Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 74,091 : : Positions : : 18,208 32,880 5,210 4,111 1,491 140 6,579 7,448 27,573 7,615 13,400 : : : : Changes from: September 24, 2013 : : -912 -510 223 -807 -51 -60 1,875 -5 -414 -2,229 -748 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 44.4 7.0 5.5 2.0 0.2 8.9 10.1 37.2 10.3 18.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 10 11 . . . . 4 4 19 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 29,921 : : Positions : : 19,670 8,170 300 3,760 475 0 3,085 365 5,895 10,443 2,859 : : : : Changes from: September 24, 2013 : : -865 -320 0 455 -430 0 -1,110 220 -993 -1,358 -442 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 27.3 1.0 12.6 1.6 0.0 10.3 1.2 19.7 34.9 9.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 7 8 . . . 0 4 . 6 17 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 180,209 : : Positions : : 111,055 120,548 8,356 14,318 22,264 13,652 99 11,563 9,162 7,519 3,332 : : : : Changes from: September 24, 2013 : : 1,773 1,892 302 1,125 307 317 -331 -540 84 -186 -232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 66.9 4.6 7.9 12.4 7.6 0.1 6.4 5.1 4.2 1.8 : : : : Number of Traders in Each Category Total Traders: 87 : : 48 46 . 7 8 9 . 7 6 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 52,461 : : Positions : : 30,387 42,294 15,754 4,886 2,565 1,265 51 2,411 25 200 54 : : : : Changes from: September 24, 2013 : : -2,551 -3,384 -40 327 -168 -530 48 -447 25 -63 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 80.6 30.0 9.3 4.9 2.4 0.1 4.6 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 455,014 : : Positions : : 303,046 367,233 107,554 45,514 20,996 2,468 0 20,950 0 321 0 : : : : Changes from: September 24, 2013 : : -38,044 -27,121 12,112 -4,704 -9,472 -3,541 0 1,895 -2,031 321 -321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 80.7 23.6 10.0 4.6 0.5 0.0 4.6 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 1,686,042 : : Positions : :1,237,574 1,421,639 172,536 75,396 145,015 90,034 0 28,255 6,274 9,383 6,354 : : : : Changes from: September 24, 2013 : : 16,111 6,591 5,855 1,160 1,447 -16,168 -2,337 1,216 0 384 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 84.3 10.2 4.5 8.6 5.3 0.0 1.7 0.4 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 39 4 4 5 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 56,536 : : Positions : : 46,177 29,055 125 8,715 4,969 26 7,849 4,616 496 1,204 126 : : : : Changes from: September 24, 2013 : : 1,154 -263 0 -1,019 281 25 2,798 -1,190 4 -67 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 51.4 0.2 15.4 8.8 0.0 13.9 8.2 0.9 2.1 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 341,275 : : Positions : : 227,085 236,310 97,133 37,456 4,192 0 43,191 12,521 0 7,261 344 : : : : Changes from: September 24, 2013 : : 9,576 -4,469 8,858 0 0 0 21,040 -1,608 0 1,863 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 69.2 28.5 11.0 1.2 0.0 12.7 3.7 0.0 2.1 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 October 1, 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 590,545 : : Positions : : 456,384 442,492 69,740 106,196 26,179 19,706 775 13,342 3,633 0 1,561 : : : : Changes from: September 24, 2013 : : -1,889 2,399 1,120 -1,128 -376 1,265 -775 -57 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 74.9 11.8 18.0 4.4 3.3 0.1 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 October 1, 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 50,490 : : Positions : : 28,671 46,064 13,637 1,409 776 2,042 202 1,529 3,666 0 0 : : : : Changes from: September 24, 2013 : : 439 484 388 89 -411 -147 0 168 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 91.2 27.0 2.8 1.5 4.0 0.4 3.0 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 26 4 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 1,866,785 : : Positions : :1,709,785 1,816,145 125,300 14,940 31,700 0 0 0 0 4,000 0 : : : : Changes from: September 24, 2013 : : 11,280 11,280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 97.3 6.7 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 October 1, 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 774,850 : : Positions : : 705,350 753,900 59,150 0 10,350 0 0 0 0 10,600 0 : : : : Changes from: September 24, 2013 : : 13,100 -700 -13,800 0 10,350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 97.3 7.6 0.0 1.3 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 902,640 : : Positions : : 749,920 805,280 152,720 93,600 0 0 0 0 0 3,760 0 : : : : Changes from: September 24, 2013 : : 18,800 18,800 3,760 0 0 0 0 0 0 3,760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 89.2 16.9 10.4 0.