changes from: August 27, 2013 : : 990 290 20 -65 55 0 510 90 296 491 -369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 19.2 1.3 6.9 4.0 0.0 17.9 5.0 24.2 34.4 11.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 8 7 . . . 0 4 . 10 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 178,585 : : Positions : : 107,397 117,837 7,284 11,333 22,177 13,705 551 13,074 9,477 8,249 4,895 : : : : Changes from: August 27, 2013 : : 142 -688 -613 -1,169 84 -1,188 -564 -44 -201 473 141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 66.0 4.1 6.3 12.4 7.7 0.3 7.3 5.3 4.6 2.7 : : : : Number of Traders in Each Category Total Traders: 82 : : 49 45 . 6 8 5 . 6 5 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 57,084 : : Positions : : 32,317 46,355 16,986 4,546 3,158 1,614 4 2,765 0 11 220 : : : : Changes from: August 27, 2013 : : -1,084 -147 953 180 -249 -269 0 -260 0 -409 124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 81.2 29.8 8.0 5.5 2.8 0.0 4.8 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 463,711 : : Positions : : 334,742 377,081 65,322 50,218 30,941 25,860 0 4,494 1,375 0 977 : : : : Changes from: August 27, 2013 : : -44,277 -17,565 7,419 -7,062 -1,029 13,232 0 -936 -1,001 0 665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 81.3 14.1 10.8 6.7 5.6 0.0 1.0 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 20 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 1,742,932 : : Positions : :1,226,302 1,455,244 177,183 84,412 122,436 165,173 3,057 30,151 401 26,346 21,286 : : : : Changes from: August 27, 2013 : : 19,591 17,528 1,725 -5,845 1,479 -10,721 -1,488 0 0 400 -3,880 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 83.5 10.2 4.8 7.0 9.5 0.2 1.7 0.0 1.5 1.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 36 40 4 4 5 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 62,794 : : Positions : : 52,063 30,867 179 13,120 5,646 9 6,398 4,228 127 1,993 518 : : : : Changes from: August 27, 2013 : : -927 548 0 -207 64 0 -1,361 715 0 93 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 49.2 0.3 20.9 9.0 0.0 10.2 6.7 0.2 3.2 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 339,953 : : Positions : : 220,516 276,414 96,388 39,952 4,192 1,338 0 17,175 0 1,876 344 : : : : Changes from: August 27, 2013 : : 4,502 -5,398 -9,891 0 -672 633 0 -321 0 642 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 81.3 28.4 11.8 1.2 0.4 0.0 5.1 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 647,404 : : Positions : : 507,831 299,857 69,364 124,789 25,038 28,833 7,065 9,200 5,953 180,270 1,185 : : : : Changes from: August 27, 2013 : : 1,880 15,976 4,680 0 -3,161 -744 0 0 -4,280 -14,440 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 46.3 10.7 19.3 3.9 4.5 1.1 1.4 0.9 27.8 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 September 3, 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 51,864 : : Positions : : 29,204 26,848 13,750 1,318 1,186 2,060 595 1,763 3,216 19,226 64 : : : : Changes from: August 27, 2013 : : 1,550 1,642 -1,202 0 161 -119 -253 40 0 -1,114 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 51.8 26.5 2.5 2.3 4.0 1.1 3.4 6.2 37.1 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 21 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 1,857,565 : : Positions : :1,661,365 810,960 188,360 0 0 0 0 0 7,840 1,046,605 0 : : : : Changes from: August 27, 2013 : : 20,000 12,000 0 0 0 0 0 0 0 8,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 43.7 10.1 0.0 0.0 0.0 0.0 0.0 0.4 56.3 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 September 3, 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 651,050 : : Positions : : 570,400 282,900 80,650 0 0 0 0 0 0 368,150 0 : : : : Changes from: August 27, 2013 : : 2,150 2,150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 43.5 12.4 0.0 0.0 0.0 0.0 0.0 0.0 56.5 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 September 3, 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 926,440 : : Positions : : 742,680 793,640 183,760 128,880 0 0 0 0 0 3,920 0 : : : : Changes from: August 27, 2013 : : 22,000 22,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 85.7 19.8 13.9 0.