Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 6,955 : : Positions : : 4,915 3,855 0 820 480 175 0 65 110 510 820 : : : : Changes from: September 10, 2013 : : -170 -360 0 -35 0 -255 0 -135 -85 -5 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 55.4 0.0 11.8 6.9 2.5 0.0 0.9 1.6 7.3 11.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 75,921 : : Positions : : 18,982 33,527 5,409 4,737 1,416 320 5,589 6,823 29,014 10,506 12,963 : : : : Changes from: September 10, 2013 : : 979 2,249 219 -1,471 -75 -751 994 -2,389 418 -330 1,698 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 44.2 7.1 6.2 1.9 0.4 7.4 9.0 38.2 13.8 17.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 11 11 . . . . 4 4 18 13 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 31,336 : : Positions : : 20,200 8,085 300 2,795 755 0 4,830 145 6,443 11,301 3,146 : : : : Changes from: September 10, 2013 : : 2,570 1,445 -70 295 75 0 -190 -990 -245 535 258 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 25.8 1.0 8.9 2.4 0.0 15.4 0.5 20.6 36.1 10.0 : : : : 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 17, 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 176,317 : : Positions : : 106,620 117,215 8,106 12,523 21,787 14,247 543 12,446 9,070 7,569 3,388 : : : : Changes from: September 10, 2013 : : 2,824 1,537 -725 525 887 556 -220 344 92 421 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 66.5 4.6 7.1 12.4 8.1 0.3 7.1 5.1 4.3 1.9 : : : : Number of Traders in Each Category Total Traders: 83 : : 45 46 . 7 8 7 4 6 5 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 56,682 : : Positions : : 33,614 45,674 15,875 4,694 2,712 1,192 2 3,095 0 311 170 : : : : Changes from: September 10, 2013 : : 178 -323 -687 -135 -511 24 -1 45 0 -27 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 80.6 28.0 8.3 4.8 2.1 0.0 5.5 0.0 0.5 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 17, 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 492,079 : : Positions : : 338,151 394,521 99,788 50,218 28,596 5,113 0 18,079 1,687 0 665 : : : : Changes from: September 10, 2013 : : 5,411 18,398 32,470 0 -2,253 -19,795 0 12,633 312 0 -312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 80.2 20.3 10.2 5.8 1.0 0.0 3.7 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 1,696,341 : : Positions : :1,209,511 1,424,592 160,233 78,916 146,575 139,555 1,938 27,839 6,274 8,999 6,354 : : : : Changes from: September 10, 2013 : : 21,323 7,096 1,877 0 6,569 -18,471 1,185 0 5,432 752 -1,903 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 84.0 9.4 4.7 8.6 8.2 0.1 1.6 0.4 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 41 4 4 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 61,890 : : Positions : : 51,630 30,203 125 13,461 4,790 0 6,911 4,577 127 1,284 641 : : : : Changes from: September 10, 2013 : : 2,853 564 0 1,444 -552 -4 1,192 277 0 -351 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 48.8 0.2 21.7 7.7 0.0 11.2 7.4 0.2 2.1 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 25 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 311,109 : : Positions : : 201,607 253,810 89,573 37,456 4,192 3,210 0 12,183 0 3,124 344 : : : : Changes from: September 10, 2013 : : 977 -5,756 -3,301 0 0 -2,808 0 0 0 624 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 81.6 28.8 12.0 1.3 1.0 0.0 3.9 0.0 1.0 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 17, 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 587,578 : : Positions : : 455,905 444,654 71,364 101,867 25,299 17,169 1,550 12,647 3,633 0 1,561 : : : : Changes from: September 10, 2013 : : -17,797 -11,094 472 -10,028 1,847 -8,560 -5,515 2,695 -752 0 376 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 75.7 12.1 17.3 4.3 2.9 0.3 2.2 0.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 50,603 : : Positions : : 27,973 45,691 13,737 1,320 1,210 2,247 427 1,343 3,219 0 64 : : : : Changes from: September 10, 2013 : : -363 923 980 43 -171 13 2 -11 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 90.3 27.1 2.6 2.4 4.4 0.8 2.7 6.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 24 4 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 1,731,325 : : Positions : :1,574,325 1,680,685 125,300 14,940 31,700 0 0 0 0 4,000 0 : : : : Changes from: September 10, 2013 : : 154,040 107,400 -31,700 14,940 31,700 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 97.1 7.2 0.9 1.8 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 652,300 : : Positions : : 579,350 638,500 60,150 0 12,800 0 0 0 0 1,000 0 : : : : Changes from: September 10, 2013 : : 79,800 67,000 -12,800 0 12,800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 97.9 9.2 0.0 2.