Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 79,073 : : Positions : : 18,595 35,607 4,900 5,341 1,275 140 7,579 8,128 31,733 6,835 13,696 : : : : Changes from: October 1, 2013 : : 387 2,727 -310 1,230 -216 0 1,000 680 4,160 -780 296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 45.0 6.2 6.8 1.6 0.2 9.6 10.3 40.1 8.6 17.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 11 12 . . . . 4 4 19 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 31,172 : : Positions : : 21,245 7,640 335 3,130 474 0 3,795 560 5,092 11,743 3,112 : : : : Changes from: October 1, 2013 : : 1,575 -530 35 -630 -1 0 710 195 -803 1,300 253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 24.5 1.1 10.0 1.5 0.0 12.2 1.8 16.3 37.7 10.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 8 . . . 0 4 . 6 18 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 177,052 : : Positions : : 107,768 117,904 10,133 14,428 21,990 13,587 63 11,395 8,516 7,601 3,013 : : : : Changes from: October 1, 2013 : : -3,287 -2,644 1,776 110 -275 -65 -36 -168 -646 82 -319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 66.6 5.7 8.1 12.4 7.7 0.0 6.4 4.8 4.3 1.7 : : : : Number of Traders in Each Category Total Traders: 80 : : 46 42 . 7 6 9 . 5 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 52,831 : : Positions : : 30,988 42,685 15,724 4,861 2,518 1,035 76 2,512 0 125 54 : : : : Changes from: October 1, 2013 : : 601 391 -30 -25 -47 -230 25 101 -25 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 80.8 29.8 9.2 4.8 2.0 0.1 4.8 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 458,897 : : Positions : : 303,734 370,795 104,661 45,514 22,590 7,593 0 19,998 321 0 0 : : : : Changes from: October 1, 2013 : : 688 3,562 -2,893 0 1,594 5,125 0 -952 321 -321 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 80.8 22.8 9.9 4.9 1.7 0.0 4.4 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 1,612,242 : : Positions : :1,180,120 1,356,801 164,382 62,162 149,239 77,258 0 26,255 6,666 9,463 8,322 : : : : Changes from: October 1, 2013 : : -57,454 -64,838 -8,154 -13,234 4,224 -12,776 0 -2,000 392 80 1,968 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 84.2 10.2 3.9 9.3 4.8 0.0 1.6 0.4 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 38 4 4 5 5 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 56,991 : : Positions : : 46,585 29,009 187 8,768 4,919 51 8,238 4,576 517 1,325 155 : : : : Changes from: October 1, 2013 : : 409 -46 62 54 -50 25 388 -40 21 121 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 50.9 0.3 15.4 8.6 0.1 14.5 8.0 0.9 2.3 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 343,660 : : Positions : : 229,493 235,691 97,133 37,456 4,192 0 45,209 12,842 0 8,270 0 : : : : Changes from: October 1, 2013 : : 2,408 -619 0 0 0 0 2,018 321 0 1,009 -344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 68.6 28.3 10.9 1.2 0.0 13.2 3.7 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 567,264 : : Positions : : 443,663 425,986 61,236 103,396 26,179 22,450 0 10,142 2,033 0 1,561 : : : : Changes from: October 1, 2013 : : -12,721 -16,506 -8,504 -2,800 0 2,744 -775 -3,200 -1,600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 75.1 10.8 18.2 4.6 4.0 0.0 1.8 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 23 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 49,848 : : Positions : : 29,178 45,714 12,671 1,302 823 2,188 202 1,444 3,374 0 0 : : : : Changes from: October 1, 2013 : : 507 -350 -966 -107 47 146 0 -85 -292 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 91.7 25.4 2.6 1.7 4.4 0.4 2.9 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 26 5 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 1,660,815 : : Positions : :1,519,815 1,614,175 117,300 22,940 23,700 0 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -189,970 -201,970 -8,000 8,000 -8,000 0 0 0 0 -4,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 97.2 7.1 1.4 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 758,800 : : Positions : : 683,500 738,850 64,950 0 10,350 0 0 0 0 9,600 0 : : : : Changes from: October 1, 2013 : : -21,850 -15,050 5,800 0 0 0 0 0 0 -1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 97.4 8.6 0.0 1.4 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 857,520 : : Positions : : 716,800 760,160 140,720 93,600 0 0 0 0 0 3,760 0 : : : : Changes from: October 1, 2013 : : -33,120 -45,120 -12,000 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 88.6 16.4 10.9 0.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 271,152 : : Positions : : 203,312 229,016 29,896 14,136 26,040 10,720 1,184 776 408 0 0 : : : : Changes from: October 1, 2013 : : -18,016 -18,016 -2,000 -2,016 0 -1,616 -400 0 408 -792 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 84.5 11.0 5.2 9.6 4.0 0.4 0.3 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 13,200 : : Positions : : 9,286 8,436 1,872 3,301 234 1,376 69 170 29 496 40 : : : : Changes from: October 1, 2013 : : 354 760 757 472 -200 40 -80 -60 -40 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 63.9 14.2 25.0 1.8 10.4 0.5 1.3 0.2 3.8 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 954,335 : : Positions : : 848,325 720,815 23,700 178,670 54,850 27,460 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -64,000 -80,000 0 12,000 -16,000 -4,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 75.5 2.5 18.7 5.7 2.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 278,045 : : Positions : : 233,680 235,395 39,065 41,500 1,150 4,150 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -15,750 -8,750 -3,000 -7,000 0 3,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 84.7 14.0 14.9 0.4 1.