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 297,624 : : Positions : : 229,240 252,264 49,024 35,928 5,088 12,336 1,976 776 0 432 1,160 : : : : Changes from: August 27, 2013 : : -400 -808 0 0 0 -408 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 84.8 16.5 12.1 1.7 4.1 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 September 3, 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 13,224 : : Positions : : 9,684 8,804 804 2,627 698 1,544 80 406 0 609 0 : : : : Changes from: August 27, 2013 : : 140 100 0 0 0 0 40 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 66.6 6.1 19.9 5.3 11.7 0.6 3.1 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 19 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 : :1,010,781 825,671 15,860 177,950 67,410 0 23,020 27,700 0 0 0 : : : : Changes from: August 27, 2013 : : 4,000 0 0 0 0 0 4,000 -4,000 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 73.6 1.4 15.9 6.0 0.0 2.1 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 327,975 : : Positions : : 283,120 264,625 42,855 61,350 2,000 0 0 0 0 0 0 : : : : Changes from: August 27, 2013 : : -1,000 -1,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 80.7 13.1 18.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 218,140 : : Positions : : 178,600 151,395 0 27,155 37,940 0 50 1,600 0 0 0 : : : : Changes from: August 27, 2013 : : 0 0 0 0 500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 69.4 0.0 12.4 17.4 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 September 3, 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 23,867 : : Positions : : 15,961 13,710 3,865 6,071 1,217 888 0 148 0 1,084 42 : : : : Changes from: August 27, 2013 : : 61 -125 -80 17 80 -69 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 57.4 16.2 25.4 5.1 3.7 0.0 0.6 0.0 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 2,233,568 : : Positions : :1,672,530 1,751,310 188,770 55,593 134,437 77,144 69,195 160,687 0 62,346 0 : : : : Changes from: August 27, 2013 : : 68,928 169,667 28,424 -69,960 69,960 3,555 0 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 78.4 8.5 2.5 6.0 3.5 3.1 7.2 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 23 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 728,423 : : Positions : : 544,133 529,802 129,565 26,765 43,255 0 72,940 11,470 0 44,191 0 : : : : Changes from: August 27, 2013 : : 19,099 46,184 22,715 -5,000 3,090 0 0 0 0 630 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 72.7 17.8 3.7 5.9 0.0 10.0 1.6 0.0 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 23 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 27, 2013 : : 0 0 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 September 3, 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 27, 2013 : : 0 0 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 September 3, 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 633,032 : : Positions : : 383,651 538,108 82,314 16,943 28,076 105,480 4,244 26,519 0 12,150 6,992 : : : : Changes from: August 27, 2013 : : -1,128 18,361 10,168 0 0 1,929 0 -744 0 -7,392 5,424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 85.0 13.0 2.7 4.4 16.7 0.7 4.2 0.0 1.9 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 27 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 43,045 : : Positions : : 27,518 33,248 5,580 2,572 1,289 6,778 3,144 1,015 0 1,042 568 : : : : Changes from: August 27, 2013 : : -373 969 -15 -772 176 -22 0 0 0 -608 379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 77.2 13.0 6.0 3.0 15.7 7.3 2.4 0.0 2.4 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 27 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 23,058 : : Positions : : 10,027 22,604 9,761 0 77 3,091 0 77 0 275 25 : : : : Changes from: August 27, 2013 : : 226 894 392 0 0 256 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 98.0 42.3 0.0 0.3 13.4 0.0 0.3 0.0 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 176,517 : : Positions : : 89,332 168,668 52,999 0 7,225 24,108 0 624 2,229 0 0 : : : : Changes from: August 27, 2013 : : -2,031 948 -672 0 672 2,688 0 0 963 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 95.6 30.0 0.0 4.1 13.7 0.0 0.4 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 27, 2013 : : 0 0 0 0 0 0 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 September 3, 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 31,750 : : Positions : : 24,654 25,155 354 2,843 3,176 3,348 0 173 0 0 0 : : : : Changes from: August 27, 2013 : : 0 -44 0 0 0 -44 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 79.2 1.1 9.0 10.0 10.5 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 September 3, 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 27, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 September 3, 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 88,660 : : Positions : : 62,475 63,681 9,361 5,002 16,824 0 0 0 0 3,153 0 : : : : Changes from: August 27, 2013 : : 744 1,488 0 0 0 0 0 0 0 -744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 71.8 10.6 5.6 19.0 0.0 0.0 0.0 0.0 3.6 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 