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 837,600 : : Positions : : 677,360 744,000 160,240 93,600 0 0 0 0 0 0 0 : : : : Changes from: September 10, 2013 : : 18,800 18,800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 88.8 19.1 11.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 291,008 : : Positions : : 221,416 245,640 31,536 17,272 24,536 12,336 1,584 776 0 792 408 : : : : Changes from: September 10, 2013 : : 760 1,136 0 -376 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 84.4 10.8 5.9 8.4 4.2 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 17, 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 11,929 : : Positions : : 8,740 7,429 862 2,806 434 1,534 80 230 0 568 0 : : : : Changes from: September 10, 2013 : : 482 194 256 92 -46 -164 0 0 0 224 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 62.3 7.2 23.5 3.6 12.9 0.7 1.9 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 10, 2013 : : 0 0 0 0 0 0 0 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 17, 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 276,400 : : Positions : : 232,035 227,900 43,215 48,500 0 0 0 0 0 0 0 : : : : Changes from: September 10, 2013 : : 1,935 2,875 -210 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 82.5 15.6 17.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 211,215 : : Positions : : 165,315 146,995 6,375 28,920 35,300 4,225 0 0 0 0 0 : : : : Changes from: September 10, 2013 : : 575 785 0 -210 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 69.6 3.0 13.7 16.7 2.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 20 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 22,629 : : Positions : : 16,103 12,925 1,890 5,328 1,617 803 0 192 0 1,037 23 : : : : Changes from: September 10, 2013 : : 199 137 -255 -255 510 -85 0 88 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 57.1 8.4 23.5 7.1 3.5 0.0 0.8 0.0 4.6 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 17, 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 2,347,448 : : Positions : :1,702,613 1,899,260 188,770 35,995 157,757 151,341 55,475 146,967 0 51,994 0 : : : : Changes from: September 10, 2013 : : 66,275 161,222 0 -24,006 23,320 68,709 0 -8,232 0 -2,232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 80.9 8.0 1.5 6.7 6.4 2.4 6.3 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 23 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 751,814 : : Positions : : 548,054 546,810 126,275 36,725 44,000 0 50,173 33,485 0 40,621 0 : : : : Changes from: September 10, 2013 : : 19,047 38,072 2,200 0 3,145 0 -18,010 21,760 0 1,185 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 72.7 16.8 4.9 5.9 0.0 6.7 4.5 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 22 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 1,106,520 : : Positions : : 929,670 1,059,720 130,050 0 46,800 0 0 0 0 0 0 : : : : Changes from: September 10, 2013 : : 46,180 46,180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 95.8 11.8 0.0 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 10 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 372,455 : : Positions : : 303,805 342,525 50,850 16,330 13,600 4,200 0 0 0 0 0 : : : : Changes from: September 10, 2013 : : 36,110 36,110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 92.0 13.7 4.4 3.7 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 608,627 : : Positions : : 349,200 535,488 85,872 15,348 18,828 116,974 0 26,858 0 1,210 10,895 : : : : Changes from: September 10, 2013 : : -5,088 23,388 11,358 0 -10,411 6,170 0 1,543 0 -10,948 5,471 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 88.0 14.1 2.5 3.1 19.2 0.0 4.4 0.0 0.2 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 28 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 41,345 : : Positions : : 25,419 33,347 5,212 2,493 1,121 7,609 2,792 881 218 0 545 : : : : Changes from: September 10, 2013 : : -138 1,475 135 74 -185 495 0 -69 218 -773 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 80.7 12.6 6.0 2.7 18.4 6.8 2.1 0.5 0.0 1.3 : : : : 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 17, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 22,734 : : Positions : : 8,955 22,099 10,497 0 77 2,795 0 335 0 148 75 : : : : Changes from: September 10, 2013 : : -452 1,134 1,384 0 0 21 0 231 0 -205 