Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 7,520 : : Positions : : 5,085 4,215 0 855 480 430 0 200 195 515 865 : : : : Changes from: September 3, 2013 : : 670 -85 0 195 30 -180 0 135 -660 0 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 56.1 0.0 11.4 6.4 5.7 0.0 2.7 2.6 6.8 11.5 : : : : 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 10, 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 75,260 : : Positions : : 18,003 31,278 5,190 6,208 1,491 1,071 4,595 9,212 28,596 10,836 11,265 : : : : Changes from: September 3, 2013 : : -1,529 3,090 194 615 -284 -25 -625 -165 4,004 -138 -2,215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 41.6 6.9 8.2 2.0 1.4 6.1 12.2 38.0 14.4 15.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 13 12 . . . . . 4 19 13 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 29,834 : : Positions : : 17,630 6,640 370 2,500 680 0 5,020 1,135 6,688 10,766 2,888 : : : : Changes from: September 3, 2013 : : 3,175 1,265 15 555 -455 0 -15 -255 -110 1,100 -440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 22.3 1.2 8.4 2.3 0.0 16.8 3.8 22.4 36.1 9.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 7 7 . . . 0 4 . 9 16 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 172,402 : : Positions : : 103,795 115,678 8,831 11,998 20,900 13,691 763 12,101 8,978 7,148 3,411 : : : : Changes from: September 3, 2013 : : -3,602 -2,159 1,547 665 -1,277 -14 212 -973 -500 -1,101 -1,484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 67.1 5.1 7.0 12.1 7.9 0.4 7.0 5.2 4.1 2.0 : : : : Number of Traders in Each Category Total Traders: 80 : : 46 46 . 6 8 6 . 6 5 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 57,658 : : Positions : : 33,436 45,997 16,563 4,829 3,222 1,168 3 3,050 0 338 195 : : : : Changes from: September 3, 2013 : : 1,120 -359 -423 283 64 -446 -1 285 0 327 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 79.8 28.7 8.4 5.6 2.0 0.0 5.3 0.0 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 22 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 463,613 : : Positions : : 332,740 376,123 67,318 50,218 30,849 24,908 0 5,446 1,375 0 977 : : : : Changes from: September 3, 2013 : : -2,002 -958 1,996 0 -92 -952 0 952 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 81.1 14.5 10.8 6.7 5.4 0.0 1.2 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 10, 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 1,681,514 : : Positions : :1,188,188 1,417,496 158,356 78,916 140,006 158,026 753 27,839 842 8,247 8,257 : : : : Changes from: September 3, 2013 : : -38,114 -37,748 -18,827 -5,496 17,570 -7,147 -2,304 -2,312 441 -18,099 -13,029 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 84.3 9.4 4.7 8.3 9.4 0.0 1.7 0.1 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 40 4 4 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 59,317 : : Positions : : 48,777 29,639 125 12,017 5,343 4 5,719 4,300 127 1,635 641 : : : : Changes from: September 3, 2013 : : -3,286 -1,229 -54 -1,103 -303 -5 -679 72 0 -358 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 50.0 0.2 20.3 9.0 0.0 9.6 7.2 0.2 2.8 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 316,241 : : Positions : : 200,630 259,566 92,874 37,456 4,192 6,018 0 12,183 0 2,500 344 : : : : Changes from: September 3, 2013 : : -19,886 -16,848 -3,514 -2,496 0 4,680 0 -4,992 0 624 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 82.1 29.4 11.8 1.3 1.9 0.0 3.9 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 609,297 : : Positions : : 473,702 455,748 70,892 111,895 23,452 25,729 7,065 9,952 4,385 0 1,185 : : : : Changes from: September 3, 2013 : : -34,129 155,891 1,528 -12,894 -1,586 -3,104 0 752 -1,568 -180,270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 74.8 11.6 18.4 3.8 4.2 1.2 1.6 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 23 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 49,900 : : Positions : : 28,336 44,768 12,757 1,277 1,381 2,234 425 1,354 3,219 0 64 : : : : Changes from: September 3, 2013 : : -868 17,920 -993 -41 195 174 -170 -409 3 -19,226 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 89.7 25.6 2.6 2.8 4.5 0.9 2.7 6.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 24 4 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 1,577,285 : : Positions : :1,420,285 1,573,285 157,000 0 0 0 0 0 0 4,000 0 : : : : Changes from: September 3, 2013 : : -241,080 762,325 -31,360 0 0 0 0 0 -7,840 -1042605 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 99.7 10.0 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 572,500 : : Positions : : 499,550 571,500 72,950 0 0 0 0 0 0 1,000 0 : : : : Changes from: September 3, 2013 : : -70,850 288,600 -7,700 0 0 0 0 0 0 -367,150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 99.8 12.7 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 818,800 : : Positions : : 658,560 725,200 160,240 93,600 0 0 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : -84,120 -68,440 -23,520 -35,280 0 0 0 0 0 -3,920 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 88.6 19.6 11.