September 3, 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 20,918 : : Positions : : 11,354 19,056 4,870 547 680 786 144 0 2,759 0 44 : : : : Changes from: August 27, 2013 : : 40 -215 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 91.1 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 September 3, 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 321,546 : : Positions : : 120,079 304,378 134,542 0 15,608 4,704 0 0 45,053 0 1,560 : : : : Changes from: August 27, 2013 : : -5,448 -744 4,704 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 94.7 41.8 0.0 4.9 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 September 3, 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 16,874 : : Positions : : 8,138 10,799 6,468 4,404 907 0 320 256 896 0 81 : : : : Changes from: August 27, 2013 : : 126 20 171 0 42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 64.0 38.3 26.1 5.4 0.0 1.9 1.5 5.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 4 . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 221,987 : : Positions : : 90,652 134,657 126,166 87,330 0 0 0 0 5,169 0 0 : : : : Changes from: August 27, 2013 : : 1,200 1,200 -4,680 0 -800 0 -4,680 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 60.7 56.8 39.3 0.0 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 4 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 27,707 : : Positions : : 19,249 21,625 4,347 185 1,218 0 1,810 2,869 0 0 0 : : : : Changes from: August 27, 2013 : : -1,701 -2,450 2 108 -185 0 667 -54 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 78.0 15.7 0.7 4.4 0.0 6.5 10.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 164,739 : : Positions : : 145,206 104,922 1,297 40,909 18,236 0 672 0 0 0 0 : : : : Changes from: August 27, 2013 : : -10,376 -10,344 -312 -2,600 -617 -1,584 672 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 63.7 0.8 24.8 11.1 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 27, 2013 : : 0 0 0 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 September 3, 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 27, 2013 : : 0 0 0 0 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 September 3, 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 137,325 : : Positions : : 107,200 126,930 26,050 5,320 4,075 0 1,000 0 0 0 0 : : : : Changes from: August 27, 2013 : : 14,080 3,430 -5,330 5,320 2,305 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 92.4 19.0 3.9 3.0 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 235,700 : : Positions : : 188,800 120,990 42,050 109,860 4,850 0 0 0 0 0 0 : : : : Changes from: August 27, 2013 : : 6,375 6,375 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 51.3 17.8 46.6 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 September 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 Mwh : CFTC Code #0643CV Open Interest is 809,723 : : Positions : : 644,525 394,835 163,198 412,888 2,000 0 0 0 0 0 0 : : : : Changes from: August 27, 2013 : : 23,400 23,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 48.8 20.2 51.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 27, 2013 : : 0 0 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 September 3, 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 27, 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 September 3, 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 222,375 : : Positions : : 203,340 184,600 1,600 24,580 13,195 0 0 0 4,240 0 0 : : : : Changes from: August 27, 2013 : : 0 1,000 500 -500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 83.0 0.7 11.1 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 September 3, 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 27, 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 September 3, 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 27, 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 September 3, 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 : : 294,315 305,825 11,510 0 3,410 0 0 0 0 0 0 : : : : Changes from: August 27, 2013 : : 500 0 -500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 98.9 3.7 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 September 3, 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 7,109,928 : : Positions : :5,491,129 6,747,588 1,076,531 43,868 317,672 146,424 0 0 77,372 0 800 : : : : Changes from: August 27, 2013 : : 112,981 138,331 54,545 -5,925 11,850 0 0 0 -35,120 0 800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 94.9 15.1 0.6 4.5 2.1 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 33 5 . 