Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 76,359 : : Positions : : 19,120 33,390 4,987 4,918 1,542 200 4,704 7,453 27,987 9,844 14,148 : : : : Changes from: September 17, 2013 : : 138 -137 -422 181 126 -120 -885 630 -1,027 -662 1,185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 43.7 6.5 6.4 2.0 0.3 6.2 9.8 36.7 12.9 18.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 11 11 . . 4 . 4 4 16 14 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 32,490 : : Positions : : 20,535 8,490 300 3,305 905 0 4,195 145 6,888 11,801 3,301 : : : : Changes from: September 17, 2013 : : 335 405 0 510 150 0 -635 0 445 500 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 26.1 0.9 10.2 2.8 0.0 12.9 0.4 21.2 36.3 10.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 8 8 . . . 0 4 . 9 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 178,131 : : Positions : : 109,282 118,657 8,054 13,192 21,957 13,335 430 12,102 9,078 7,704 3,564 : : : : Changes from: September 17, 2013 : : 2,663 1,441 -52 669 170 -912 -113 -344 8 135 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 66.6 4.5 7.4 12.3 7.5 0.2 6.8 5.1 4.3 2.0 : : : : Number of Traders in Each Category Total Traders: 85 : : 47 47 4 6 8 9 . 6 5 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 56,263 : : Positions : : 32,938 45,679 15,795 4,559 2,732 1,795 3 2,858 0 263 145 : : : : Changes from: September 17, 2013 : : -676 5 -81 -135 21 603 1 -237 0 -48 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 81.2 28.1 8.1 4.9 3.2 0.0 5.1 0.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 494,416 : : Positions : : 341,090 394,354 95,442 50,218 30,468 6,009 0 19,055 2,031 0 321 : : : : Changes from: September 17, 2013 : : 2,939 -167 -4,346 0 1,872 896 0 976 344 0 -344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 79.8 19.3 10.2 6.2 1.2 0.0 3.9 0.4 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 24, 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 1,677,581 : : Positions : :1,221,463 1,415,048 166,681 74,236 143,568 106,202 2,337 27,039 6,274 8,999 6,354 : : : : Changes from: September 17, 2013 : : 11,951 -9,545 6,448 -4,680 -3,007 -33,353 399 -800 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 84.4 9.9 4.4 8.6 6.3 0.1 1.6 0.4 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 40 4 4 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 56,422 : : Positions : : 45,022 29,319 125 9,734 4,688 1 5,052 5,806 492 1,271 207 : : : : Changes from: September 17, 2013 : : -6,607 -884 0 -3,726 -102 1 -1,859 1,229 365 -13 -434 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 52.0 0.2 17.3 8.3 0.0 9.0 10.3 0.9 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 324,449 : : Positions : : 217,509 240,779 88,275 37,456 4,192 0 22,151 14,129 0 5,398 344 : : : : Changes from: September 17, 2013 : : 15,902 -13,031 -1,298 0 0 -3,210 22,151 1,946 0 2,274 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 74.2 27.2 11.5 1.3 0.0 6.8 4.4 0.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 590,482 : : Positions : : 458,273 440,093 68,620 107,324 26,555 18,441 1,550 13,399 3,633 0 1,561 : : : : Changes from: September 17, 2013 : : 2,368 -4,561 -2,744 5,457 1,256 1,272 0 752 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 74.5 11.6 18.2 4.5 3.1 0.3 2.3 0.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 23 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 50,137 : : Positions : : 28,232 45,580 13,249 1,320 1,187 2,189 202 1,361 3,666 0 0 : : : : Changes from: September 17, 2013 : : 259 -111 -488 0 -23 -58 -225 18 447 0 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 90.9 26.4 2.6 2.4 4.4 0.4 2.7 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 26 4 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 1,855,505 : : Positions : :1,698,505 1,804,865 125,300 14,940 31,700 0 0 0 0 4,000 0 : : : : Changes from: September 17, 2013 : : 124,180 124,180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 97.3 6.8 0.8 1.7 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 765,200 : : Positions : : 692,250 754,600 72,950 0 0 0 0 0 0 10,600 0 : : : : Changes from: September 17, 2013 : : 112,900 116,100 12,800 0 -12,800 0 0 0 0 9,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 98.6 9.5 0.0 0.0 0.0 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 880,080 : : Positions : : 731,120 786,480 148,960 93,600 0 0 0 0 0 0 0 : : : : Changes from: September 17, 2013 : : 53,760 42,480 -11,280 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 89.4 16.9 10.6 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 24, 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 291,272 : : Positions : : 221,304 245,152 30,784 16,896 25,288 12,712 1,584 776 0 1,168 408 : : : : Changes from: September 17, 2013 : : -112 -488 -752 -376 752 376 0 0 0 376 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 84.2 10.6 5.8 8.7 4.4 0.5 0.3 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 12,196 : : Positions : : 8,975 7,673 1,023 2,806 434 1,382 149 230 0 499 0 : : : : Changes from: September 17, 2013 : : 235 244 161 0 0 -152 69 0 0 -69 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 62.9 8.4 23.0 3.6 11.3 1.2 1.9 0.0 4.1 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 24, 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 1,040,967 : : Positions : : 914,957 803,447 23,700 166,670 70,850 31,460 0 0 0 0 0 : : : : Changes from: September 17, 2013 : : -54,320 -3,760 0 0 0 31,460 -19,100 -27,700 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 77.2 2.3 16.0 6.8 3.