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 97.2 46.2 0.0 0.3 12.3 0.0 1.5 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 16 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 259,810 : : Positions : : 112,624 242,050 37,152 9,151 8,609 99,196 0 0 2,229 0 0 : : : : Changes from: September 10, 2013 : : 10,043 86,757 0 1,806 -2,815 78,520 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 93.2 14.3 3.5 3.3 38.2 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 601,207 : : Positions : : 349,079 548,084 206,145 12,558 1,183 9,178 3,760 35,622 0 0 0 : : : : Changes from: September 10, 2013 : : 9,157 14,998 -10,104 -6,200 0 0 -9,745 3,882 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 91.2 34.3 2.1 0.2 1.5 0.6 5.9 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 17, 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 31,185 : : Positions : : 23,940 25,049 420 2,905 2,982 3,464 0 40 0 0 0 : : : : Changes from: September 10, 2013 : : 961 1,015 0 84 -84 138 0 -23 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 80.3 1.3 9.3 9.6 11.1 0.0 0.1 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 17, 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 19,764 : : Positions : : 10,247 17,897 4,867 768 486 962 100 0 2,730 0 46 : : : : Changes from: September 10, 2013 : : -198 -161 0 69 -23 198 0 0 -73 0 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 90.6 24.6 3.9 2.5 4.9 0.5 0.0 13.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 306,175 : : Positions : : 101,597 295,631 133,741 0 9,360 4,704 0 0 55,589 0 1,184 : : : : Changes from: September 10, 2013 : : -3,579 8,933 3,128 0 -4,680 0 0 0 9,384 0 -376 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 96.6 43.7 0.0 3.1 1.5 0.0 0.0 18.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 4 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 15,803 : : Positions : : 6,882 9,570 6,681 4,074 754 0 367 256 808 0 81 : : : : Changes from: September 10, 2013 : : -236 -81 411 0 -43 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 60.6 42.3 25.8 4.8 0.0 2.3 1.6 5.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 4 . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 216,879 : : Positions : : 86,359 128,021 127,311 88,858 0 0 0 0 3,209 0 0 : : : : Changes from: September 10, 2013 : : 0 0 4,664 4,664 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 59.0 58.7 41.0 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 17, 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 26,570 : : Positions : : 18,860 20,556 3,875 77 1,307 0 2,126 2,504 0 0 0 : : : : Changes from: September 10, 2013 : : -235 -1,262 -616 0 156 0 411 -334 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 77.4 14.6 0.3 4.9 0.0 8.0 9.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 163,821 : : Positions : : 134,172 104,907 1,297 29,890 28,352 0 672 0 0 0 0 : : : : Changes from: September 10, 2013 : : -12,035 2,872 0 -14,907 12,002 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 64.0 0.8 18.2 17.3 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 17, 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 10, 2013 : : 0 0 0 0 0 0 0 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 17, 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 222,805 : : Positions : : 190,330 188,375 20,075 15,180 12,400 0 6,850 0 0 0 0 : : : : Changes from: September 10, 2013 : : -1,075 3,225 0 -4,300 1,720 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 84.5 9.0 6.8 5.6 0.0 3.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 123,755 : : Positions : : 97,980 113,080 23,900 7,800 1,875 0 1,000 0 0 0 0 : : : : Changes from: September 10, 2013 : : 0 1,050 1,050 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 91.4 19.3 6.3 1.5 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 226,115 : : Positions : : 178,090 117,455 45,925 106,560 2,100 0 0 0 0 0 0 : : : : Changes from: September 10, 2013 : : 2,050 4,825 2,775 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 51.9 20.3 47.1 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 17, 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 10, 2013 : : 0 0 0 0 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 17, 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 10, 2013 : : 0 0 0 0 0 0 0 0 0 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 17, 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 10, 2013 : : 0 0 0 0 0 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 17, 