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 2,363,780 : : Positions : :1,892,695 2,246,115 307,805 15 106,050 30,185 11,200 0 26,645 0 400 : : : : Changes from: August 27, 2013 : : 33,975 60,100 25,800 -7,825 -460 0 -2,000 0 -9,500 0 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 95.0 13.0 0.0 4.5 1.3 0.5 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 33 6 . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 2,820,830 : : Positions : :1,709,840 1,652,100 254,593 298,711 180,888 0 168,326 42,375 568,603 413,899 64,531 : : : : Changes from: August 27, 2013 : : 25,646 12,301 4,949 12,129 -1,834 0 0 0 60 6,225 -5,420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 58.6 9.0 10.6 6.4 0.0 6.0 1.5 20.2 14.7 2.3 : : : : 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 September 3, 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 5,726,717 : : Positions : :4,920,930 4,278,294 156,346 577,977 359,103 61,527 99,775 114,255 75,975 258,732 38,581 : : : : Changes from: August 27, 2013 : : 97,925 92,000 0 54,845 -7,925 0 0 0 0 -46,920 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 74.7 2.7 10.1 6.3 1.1 1.7 2.0 1.3 4.5 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 September 3, 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 617,175 : : Positions : : 536,450 482,345 65,045 118,640 15,350 0 510 330 0 0 0 : : : : Changes from: August 27, 2013 : : 10,570 -105 0 10,675 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 78.2 10.5 19.2 2.5 0.0 0.1 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 2,165,191 : : Positions : :1,908,250 1,719,198 165,192 344,330 91,749 0 9,914 0 0 0 0 : : : : Changes from: August 27, 2013 : : 65,873 52,043 4,000 17,830 -800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 79.4 7.6 15.9 4.2 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 66,712 : : Positions : : 44,242 25,123 299 19,224 12,093 0 1,971 3,434 1,303 0 444 : : : : Changes from: August 27, 2013 : : -2,808 -3,658 -182 815 -1,704 0 -365 -934 -216 0 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 37.7 0.4 28.8 18.1 0.0 3.0 5.1 2.0 0.0 0.7 : : : : 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 September 3, 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 9,927 : : Positions : : 4,868 6,450 519 1,205 1,314 2,032 0 528 162 0 0 : : : : Changes from: August 27, 2013 : : -344 -685 101 -120 -334 -390 0 -80 106 0 -106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 65.0 5.2 12.1 13.2 20.5 0.0 5.3 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 8,598 : : Positions : : 3,786 5,772 1,296 106 766 1,418 160 102 0 714 544 : : : : Changes from: August 27, 2013 : : -371 -349 18 62 -130 14 -40 -34 0 -24 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 67.1 15.1 1.2 8.9 16.5 1.9 1.2 0.0 8.3 6.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 13,777 : : Positions : : 8,162 9,031 1,136 150 1,642 0 626 1,264 120 0 0 : : : : Changes from: August 27, 2013 : : -450 -1,040 -218 0 -16 0 34 -34 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 65.6 8.2 1.1 11.9 0.0 4.5 9.2 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 30,856 : : Positions : : 22,090 27,537 6,025 989 1,975 0 355 0 0 0 0 : : : : Changes from: August 27, 2013 : : -4,415 -3,564 374 34 -484 0 -88 0 -343 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 89.2 19.5 3.2 6.4 0.0 1.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 640,140 : : Positions : : 478,592 604,658 126,066 0 30,802 0 4,680 0 4,680 0 0 : : : : Changes from: August 27, 2013 : : -53,704 -46,256 7,448 0 -7,448 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 94.5 19.7 0.0 4.8 0.0 0.7 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 17,151 : : Positions : : 13,473 5,816 1,565 265 703 0 0 0 1,326 10,027 0 : : : : Changes from: August 27, 2013 : : -2,112 -638 -44 -198 0 0 0 0 -396 -1,716 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 33.9 9.1 1.5 4.1 0.0 0.0 0.0 7.7 58.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 40,189 : : Positions : : 27,270 37,660 10,134 0 2,275 0 0 0 0 0 0 : : : : Changes from: August 27, 2013 : : -1,858 -3,190 -1,078 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 93.7 25.2 0.0 5.7 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 September 3, 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 597,236 : : Positions : : 488,220 530,861 99,656 57,015 9,360 0 0 0 0 0 0 : : : : Changes from: August 27, 2013 : : -38,424 -47,048 -9,016 -392 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 88.9 16.7 9.5 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 67,181 : : Positions : : 38,738 40,367 11,554 20,058 1,854 4,550 420 2,550 7,680 1,593 