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 290,248 : : Positions : : 220,656 244,504 31,536 17,648 24,536 12,336 1,584 776 0 792 408 : : : : Changes from: September 3, 2013 : : -8,584 -7,760 -17,488 -18,280 19,448 0 -392 0 0 360 -752 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 84.2 10.9 6.1 8.5 4.3 0.5 0.3 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 11,402 : : Positions : : 8,259 7,236 606 2,714 480 1,698 80 230 0 344 0 : : : : Changes from: September 3, 2013 : : -1,425 -1,568 -198 87 -218 154 0 -176 0 -265 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 63.5 5.3 23.8 4.2 14.9 0.7 2.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 1,091,527 : : Positions : : 969,277 807,207 23,700 166,670 70,850 0 19,100 27,700 0 0 0 : : : : Changes from: September 3, 2013 : : -41,504 -18,464 7,840 -11,280 3,440 0 -3,920 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 74.0 2.2 15.3 6.5 0.0 1.7 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 273,525 : : Positions : : 230,100 225,025 43,425 48,500 0 0 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : -53,020 -39,600 570 -12,850 -2,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 82.3 15.9 17.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 210,640 : : Positions : : 164,740 146,210 6,375 29,130 35,300 4,225 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : -13,860 -5,185 6,375 1,975 -2,640 4,225 -50 -1,600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 69.4 3.0 13.8 16.8 2.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 20 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 22,149 : : Positions : : 15,904 12,788 2,145 5,583 1,107 888 0 104 0 1,037 23 : : : : Changes from: September 3, 2013 : : -56 -922 -1,720 -488 -110 0 0 -44 0 -47 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 57.7 9.7 25.2 5.0 4.0 0.0 0.5 0.0 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 15 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 2,197,376 : : Positions : :1,636,338 1,738,038 188,770 60,001 134,437 82,632 55,475 155,199 0 54,226 0 : : : : Changes from: September 3, 2013 : : -36,192 -13,272 0 4,408 0 5,488 -13,720 -5,488 0 -8,120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 79.1 8.6 2.7 6.1 3.8 2.5 7.1 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 22 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 705,662 : : Positions : : 529,007 508,738 124,075 36,725 40,855 0 68,183 11,725 0 39,436 0 : : : : Changes from: September 3, 2013 : : -15,126 -21,064 -5,490 9,960 -2,400 0 -4,757 255 0 -4,755 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 72.1 17.6 5.2 5.8 0.0 9.7 1.7 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 21 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 1,060,340 : : Positions : : 883,490 1,013,540 130,050 0 46,800 0 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : -100,992 -124,512 -23,520 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 95.6 12.3 0.0 4.4 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 10, 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 336,345 : : Positions : : 267,695 306,415 50,850 16,330 13,600 4,200 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : -32,800 -41,600 -4,400 4,400 -4,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 91.1 15.1 4.9 4.0 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 599,584 : : Positions : : 354,288 512,100 74,514 15,348 29,239 110,804 0 25,315 0 12,158 5,424 : : : : Changes from: September 3, 2013 : : -29,363 -26,008 -7,800 -1,595 1,163 5,324 -4,244 -1,204 0 8 -1,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 85.4 12.4 2.6 4.9 18.5 0.0 4.2 0.0 2.0 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 27 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 40,846 : : Positions : : 25,557 31,872 5,077 2,419 1,306 7,114 2,792 950 0 773 568 : : : : Changes from: September 3, 2013 : : -1,962 -1,376 -503 -153 16 336 -352 -65 0 -269 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 78.0 12.4 5.9 3.2 17.4 6.8 2.3 0.0 1.9 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 27 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 21,524 : : Positions : : 9,407 20,965 9,113 0 77 2,774 0 104 0 353 25 : : : : Changes from: September 3, 2013 : : -620 -1,639 -648 0 0 -317 0 27 0 78 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 97.4 42.3 0.0 0.4 12.9 0.0 0.5 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 174,062 : : Positions : : 102,581 155,293 37,152 7,345 11,424 20,676 0 0 2,229 0 0 : : : : Changes from: September 3, 2013 : : 13,249 -13,375 -15,847 7,345 4,199 -3,432 0 -624 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 89.2 21.3 4.2 6.6 11.9 0.0 0.0 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 10, 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 598,272 : : Positions : : 339,922 533,086 216,249 18,758 1,183 9,178 13,505 31,740 0 0 0 : : : : Changes from: September 3, 2013 : : -1,399 -20,919 -20,696 784 -784 2,352 392 -3,528 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 89.1 36.1 3.1 0.2 1.5 2.3 5.