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 10, 2013 : : 0 0 0 0 0 0 0 0 0 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 17, 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 10, 2013 : : 0 0 0 0 0 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 17, 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 10, 2013 : : 0 0 0 0 0 0 0 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 17, 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 10, 2013 : : 0 0 0 0 0 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 17, 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 6,784,726 : : Positions : :5,238,543 6,440,149 1,005,686 1,612 342,165 129,960 0 0 67,572 0 800 : : : : Changes from: September 10, 2013 : : 37,552 44,251 6,699 0 2,256 0 0 0 0 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 17, 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 2,210,905 : : Positions : :1,764,715 2,095,745 293,380 390 105,370 27,765 9,000 0 19,275 0 400 : : : : Changes from: September 10, 2013 : : 17,025 14,100 -2,535 390 -390 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 94.8 13.3 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 6 . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 2,852,666 : : Positions : :1,685,680 1,938,978 262,136 245,408 218,964 7,682 143,901 41,950 583,685 210,896 52,569 : : : : Changes from: September 10, 2013 : : 8,538 77,000 10,491 -36,512 25,008 0 -6,720 345 11,500 -3,239 -6,361 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 68.0 9.2 8.6 7.7 0.3 5.0 1.5 20.5 7.4 1.8 : : : : 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 17, 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 6,159,013 : : Positions : :5,268,255 5,004,934 213,671 514,030 375,773 76,111 117,215 120,839 78,142 0 26,222 : : : : Changes from: September 10, 2013 : : 194,501 296,122 39,901 -71,355 35,177 0 0 0 -9,635 0 9,635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 81.3 3.5 8.3 6.1 1.2 1.9 2.0 1.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 23 4 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 574,735 : : Positions : : 504,660 439,855 58,685 122,650 11,390 0 840 0 0 0 0 : : : : Changes from: September 10, 2013 : : 1,650 -3,550 0 5,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 76.5 10.2 21.3 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 17, 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 1,689,302 155,051 285,685 92,500 0 5,210 0 0 0 0 : : : : Changes from: September 10, 2013 : : 0 -14,880 0 14,880 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 81.5 7.5 13.8 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 17, 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 66,925 : : Positions : : 45,171 24,958 287 19,247 12,129 0 2,264 3,340 774 0 310 : : : : Changes from: September 10, 2013 : : 134 -168 -8 208 -66 0 78 -80 1 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 37.3 0.4 28.8 18.1 0.0 3.4 5.0 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 17, 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 9,905 : : Positions : : 4,886 6,406 523 1,207 1,334 1,968 0 528 162 0 0 : : : : Changes from: September 10, 2013 : : 30 -53 18 -2 2 -102 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 64.7 5.3 12.2 13.5 19.9 0.0 5.3 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 10, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 17, 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 10, 2013 : : 0 0 0 0 0 0 0 0 0 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 17, 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 32,058 : : Positions : : 23,440 28,544 5,746 989 2,106 0 355 0 0 0 0 : : : : Changes from: September 10, 2013 : : 339 106 -169 0 87 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 89.0 17.9 3.1 6.6 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 17, 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 655,158 : : Positions : : 494,370 618,892 124,522 0 31,586 0 4,680 0 4,680 0 0 : : : : Changes from: September 10, 2013 : : 3,834 3,074 -760 0 392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 94.5 19.0 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 17, 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 10, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 17, 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 10, 2013 : : 0 0 0 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 17, 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 10, 2013 : : 0 0 0 