255 : : : : Changes from: August 27, 2013 : : -1,546 -3,394 66 -198 -352 -1,035 -110 0 0 954 255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 60.1 17.2 29.9 2.8 6.8 0.6 3.8 11.4 2.4 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 1,477,339 : : Positions : : 937,369 833,222 138,986 228,613 66,093 0 293,660 0 329,110 49,970 5,781 : : : : Changes from: August 27, 2013 : : -78,280 -30,968 6,272 -11,368 -7,056 0 -7,840 0 21,832 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 56.4 9.4 15.5 4.5 0.0 19.9 0.0 22.3 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 19 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 20,165 : : Positions : : 12,649 13,857 7,232 1,715 200 0 3,362 0 0 672 0 : : : : Changes from: August 27, 2013 : : -1,818 -1,650 4 -1,520 200 0 1,000 0 0 484 -484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 68.7 35.9 8.5 1.0 0.0 16.7 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 45,771 : : Positions : : 31,365 34,798 12,585 0 1,695 0 9,278 0 126 0 0 : : : : Changes from: August 27, 2013 : : -1,936 -1,606 -44 0 -132 0 -374 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 76.0 27.5 0.0 3.7 0.0 20.3 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 15 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 47,698 : : Positions : : 29,031 20,657 556 7,134 7,624 5,015 0 2,435 681 7,492 2,356 : : : : Changes from: August 27, 2013 : : -1,122 109 44 0 -44 -945 0 945 22 -2,110 134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 43.3 1.2 15.0 16.0 10.5 0.0 5.1 1.4 15.7 4.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 11 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 36,884 : : Positions : : 26,948 28,997 6,447 3,191 1,373 0 0 0 0 1,717 1,606 : : : : Changes from: August 27, 2013 : : -1,978 -1,560 1,390 1,104 -220 0 0 0 0 -132 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 78.6 17.5 8.7 3.7 0.0 0.0 0.0 0.0 4.7 4.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 40,504 : : Positions : : 37,000 29,249 678 7,983 2,537 0 15 100 0 515 105 : : : : Changes from: August 27, 2013 : : -2,130 -811 -44 -1,275 355 0 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 72.2 1.7 19.7 6.3 0.0 0.0 0.2 0.0 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . 5 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 360,341 : : Positions : : 204,566 311,886 101,670 23,775 0 14,035 0 23,480 15,390 0 1,200 : : : : Changes from: August 27, 2013 : : -9,032 -8,640 -5,488 -5,880 0 -1,176 0 0 1,176 0 -1,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 86.6 28.2 6.6 0.0 3.9 0.0 6.5 4.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 15 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 858,038 : : Positions : : 669,873 580,718 54,870 93,600 109,975 0 50,425 23,320 0 0 0 : : : : Changes from: August 27, 2013 : : -54,488 -53,704 -7,840 0 0 0 -8,624 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 67.7 6.4 10.9 12.8 0.0 5.9 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 1,102,397 : : Positions : : 572,377 475,833 155,606 45,215 53,589 263,005 0 0 54,650 524,590 3,170 : : : : Changes from: August 27, 2013 : : -23,912 -38,808 -10,584 392 -784 0 0 0 -784 3,136 -3,136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 43.2 14.1 4.1 4.9 23.9 0.0 0.0 5.0 47.6 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 11 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 513,717 : : Positions : : 380,457 420,247 56,898 32,808 32,582 0 0 0 43,780 28,080 0 : : : : Changes from: August 27, 2013 : : -10,584 10,976 23,128 0 0 0 0 0 -1,568 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 81.8 11.1 6.4 6.3 0.0 0.0 0.0 8.5 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 473,541 : : Positions : : 358,568 279,271 20,230 71,856 94,743 0 0 0 0 27,671 0 : : : : Changes from: August 27, 2013 : : 5,760 -7,680 784 20,496 -23,240 0 0 0 0 -6,272 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 59.0 4.3 15.2 20.0 0.0 0.0 0.0 0.0 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 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 402,152 : : Positions : : 156,392 298,016 166,760 15,216 79,000 0 9,920 0 0 0 0 : : : : Changes from: August 27, 2013 : : -23,128 -23,912 -1,960 -1,176 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 74.1 41.5 3.8 19.6 0.0 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 4,920 : : Positions : : 1,608 4,069 2,181 0 710 171 0 16 108 0 125 : : : : Changes from: August 27, 2013 : : -35 -89 -31 0 -37 -12 0 -1 -12 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 82.7 44.3 0.0 14.4 3.5 0.0 0.3 2.2 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 6, 2013