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 286,225 : : Positions : : 240,710 236,575 43,215 48,500 1,150 1,150 0 0 0 0 0 : : : : Changes from: September 17, 2013 : : 8,675 8,675 0 0 1,150 1,150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 82.7 15.1 16.9 0.4 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 211,740 : : Positions : : 165,840 147,520 6,375 28,920 35,300 4,225 0 0 0 0 0 : : : : Changes from: September 17, 2013 : : 525 525 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 69.7 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 24, 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 22,983 : : Positions : : 16,374 13,626 2,005 5,374 1,502 845 0 192 0 1,037 23 : : : : Changes from: September 17, 2013 : : 271 701 115 46 -115 42 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 59.3 8.7 23.4 6.5 3.7 0.0 0.8 0.0 4.5 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 2,429,456 : : Positions : :1,805,709 1,970,260 212,296 3,825 124,903 123,285 94,835 163,263 0 72,370 0 : : : : Changes from: September 17, 2013 : : 103,096 71,000 23,526 -32,170 -32,854 -28,056 39,360 16,296 0 20,376 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 81.1 8.7 0.2 5.1 5.1 3.9 6.7 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 23 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 782,476 : : Positions : : 564,086 565,989 127,925 36,095 45,545 0 45,071 44,920 0 44,856 0 : : : : Changes from: September 17, 2013 : : 16,032 19,179 1,650 -630 1,545 0 -5,102 11,435 0 4,235 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 72.3 16.3 4.6 5.8 0.0 5.8 5.7 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 23 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 1,123,975 : : Positions : : 947,125 1,077,175 130,050 0 46,800 0 0 0 0 0 0 : : : : Changes from: September 17, 2013 : : 17,455 17,455 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 95.8 11.6 0.0 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 10 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 369,205 : : Positions : : 300,555 352,025 50,850 3,580 13,600 4,200 0 0 0 0 0 : : : : Changes from: September 17, 2013 : : -3,250 9,500 0 -12,750 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 95.3 13.8 1.0 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 24, 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 627,584 : : Positions : : 356,758 554,848 96,056 11,798 21,197 114,644 0 27,627 0 812 11,302 : : : : Changes from: September 17, 2013 : : 7,558 19,360 10,184 -3,550 2,369 -2,330 0 769 0 -398 407 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 88.4 15.3 1.9 3.4 18.3 0.0 4.4 0.0 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 28 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 42,279 : : Positions : : 25,608 34,428 5,976 2,344 1,208 7,576 2,772 832 169 0 505 : : : : Changes from: September 17, 2013 : : 189 1,081 764 -149 87 -33 -20 -49 -49 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 81.4 14.1 5.5 2.9 17.9 6.6 2.0 0.4 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 27 4 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 24,514 : : Positions : : 13,422 22,827 7,022 0 588 2,425 0 924 60 102 73 : : : : Changes from: September 17, 2013 : : 4,467 728 -3,475 0 511 -370 0 589 60 -46 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 93.1 28.6 0.0 2.4 9.9 0.0 3.8 0.2 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 16 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 263,365 : : Positions : : 112,928 243,059 37,152 13,881 6,425 99,210 0 0 7,650 0 0 : : : : Changes from: September 17, 2013 : : 304 1,009 0 4,730 -2,184 14 0 0 5,421 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 92.3 14.1 5.3 2.4 37.7 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 623,820 : : Positions : : 367,460 569,097 206,922 9,814 4,303 9,162 4,633 35,973 0 0 0 : : : : Changes from: September 17, 2013 : : 18,381 21,013 777 -2,744 3,120 -16 873 351 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 91.2 33.2 1.6 0.7 1.5 0.7 5.8 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 24, 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 31,760 : : Positions : : 24,747 25,328 420 3,160 2,791 3,464 0 40 0 0 0 : : : : Changes from: September 17, 2013 : : 807 279 0 255 -191 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 79.7 1.3 9.9 8.8 10.9 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 14 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 21,702 : : Positions : : 11,911 20,067 4,868 749 505 939 100 0 2,730 0 46 : : : : Changes from: September 17, 2013 : : 1,664 2,170 1 -19 19 -23 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 92.5 22.4 3.5 2.3 4.3 0.5 0.0 12.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 315,895 : : Positions : : 110,590 305,351 134,518 0 9,360 4,704 0 0 55,539 0 1,184 : : : : Changes from: September 17, 2013 : : 8,993 9,720 777 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 96.7 42.6 0.0 3.0 1.5 0.0 0.0 17.6 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 24, 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 15,909 : : Positions : : 7,097 9,634 6,508 4,243 947 0 430 170 808 0 81 : : : : Changes from: September 17, 2013 : : 215 64 -173 169 193 0 63 -86 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 60.6 40.9 26.7 6.0 0.0 2.7 1.1 5.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 19 4 . 