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 292,784 : : Positions : : 221,328 247,032 31,896 16,152 26,040 12,336 1,584 776 0 792 408 : : : : Changes from: September 24, 2013 : : 24 1,880 1,112 -744 752 -376 0 0 0 -376 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 84.4 10.9 5.5 8.9 4.2 0.5 0.3 0.0 0.3 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 October 1, 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 12,265 : : Positions : : 8,932 7,676 1,115 2,829 434 1,336 149 230 69 496 0 : : : : Changes from: September 24, 2013 : : -42 4 92 23 0 -46 0 0 69 -3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 62.6 9.1 23.1 3.5 10.9 1.2 1.9 0.6 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 1,038,335 : : Positions : : 912,325 800,815 23,700 166,670 70,850 31,460 0 0 0 0 0 : : : : Changes from: September 24, 2013 : : -2,632 -2,632 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 77.1 2.3 16.1 6.8 3.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 293,795 : : Positions : : 249,430 244,145 42,065 48,500 1,150 1,150 0 0 0 0 0 : : : : Changes from: September 24, 2013 : : 8,720 7,570 -1,150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 83.1 14.3 16.5 0.4 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 212,675 : : Positions : : 166,545 148,225 6,375 28,920 35,530 4,225 0 0 0 0 0 : : : : Changes from: September 24, 2013 : : 705 705 0 0 230 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 69.7 3.0 13.6 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 October 1, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 23,077 : : Positions : : 16,807 14,052 1,879 5,046 1,502 784 0 188 3 1,020 40 : : : : Changes from: September 24, 2013 : : 433 427 -126 -328 0 -61 0 -4 3 -17 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 60.9 8.1 21.9 6.5 3.4 0.0 0.8 0.0 4.4 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 2,411,284 : : Positions : :1,792,201 1,974,528 226,352 3,825 106,183 123,285 94,835 163,263 0 68,650 0 : : : : Changes from: September 24, 2013 : : -13,508 4,268 14,056 0 -18,720 0 0 0 0 -3,720 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 81.9 9.4 0.2 4.4 5.1 3.9 6.8 0.0 2.8 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 October 1, 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 784,841 : : Positions : : 563,001 566,420 130,865 37,380 45,480 0 44,496 45,495 0 45,570 0 : : : : Changes from: September 24, 2013 : : -1,085 431 2,940 1,285 -65 0 -575 575 0 714 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 72.2 16.7 4.8 5.8 0.0 5.7 5.8 0.0 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 23 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 1,135,255 : : Positions : : 958,405 1,088,455 130,050 0 46,800 0 0 0 0 0 0 : : : : Changes from: September 24, 2013 : : 11,280 11,280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 95.9 11.5 0.0 4.1 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 October 1, 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 371,505 : : Positions : : 302,855 354,325 50,850 3,580 13,600 4,200 0 0 0 0 0 : : : : Changes from: September 24, 2013 : : 2,300 2,300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 95.4 13.7 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 : : 22 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 634,169 : : Positions : : 360,229 562,259 95,339 11,798 23,123 116,586 0 26,813 1,903 0 10,176 : : : : Changes from: September 24, 2013 : : 3,471 7,411 -717 0 1,926 1,942 0 -814 1,903 -812 -1,126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 88.7 15.0 1.9 3.6 18.4 0.0 4.2 0.3 0.0 1.6 : : : : 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 October 1, 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 42,351 : : Positions : : 25,405 34,753 6,225 2,456 1,054 7,642 2,772 788 410 0 421 : : : : Changes from: September 24, 2013 : : -203 326 249 112 -154 66 0 -44 241 0 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 82.1 14.7 5.8 2.5 18.0 6.5 1.9 1.