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 30,193 : : Positions : : 22,979 24,034 420 2,821 3,066 3,326 0 63 0 0 0 : : : : Changes from: September 3, 2013 : : -1,675 -1,121 66 -22 -110 -22 0 -110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 79.6 1.4 9.3 10.2 11.0 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 15 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 19,791 : : Positions : : 10,445 18,058 4,867 699 509 764 100 0 2,803 0 0 : : : : Changes from: September 3, 2013 : : -909 -998 -3 152 -171 -22 -44 0 44 0 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 91.2 24.6 3.5 2.6 3.9 0.5 0.0 14.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 302,298 : : Positions : : 105,176 286,698 130,613 0 14,040 4,704 0 0 46,205 0 1,560 : : : : Changes from: September 3, 2013 : : -14,903 -17,680 -3,929 0 -1,568 0 0 0 1,152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 94.8 43.2 0.0 4.6 1.6 0.0 0.0 15.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 4 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 15,671 : : Positions : : 7,118 9,651 6,270 4,074 797 0 367 256 808 0 81 : : : : Changes from: September 3, 2013 : : -1,020 -1,148 -198 -330 -110 0 47 0 -88 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 61.6 40.0 26.0 5.1 0.0 2.3 1.6 5.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 4 . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 212,215 : : Positions : : 86,359 128,021 122,647 84,194 0 0 0 0 3,209 0 0 : : : : Changes from: September 3, 2013 : : -4,293 -6,636 -3,519 -3,136 0 0 0 0 -1,960 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 60.3 57.8 39.7 0.0 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 4 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 27,599 : : Positions : : 19,095 21,818 4,491 77 1,151 0 1,715 2,838 0 0 0 : : : : Changes from: September 3, 2013 : : -154 193 144 -108 -67 0 -95 -31 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 79.1 16.3 0.3 4.2 0.0 6.2 10.3 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 10, 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 163,854 : : Positions : : 146,207 102,035 1,297 44,797 16,350 0 672 0 0 0 0 : : : : Changes from: September 3, 2013 : : 1,001 -2,887 0 3,888 -1,886 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 62.3 0.8 27.3 10.0 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 735,512 : : Positions : : 635,797 564,325 58,520 59,752 41,195 0 70,240 0 0 0 0 : : : : Changes from: September 3, 2013 : : -44,768 -34,968 -3,920 -5,880 0 0 -7,840 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 76.7 8.0 8.1 5.6 0.0 9.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 222,160 : : Positions : : 191,405 185,150 20,075 19,480 10,680 0 6,850 0 0 0 0 : : : : Changes from: September 3, 2013 : : -17,830 -18,710 -2,750 -220 -880 0 -1,650 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 83.3 9.0 8.8 4.8 0.0 3.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CR Open Interest is 122,705 : : Positions : : 97,980 112,030 22,850 7,800 1,875 0 1,000 0 0 0 0 : : : : Changes from: September 3, 2013 : : -9,220 -14,900 -3,200 2,480 -2,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 91.3 18.6 6.4 1.5 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 221,290 : : Positions : : 176,040 112,630 43,150 106,560 2,100 0 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : -12,760 -8,360 1,100 -3,300 -2,750 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 50.9 19.5 48.2 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 778,363 : : Positions : : 626,493 377,195 149,870 399,168 2,000 0 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : -18,032 -17,640 -13,328 -13,720 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 48.5 19.3 51.3 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 147,935 : : Positions : : 117,185 116,795 12,390 12,780 18,360 0 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : -14,960 -13,970 1,100 -110 -1,100 0 0 0 -220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 79.0 8.4 8.6 12.4 0.0 0.0 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 September 10, 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 531,933 : : Positions : : 418,903 405,025 44,807 58,685 68,223 0 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : -34,496 -30,184 3,920 -392 -3,920 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 76.1 8.4 11.0 12.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 196,745 : : Positions : : 183,650 160,620 855 27,685 8,440 0 0 0 3,800 0 0 : : : : Changes from: September 3, 2013 : : -19,690 -23,980 -745 3,105 -4,755 0 0 0 -440 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 81.6 0.4 14.1 4.3 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 651,687 : : Positions : : 584,133 558,277 17,632 43,488 49,922 0 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : -34,496 -38,416 -2,752 1,168 -3,128 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 85.7 2.7 6.7 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 10, 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 1,045,227 : : Positions : : 953,623 1,000,891 91,604 44,336 0 0 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : -109,496 -123,088 22,936 40,448 -3,136 0 -3,920 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 95.8 8.8 4.