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 220,799 : : Positions : : 85,255 131,941 131,967 88,114 744 0 0 0 2,833 0 0 : : : : Changes from: September 17, 2013 : : -1,104 3,920 4,656 -744 744 0 0 0 -376 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 59.8 59.8 39.9 0.3 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 26,356 : : Positions : : 18,750 20,286 3,873 77 1,309 0 2,284 2,400 0 0 0 : : : : Changes from: September 17, 2013 : : -110 -270 -2 0 2 0 158 -104 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 77.0 14.7 0.3 5.0 0.0 8.7 9.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 163,197 : : Positions : : 135,447 104,283 1,297 31,789 26,453 0 672 0 0 0 0 : : : : Changes from: September 17, 2013 : : 1,275 -624 0 1,899 -1,899 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 63.9 0.8 19.5 16.2 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 17, 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 24, 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 17, 2013 : : 0 0 0 0 0 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 24, 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 17, 2013 : : 0 0 0 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 24, 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 227,840 : : Positions : : 180,390 119,180 45,350 106,560 2,100 0 0 0 0 0 0 : : : : Changes from: September 17, 2013 : : 2,300 1,725 -575 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 52.3 19.9 46.8 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 17, 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 24, 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 148,935 : : Positions : : 118,185 117,795 12,390 12,780 18,360 0 0 0 0 0 0 : : : : Changes from: September 17, 2013 : : 1,000 1,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 79.1 8.3 8.6 12.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 17, 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 24, 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 201,345 : : Positions : : 188,250 165,220 855 27,685 8,440 0 0 0 3,800 0 0 : : : : Changes from: September 17, 2013 : : 4,600 4,600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 82.1 0.4 13.8 4.2 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 17, 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 24, 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 17, 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 24, 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 17, 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 24, 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 6,786,157 : : Positions : :5,236,214 6,370,012 961,870 25,604 389,741 129,960 0 0 67,572 0 800 : : : : Changes from: September 17, 2013 : : -2,329 -70,137 -43,816 23,992 47,576 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 93.9 14.2 0.4 5.7 1.9 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 31 4 . 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 2,241,890 : : Positions : :1,799,375 2,127,730 302,825 12,510 92,250 27,765 9,000 0 19,275 0 400 : : : : Changes from: September 17, 2013 : : 34,660 31,985 9,445 12,120 -13,120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 94.9 13.5 0.6 4.1 1.2 0.4 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 31 5 . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 2,854,718 : : Positions : :1,691,665 1,944,856 269,051 241,215 212,931 0 143,901 41,950 580,585 211,329 58,536 : : : : Changes from: September 17, 2013 : : 5,985 5,878 6,914 -4,193 -6,033 -7,682 0 0 -3,100 433 5,967 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 68.1 9.4 8.4 7.5 0.0 5.0 1.5 20.3 7.4 2.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 32 4 6 8 0 4 . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 6,207,550 : : Positions : :5,318,296 5,028,151 186,535 513,718 401,405 76,111 117,215 120,839 78,142 0 26,222 : : : : Changes from: September 17, 2013 : : 50,041 23,217 -27,136 -312 25,632 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 81.0 3.0 8.3 6.5 1.2 1.9 1.9 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 24, 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 585,510 : : Positions : : 514,935 464,980 59,615 108,730 10,960 0 840 0 0 0 0 : : : : Changes from: September 17, 2013 : : 10,275 25,125 930 -13,920 -430 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 79.4 10.2 18.6 1.9 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 24, 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 2,143,137 : : Positions : :1,825,146 1,759,742 155,051 215,245 162,940 0 5,210 0 0 0 0 : : : : Changes from: September 17, 2013 : : 0 70,440 0 -70,440 70,440 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 82.1 7.2 10.0 7.6 0.0 0.2 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 24, 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 67,886 : : Positions : : 46,441 25,956 369 18,903 12,160 0 2,317 3,587 735 0 312 : : : : Changes from: September 17, 2013 : : 1,270 997 82 -344 32 0 53 247 -39 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 38.2 0.5 27.8 17.9 0.0 3.4 5.3 1.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 26 . 