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 28 5 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 26,140 : : Positions : : 14,055 24,631 6,384 0 588 4,319 0 769 25 152 0 : : : : Changes from: September 24, 2013 : : 633 1,804 -638 0 0 1,894 0 -155 -35 50 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 94.2 24.4 0.0 2.2 16.5 0.0 2.9 0.1 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 15 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 272,291 : : Positions : : 114,731 251,352 37,152 10,606 10,333 101,563 0 0 8,512 0 0 : : : : Changes from: September 24, 2013 : : 1,803 8,293 0 -3,275 3,908 2,353 0 0 862 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 92.3 13.6 3.9 3.8 37.3 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 629,252 : : Positions : : 373,268 574,529 205,794 9,814 4,303 9,162 3,881 36,725 0 0 0 : : : : Changes from: September 24, 2013 : : 5,808 5,432 -1,128 0 0 0 -752 752 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 91.3 32.7 1.6 0.7 1.5 0.6 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 35,063 : : Positions : : 28,133 28,611 420 3,160 2,791 3,384 0 60 0 0 0 : : : : Changes from: September 24, 2013 : : 3,386 3,283 0 0 0 -80 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 81.6 1.2 9.0 8.0 9.7 0.0 0.2 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 October 1, 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 21,826 : : Positions : : 12,174 20,191 4,915 746 508 982 100 0 2,732 0 46 : : : : Changes from: September 24, 2013 : : 263 124 47 -3 3 43 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 92.5 22.5 3.4 2.3 4.5 0.5 0.0 12.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 325,599 : : Positions : : 111,374 315,463 143,846 0 9,360 4,704 0 0 55,539 0 776 : : : : Changes from: September 24, 2013 : : 784 10,112 9,328 0 0 0 0 0 0 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 96.9 44.2 0.0 2.9 1.4 0.0 0.0 17.1 0.0 0.2 : : : : 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 October 1, 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 15,951 : : Positions : : 7,013 9,634 6,487 4,117 1,115 0 430 170 808 0 81 : : : : Changes from: September 24, 2013 : : -84 0 -21 -126 168 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 60.4 40.7 25.8 7.0 0.0 2.7 1.1 5.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 4 . 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 220,423 : : Positions : : 84,879 131,565 131,967 88,114 744 0 0 0 2,833 0 0 : : : : Changes from: September 24, 2013 : : -376 -376 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 59.7 59.9 40.0 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 October 1, 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 24,824 : : Positions : : 17,482 18,668 3,598 79 1,392 0 2,257 2,352 0 0 0 : : : : Changes from: September 24, 2013 : : -1,268 -1,618 -275 2 83 0 -27 -48 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 75.2 14.5 0.3 5.6 0.0 9.1 9.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 144,505 : : Positions : : 122,467 88,527 961 34,901 21,077 0 0 0 0 0 0 : : : : Changes from: September 24, 2013 : : -12,980 -15,756 -336 3,112 -5,376 0 -672 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 61.3 0.7 24.2 14.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 24, 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 October 1, 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 24, 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 October 1, 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 125,255 : : Positions : : 99,480 114,580 23,900 7,800 1,875 0 1,000 0 0 0 0 : : : : Changes from: September 24, 2013 : : 1,500 1,500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 91.5 19.1 6.2 1.5 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 230,065 : : Positions : : 189,090 119,180 36,650 106,560 4,325 0 0 0 0 0 0 : : : : Changes from: September 24, 2013 : : 8,700 0 -8,700 0 2,225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 51.8 15.9 46.3 1.9 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 October 1, 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 24, 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 October 1, 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 24, 2013 : : 0 0 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: 24 : : 14 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 24, 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 October 1, 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 24, 2013 : : 0 0 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 October 1, 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 24, 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 October 1, 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 1,060,560 : : Positions : : 978,591 1,000,891 66,636 44,336 15,333 0 0 0 0 0 0 : : : : Changes from: September 24, 2013 : : 24,968 0 -24,968 0 15,333 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 94.4 6.3 4.2 1.4 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 281,030 : : Positions : : 262,615 262,705 10,180 10,090 8,235 0 0 0 0 0 0 : : : : Changes from: September 24, 2013 : : 8,075 0 -8,075 0 4,895 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 93.5 3.6 3.6 2.9 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 October 1, 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 6,835,200 : : Positions : :5,271,046 6,433,108 965,042 512 400,780 129,960 0 0 67,572 0 800 : : : : Changes from: September 24, 2013 : : 34,832 63,096 3,172 -25,092 11,039 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 94.1 14.1 0.0 5.9 1.9 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 30 5 . 