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 276,135 : : Positions : : 254,540 262,705 18,255 10,090 3,340 0 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : -39,775 -43,120 6,745 10,090 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 95.1 6.6 3.7 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 6,738,219 : : Positions : :5,200,991 6,395,898 998,987 1,612 339,909 129,960 0 0 67,572 0 800 : : : : Changes from: September 3, 2013 : : -290,138 -351,690 -77,544 -42,256 22,237 -16,464 0 0 -9,800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 94.9 14.8 0.0 5.0 1.9 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 31 5 . 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 2,196,805 : : Positions : :1,747,690 2,081,645 295,915 0 105,760 27,765 9,000 0 19,275 0 400 : : : : Changes from: September 3, 2013 : : -145,005 -164,470 -11,890 -15 -290 -2,420 -2,200 0 -7,370 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 94.8 13.5 0.0 4.8 1.3 0.4 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 30 7 0 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 2,803,144 : : Positions : :1,677,141 1,861,978 251,646 281,920 193,955 7,682 150,621 41,605 572,185 214,135 58,930 : : : : Changes from: September 3, 2013 : : -32,699 209,878 -2,948 -16,791 13,067 7,682 -17,705 -770 3,582 -199,765 -5,600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 66.4 9.0 10.1 6.9 0.3 5.4 1.5 20.4 7.6 2.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 32 4 6 8 . 4 . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 5,889,434 : : Positions : :5,073,754 4,708,812 173,770 585,385 340,596 76,111 117,215 120,839 87,777 0 16,587 : : : : Changes from: September 3, 2013 : : 152,824 430,518 17,424 7,408 -18,507 14,584 17,440 6,584 11,802 -258,732 -21,994 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 80.0 3.0 9.9 5.8 1.3 2.0 2.1 1.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 23 . 5 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 573,085 : : Positions : : 503,010 443,405 58,685 117,450 11,390 0 840 0 0 0 0 : : : : Changes from: September 3, 2013 : : -33,440 -38,940 -6,360 -1,190 -3,960 0 330 -330 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 77.4 10.2 20.5 2.0 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 2,072,697 : : Positions : :1,825,146 1,704,182 155,051 270,805 92,500 0 5,210 0 0 0 0 : : : : Changes from: September 3, 2013 : : -83,104 -15,016 -10,141 -73,525 751 0 -4,704 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 82.2 7.5 13.1 4.5 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 66,988 : : Positions : : 45,037 25,126 295 19,039 12,194 0 2,185 3,421 774 0 313 : : : : Changes from: September 3, 2013 : : 795 3 -4 -185 101 0 214 -14 -529 0 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 37.5 0.4 28.4 18.2 0.0 3.3 5.1 1.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 25 . 4 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 9,957 : : Positions : : 4,856 6,459 505 1,209 1,331 2,070 0 528 162 0 0 : : : : Changes from: September 3, 2013 : : -12 9 -14 4 18 39 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 64.9 5.1 12.1 13.4 20.8 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 10, 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 : : 4,330 7,030 1,296 106 766 1,418 160 102 0 0 0 : : : : Changes from: September 3, 2013 : : 544 1,258 0 0 0 0 0 0 0 -714 -544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 81.8 15.1 1.2 8.9 16.5 1.9 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 13,757 : : Positions : : 8,262 9,011 1,136 150 1,642 0 626 1,264 0 0 0 : : : : Changes from: September 3, 2013 : : 100 -20 0 0 0 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 65.5 8.3 1.1 11.9 0.0 4.6 9.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 4 . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 31,801 : : Positions : : 23,101 28,438 5,915 989 2,019 0 355 0 0 0 0 : : : : Changes from: September 3, 2013 : : 1,011 901 -110 0 44 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 89.4 18.6 3.1 6.3 0.0 1.1 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 10, 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 651,692 : : Positions : : 490,536 615,818 125,282 0 31,194 0 4,680 0 4,680 0 0 : : : : Changes from: September 3, 2013 : : 11,944 11,160 -784 0 392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 94.5 19.2 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 10, 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 17,343 : : Positions : : 13,665 16,035 1,565 265 703 0 0 0 1,326 0 0 : : : : Changes