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 17, 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 68,820 : : Positions : : 47,737 41,686 11,234 19,738 2,494 4,550 420 2,550 0 1,593 255 : : : : Changes from: September 10, 2013 : : 0 0 -320 -320 640 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 60.6 16.3 28.7 3.6 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 17, 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 1,849,845 : : Positions : :1,417,827 984,720 184,666 275,453 240,261 0 293,660 0 1,310 49,970 5,781 : : : : Changes from: September 10, 2013 : : 9,528 32,848 46,640 23,320 -13,992 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 53.2 10.0 14.9 13.0 0.0 15.9 0.0 0.1 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 20 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 10, 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 17, 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 46,596 : : Positions : : 34,363 35,945 9,388 0 2,719 0 7,932 0 126 0 0 : : : : Changes from: September 10, 2013 : : 2,296 1,147 -1,149 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 77.1 20.1 0.0 5.8 0.0 17.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 16 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 49,043 : : Positions : : 32,653 31,761 236 6,814 7,944 5,015 0 2,435 671 0 89 : : : : Changes from: September 10, 2013 : : 518 508 -320 -320 320 0 0 0 -10 0 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 64.8 0.5 13.9 16.2 10.2 0.0 5.0 1.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 13 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 36,727 : : Positions : : 26,813 28,670 6,447 3,446 1,288 0 0 0 63 1,717 1,606 : : : : Changes from: September 10, 2013 : : -318 -510 0 255 -85 0 0 0 63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 78.1 17.6 9.4 3.5 0.0 0.0 0.0 0.2 4.7 4.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 43,284 : : Positions : : 40,292 30,985 678 9,263 2,025 0 291 100 0 515 105 : : : : Changes from: September 10, 2013 : : 3,016 1,736 0 1,280 -512 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 71.6 1.6 21.4 4.7 0.0 0.7 0.2 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 . 5 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 364,863 : : Positions : : 209,378 316,408 101,380 23,775 0 14,035 0 23,480 15,390 0 1,200 : : : : Changes from: September 10, 2013 : : 4,812 4,522 -290 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 86.7 27.8 6.5 0.0 3.8 0.0 6.4 4.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 876,289 : : Positions : : 686,948 598,969 54,870 93,600 109,975 0 49,249 24,496 0 0 0 : : : : Changes from: September 10, 2013 : : 18,251 18,251 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 68.4 6.3 10.7 12.6 0.0 5.6 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 1,172,557 : : Positions : : 622,387 1,027,113 132,286 45,215 100,229 263,005 0 0 54,650 0 0 : : : : Changes from: September 10, 2013 : : 46,840 23,520 -23,320 0 46,640 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 87.6 11.3 3.9 8.5 22.4 0.0 0.0 4.7 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 17, 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 537,389 : : Positions : : 318,553 397,247 34,315 19,185 92,877 0 0 0 91,644 28,080 0 : : : : Changes from: September 10, 2013 : : -47,864 -23,120 23,520 0 0 0 0 0 1,224 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 73.9 6.4 3.6 17.3 0.0 0.0 0.0 17.1 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 487,533 : : Positions : : 381,888 279,271 20,230 95,176 85,415 0 0 0 0 27,671 0 : : : : Changes from: September 10, 2013 : : 23,320 0 0 23,320 -9,328 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 57.3 4.1 19.5 17.5 0.0 0.0 0.0 0.0 5.7 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 17, 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 455,592 : : Positions : : 185,864 321,496 160,768 15,216 108,960 0 9,920 0 0 0 0 : : : : Changes from: September 10, 2013 : : 33,072 4,680 -28,392 0 29,960 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 70.6 35.3 3.3 23.9 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 17, 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 4,812 : : Positions : : 1,597 3,996 2,159 0 681 139 0 15 100 0 120 : : : : Changes from: September 10, 2013 : : -7 -88 -31 0 -35 -36 0 -1 -13 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 83.0 44.9 0.0 14.1 2.9 0.0 0.3 2.1 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 20, 2013