6 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 2,276,515 : : Positions : :1,804,835 2,160,460 322,785 945 101,110 27,765 13,600 0 19,620 0 400 : : : : Changes from: September 24, 2013 : : 5,460 32,730 19,960 -11,565 8,860 0 4,600 0 345 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 94.9 14.2 0.0 4.4 1.2 0.6 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 31 6 . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 2,881,339 : : Positions : :1,716,412 1,996,653 277,018 226,715 212,449 0 142,541 43,310 573,490 201,011 58,659 : : : : Changes from: September 24, 2013 : : 24,747 51,798 7,967 -14,500 -481 0 -1,360 1,360 -7,095 -10,318 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 69.3 9.6 7.9 7.4 0.0 4.9 1.5 19.9 7.0 2.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 33 4 6 8 0 4 . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 6,296,518 : : Positions : :5,406,186 5,087,945 186,535 517,612 403,285 76,111 117,215 120,839 77,340 23,400 26,222 : : : : Changes from: September 24, 2013 : : 87,890 59,794 0 3,894 1,880 0 0 0 -802 23,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 80.8 3.0 8.2 6.4 1.2 1.9 1.9 1.2 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 23 4 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 608,435 : : Positions : : 535,085 482,555 63,440 115,130 9,910 0 840 0 0 0 0 : : : : Changes from: September 24, 2013 : : 20,150 17,575 3,825 6,400 -1,050 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 79.3 10.4 18.9 1.6 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 October 1, 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 2,203,587 : : Positions : :1,887,164 1,820,192 155,051 216,813 161,372 0 5,210 0 0 0 0 : : : : Changes from: September 24, 2013 : : 62,018 60,450 0 1,568 -1,568 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 82.6 7.0 9.8 7.3 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 October 1, 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 60,904 : : Positions : : 42,352 22,952 429 18,419 10,883 0 2,206 2,299 695 0 248 : : : : Changes from: September 24, 2013 : : -4,089 -3,004 60 -484 -1,277 0 -110 -1,288 -40 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 37.7 0.7 30.2 17.9 0.0 3.6 3.8 1.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 25 . 5 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 7,949 : : Positions : : 3,793 6,587 1,324 158 636 1,432 120 68 0 0 0 : : : : Changes from: September 24, 2013 : : -537 -443 28 52 -130 14 -40 -34 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 82.9 16.7 2.0 8.0 18.0 1.5 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 12,836 : : Positions : : 7,356 8,097 956 128 1,598 0 660 1,230 0 0 0 : : : : Changes from: September 24, 2013 : : -846 -854 -180 -22 -44 0 34 -34 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 63.1 7.4 1.0 12.4 0.0 5.1 9.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 28,853 : : Positions : : 20,335 25,983 6,031 709 1,721 0 355 0 0 0 0 : : : : Changes from: September 24, 2013 : : -3,489 -2,945 285 -280 -385 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 90.1 20.9 2.5 6.0 0.0 1.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 617,480 : : Positions : : 456,692 588,134 131,442 0 24,666 0 4,680 0 4,680 0 0 : : : : Changes from: September 24, 2013 : : -50,328 -43,408 6,920 0 -6,920 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 95.2 21.3 0.0 4.0 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 15,516 : : Positions : : 12,284 14,339 1,310 85 772 0 0 0 1,086 0 0 : : : : Changes from: September 24, 2013 : : -1,911 -2,226 -255 -180 69 0 0 0 -240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 92.4 8.4 0.5 5.0 0.0 0.0 0.0 7.0 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 October 1, 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 39,627 : : Positions : : 25,390 37,098 11,452 0 2,275 0 0 0 0 0 0 : : : : Changes from: September 24, 2013 : : -1,880 -2,860 -980 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 93.6 28.9 0.0 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 16 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 586,980 : : Positions : : 445,020 521,005 132,600 56,615 9,360 0 0 0 0 0 0 : : : : Changes from: September 24, 2013 : : -43,200 -52,000 -9,200 -400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 88.8 22.6 9.6 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 72,240 : : Positions : : 51,912 47,006 11,299 18,278 2,174 4,050 320 2,550 0 1,593 255 : : : : Changes from: September 24, 2013 : : 350 210 60 -180 -320 -500 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 65.1 15.6 25.3 3.0 5.6 0.4 3.5 0.0 2.2 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 18 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 1,815,740 : : Positions : :1,410,249 974,230 161,754 263,853 237,046 0 285,660 0 910 49,170 5,781 : : : : Changes from: September 24, 2013 : : -7,578 -10,490 -22,912 -11,600 -3,215 0 -8,000 0 -400 -800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 53.7 8.9 14.5 13.1 0.0 15.7 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 October 1, 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 44,057 : : Positions : : 33,504 33,783 7,808 0 2,619 0 7,655 0 126 0 0 : : : : Changes from: September 24, 2013 : : -1,368 -1,333 -305 0 -100 0 -340 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 76.7 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: 26 : : 11 13 5 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 47,013 : : Positions : : 31,903 30,091 0 7,718 6,900 5,215 0 2,235 691 0 69 : : : : Changes from: September 24, 2013 : : -1,500 -1,140 0 -140 0 200 0 -200 20 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 64.0 0.0 16.4 14.7 11.1 0.0 4.8 1.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 13 0 5 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 39,297 : : Positions : : 28,346 30,140 7,727 4,646 1,188 0 0 0 0 1,797 1,526 : : : : Changes from: September 24, 2013 : : 258 195 0 -80 -100 0 0 0 -63 80 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 76.7 19.7 11.8 3.0 0.0 0.0 0.0 0.0 4.6 3.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 47,786 : : Positions : : 42,865 33,063 2,768 12,028 1,984 0 391 0 0 215 105 : : : : Changes from: September 24, 2013 : : -1,226 1,054 2,090 -10 45 0 100 -100 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 69.2 5.8 25.2 4.2 0.0 0.8 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 14 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 346,703 : : Positions : : 198,018 305,448 95,780 17,775 0 12,835 0 23,480 16,590 0 0 : : : : Changes from: September 24, 2013 : : -11,360 -10,960 -5,600 -6,000 0 -1,200 0 0 1,200 0 -1,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 88.1 27.6 5.1 0.0 3.7 0.0 6.8 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 834,532 : : Positions : : 658,911 562,788 52,725 105,175 98,400 0 43,673 24,496 0 0 0 : : : : Changes from: September 24, 2013 : : -39,040 -45,960 -2,145 11,575 -11,575 0 -6,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 67.4 6.3 12.6 11.8 0.0 5.2 2.9 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 October 1, 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 1,158,277 : : Positions : : 620,507 989,993 79,564 26,933 141,351 263,005 0 0 53,850 0 0 : : : : Changes from: September 24, 2013 : : -1,880 -37,120 -52,722 -18,282 41,122 0 0 0 -800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 85.5 6.9 2.3 12.2 22.7 0.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 547,605 : : Positions : : 310,145 409,055 49,618 9,408 100,654 0 0 0 86,780 28,080 408 : : : : Changes from: September 24, 2013 : : -9,536 10,680 15,303 -9,777 7,777 0 0 0 -4,864 0 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 74.7 9.1 1.7 18.4 0.0 0.0 0.0 15.8 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 579,541 : : Positions : : 417,656 336,719 79,425 142,051 82,460 0 0 0 0 18,311 0 : : : : Changes from: September 24, 2013 : : -12,000 29,240 59,195 23,555 -2,955 0 0 0 0 -5,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 58.1 13.7 24.5 14.2 0.0 0.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . 4 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 426,520 : : Positions : : 226,416 299,312 92,832 14,016 107,272 0 5,920 0 0 0 0 : : : : Changes from: September 24, 2013 : : 30,024 -15,944 -51,168 -1,200 -4,800 0 -4,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 70.2 21.8 3.3 25.2 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 1, 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 4,863 : : Positions : : 1,621 4,042 2,177 0 666 129 0 36 115 0 119 : : : : Changes from: September 24, 2013 : : -31 -61 -22 0 -20 -5 0 -2 -4 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 83.1 44.8 0.0 13.7 2.7 0.0 0.7 2.4 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated October 25, 2013