4 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 9,924 : : Positions : : 4,905 6,416 523 1,193 1,333 1,970 0 528 162 0 0 : : : : Changes from: September 17, 2013 : : 19 10 0 -14 -1 2 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 64.6 5.3 12.0 13.4 19.8 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 24, 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 17, 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 24, 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 13,697 : : Positions : : 8,202 8,951 1,136 150 1,642 0 626 1,264 0 0 0 : : : : Changes from: September 17, 2013 : : -60 -60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 65.4 8.3 1.1 12.0 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 24, 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 32,442 : : Positions : : 23,824 28,928 5,746 989 2,106 0 355 0 0 0 0 : : : : Changes from: September 17, 2013 : : 384 384 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 89.2 17.7 3.0 6.5 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 24, 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 667,808 : : Positions : : 507,020 631,542 124,522 0 31,586 0 4,680 0 4,680 0 0 : : : : Changes from: September 17, 2013 : : 12,650 12,650 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 94.6 18.6 0.0 4.7 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 24, 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 17,873 : : Positions : : 14,195 16,565 1,565 265 703 0 0 0 1,326 0 0 : : : : Changes from: September 17, 2013 : : 530 530 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 92.7 8.8 1.5 3.9 0.0 0.0 0.0 7.4 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 24, 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 17, 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 24, 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 17, 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 24, 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 72,650 : : Positions : : 51,562 46,796 11,239 18,458 2,494 4,550 420 2,550 0 1,593 255 : : : : Changes from: September 17, 2013 : : 3,825 5,110 5 -1,280 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 64.4 15.5 25.4 3.4 6.3 0.6 3.5 0.0 2.2 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 16 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 17, 2013 : : 0 0 0 0 0 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 24, 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 20,970 : : Positions : : 13,454 13,857 7,232 1,715 200 0 4,167 0 0 672 0 : : : : Changes from: September 17, 2013 : : 805 0 0 0 0 0 805 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 66.1 34.5 8.2 1.0 0.0 19.9 0.0 0.0 3.2 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 24, 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 45,830 : : Positions : : 34,872 35,116 8,113 0 2,719 0 7,995 0 126 0 0 : : : : Changes from: September 17, 2013 : : 509 -829 -1,275 0 0 0 63 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 76.6 17.7 0.0 5.9 0.0 17.4 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 17 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 48,513 : : Positions : : 33,403 31,231 0 7,858 6,900 5,015 0 2,435 671 0 89 : : : : Changes from: September 17, 2013 : : 750 -530 -236 1,044 -1,044 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 64.4 0.0 16.2 14.2 10.3 0.0 5.0 1.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 13 0 5 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 39,282 : : Positions : : 28,088 29,945 7,727 4,726 1,288 0 0 0 63 1,717 1,606 : : : : Changes from: September 17, 2013 : : 1,275 1,275 1,280 1,280 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 76.2 19.7 12.0 3.3 0.0 0.0 0.0 0.2 4.4 4.1 : : : : 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 24, 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 46,997 : : Positions : : 44,091 32,009 678 12,038 1,939 0 291 100 0 515 105 : : : : Changes from: September 17, 2013 : : 3,799 1,024 0 2,775 -86 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 68.1 1.4 25.6 4.1 0.0 0.6 0.2 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . 5 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 17, 2013 : : 0 0 0 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 24, 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 887,292 : : Positions : : 697,951 608,748 54,870 93,600 109,975 0 50,473 24,496 0 0 0 : : : : Changes from: September 17, 2013 : : 11,003 9,779 0 0 0 0 1,224 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 68.6 6.2 10.5 12.4 0.0 5.7 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 17, 2013 : : 0 0 0 0 0 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 24, 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 538,517 : : Positions : : 319,681 398,375 34,315 19,185 92,877 0 0 0 91,644 28,080 0 : : : : Changes from: September 17, 2013 : : 1,128 1,128 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 74.0 6.4 3.6 17.2 0.0 0.0 0.0 17.0 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 24, 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 535,301 : : Positions : : 429,656 307,479 20,230 118,496 85,415 0 0 0 0 23,911 0 : : : : Changes from: September 17, 2013 : : 47,768 28,208 0 23,320 0 0 0 0 0 -3,760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 57.4 3.8 22.1 16.0 0.0 0.0 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 24, 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 452,464 : : Positions : : 196,392 315,256 144,000 15,216 112,072 0 9,920 0 0 0 0 : : : : Changes from: September 17, 2013 : : 10,528 -6,240 -16,768 0 3,112 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 69.7 31.8 3.4 24.8 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 24, 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 4,951 : : Positions : : 1,651 4,103 2,199 0 687 134 0 37 119 0 124 : : : : Changes from: September 17, 2013 : : 54 107 40 0 6 -5 0 22 18 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 82.9 44.4 0.0 13.9 2.7 0.0 0.8 2.4 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 27, 2013