from: September 3, 2013 : : 192 10,219 0 0 0 0 0 0 0 -10,027 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 92.5 9.0 1.5 4.1 0.0 0.0 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 42,487 : : Positions : : 27,270 39,958 12,432 0 2,275 0 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : 0 2,298 2,298 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 94.0 29.3 0.0 5.4 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 10, 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 639,380 : : Positions : : 488,220 573,005 141,800 57,015 9,360 0 0 0 0 0 0 : : : : Changes from: September 3, 2013 : : 0 42,144 42,144 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 89.6 22.2 8.9 1.5 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 10, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 68,500 : : Positions : : 47,737 41,686 11,554 20,058 1,854 4,550 420 2,550 0 1,593 255 : : : : Changes from: September 3, 2013 : : 8,999 1,319 0 0 0 0 0 0 -7,680 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 60.9 16.9 29.3 2.7 6.6 0.6 3.7 0.0 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 16 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 1,807,669 : : Positions : :1,408,299 951,872 138,026 252,133 254,253 0 293,660 0 1,310 49,970 5,781 : : : : Changes from: September 3, 2013 : : 470,930 118,650 -960 23,520 188,160 0 0 0 -327,800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 52.7 7.6 13.9 14.1 0.0 16.2 0.0 0.1 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 19 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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: September 3, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 10, 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 45,449 : : Positions : : 32,067 34,798 10,537 0 2,719 0 7,932 0 126 0 0 : : : : Changes from: September 3, 2013 : : 702 0 -2,048 0 1,024 0 -1,346 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 76.6 23.2 0.0 6.0 0.0 17.5 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 10, 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 48,466 : : Positions : : 32,135 31,253 556 7,134 7,624 5,015 0 2,435 681 0 20 : : : : Changes from: September 3, 2013 : : 3,104 10,596 0 0 0 0 0 0 0 -7,492 -2,336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 64.5 1.1 14.7 15.7 10.3 0.0 5.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 37,067 : : Positions : : 27,131 29,180 6,447 3,191 1,373 0 0 0 0 1,717 1,606 : : : : Changes from: September 3, 2013 : : 183 183 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 78.7 17.4 8.6 3.7 0.0 0.0 0.0 0.0 4.6 4.3 : : : : 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 10, 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 40,780 : : Positions : : 37,276 29,249 678 7,983 2,537 0 291 100 0 515 105 : : : : Changes from: September 3, 2013 : : 276 0 0 0 0 0 276 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 71.7 1.7 19.6 6.2 0.0 0.7 0.2 0.0 1.3 0.3 : : : : 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 September 10, 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: September 3, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 10, 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 : : 668,697 580,718 54,870 93,600 109,975 0 49,249 24,496 0 0 0 : : : : Changes from: September 3, 2013 : : -1,176 0 0 0 0 0 -1,176 1,176 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 67.7 6.4 10.9 12.8 0.0 5.7 2.9 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 10, 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 : : 575,547 1,003,593 155,606 45,215 53,589 263,005 0 0 54,650 0 0 : : : : Changes from: September 3, 2013 : : 3,170 527,760 0 0 0 0 0 0 0 -524,590 -3,170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 91.0 14.1 4.1 4.9 23.9 0.0 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 4 . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 560,509 : : Positions : : 366,417 420,367 10,795 19,185 92,877 0 0 0 90,420 28,080 0 : : : : Changes from: September 3, 2013 : : -14,040 120 -46,103 -13,623 60,295 0 0 0 46,640 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 75.0 1.9 3.4 16.6 0.0 0.0 0.0 16.1 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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: September 3, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 10, 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 420,952 : : Positions : : 152,792 316,816 189,160 15,216 79,000 0 9,920 0 0 0 0 : : : : Changes from: September 3, 2013 : : -3,600 18,800 22,400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 75.3 44.9 3.6 18.8 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 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 4,941 : : Positions : : 1,605 4,084 2,191 0 716 176 0 16 114 0 124 : : : : Changes from: September 3, 2013 : : -4 15 10 0 6 4 0 0 5 0 -0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 82.7 44.3 0.0 14.5 3.6 0.0 0.3 2.3 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 13, 2013