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 202,075 : : Positions : : 157,645 141,925 6,375 26,320 33,830 4,225 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -8,900 -6,300 0 -2,600 -1,700 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 70.2 3.2 13.0 16.7 2.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 19 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 22,953 : : Positions : : 16,605 13,863 1,474 4,691 2,162 706 0 168 0 940 0 : : : : Changes from: October 1, 2013 : : -203 -189 -405 -355 660 -78 0 -20 -3 -80 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 60.4 6.4 20.4 9.4 3.1 0.0 0.7 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 2,357,352 : : Positions : :1,746,110 1,946,066 224,597 2,225 107,938 117,469 80,835 161,238 0 59,050 0 : : : : Changes from: October 1, 2013 : : -46,091 -28,462 -1,755 -1,600 1,755 -5,816 -14,000 -2,025 0 -9,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 82.6 9.5 0.1 4.6 5.0 3.4 6.8 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 24 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 765,976 : : Positions : : 548,971 559,192 127,530 38,330 44,190 1,450 42,859 43,835 0 37,570 0 : : : : Changes from: October 1, 2013 : : -14,030 -7,228 -3,335 950 -1,290 1,450 -1,637 -1,660 0 -8,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 73.0 16.6 5.0 5.8 0.2 5.6 5.7 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 24 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 1,030,315 : : Positions : : 877,465 983,515 117,300 11,250 35,550 0 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -80,940 -104,940 -12,750 11,250 -11,250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 95.5 11.4 1.1 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 335,705 : : Positions : : 276,055 318,525 47,850 7,580 9,600 2,200 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -26,800 -35,800 -3,000 4,000 -4,000 -2,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 94.9 14.3 2.3 2.9 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 611,751 : : Positions : : 344,482 547,074 89,621 14,534 20,754 119,542 1,140 25,273 9,103 0 2,976 : : : : Changes from: October 1, 2013 : : -15,747 -15,185 -5,718 2,736 -2,369 2,956 1,140 -1,540 7,200 0 -7,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 89.4 14.6 2.4 3.4 19.5 0.2 4.1 1.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 26 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 41,488 : : Positions : : 24,266 34,094 6,460 2,651 992 7,571 2,791 748 939 0 61 : : : : Changes from: October 1, 2013 : : -1,139 -660 234 195 -62 -71 19 -40 529 0 -360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 82.2 15.6 6.4 2.4 18.2 6.7 1.8 2.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 4 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 26,876 : : Positions : : 14,893 25,061 6,305 0 742 4,015 0 921 0 152 0 : : : : Changes from: October 1, 2013 : : 838 430 -79 0 154 -304 0 152 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 93.2 23.5 0.0 2.8 14.9 0.0 3.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 15 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 274,910 : : Positions : : 116,685 253,306 37,152 10,606 10,333 100,898 0 665 9,177 0 0 : : : : Changes from: October 1, 2013 : : 1,954 1,954 0 0 0 -665 0 665 665 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 92.1 13.5 3.9 3.8 36.7 0.0 0.2 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 606,470 : : Positions : : 346,758 564,755 211,516 0 3,509 11,562 5,081 33,125 0 0 0 : : : : Changes from: October 1, 2013 : : -26,510 -9,774 5,722 -9,814 -794 2,400 1,200 -3,600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 93.1 34.9 0.0 0.6 1.9 0.8 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 17 5 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 34,297 : : Positions : : 27,404 28,089 384 3,204 2,583 3,076 0 20 0 0 0 : : : : Changes from: October 1, 2013 : : -729 -522 -36 44 -208 -308 0 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 81.9 1.1 9.3 7.5 9.0 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 14 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 6,621 : : Positions : : 3,715 4,282 1,012 588 729 0 0 0 0 576 21 : : : : Changes from: October 1, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 64.7 15.3 8.9 11.0 0.0 0.0 0.0 0.0 8.7 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 20,925 : : Positions : : 11,076 19,521 4,978 400 743 942 0 0 2,712 0 46 : : : : Changes from: October 1, 2013 : : -1,098 -670 63 -346 235 -40 -100 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 93.3 23.8 1.9 3.6 4.5 0.0 0.0 13.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 306,239 : : Positions : : 99,670 297,247 141,259 1,125 7,491 4,704 0 0 52,739 0 376 : : : : Changes from: October 1, 2013 : : -11,704 -18,216 -2,587 1,125 -1,869 0 0 0 -2,800 0 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 97.1 46.1 0.4 2.4 1.5 0.0 0.0 17.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 15,217 : : Positions : : 7,139 9,416 5,564 3,880 1,472 0 170 170 808 0 21 : : : : Changes from: October 1, 2013 : : 126 -218 -923 -237 357 0 -260 0 0 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 61.9 36.6 25.5 9.7 0.0 1.1 1.1 5.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 17 4 . 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 196,599 : : Positions : : 67,457 115,517 126,701 80,674 408 0 0 0 2,033 0 0 : : : : Changes from: October 1, 2013 : : -17,422 -16,048 -5,266 -7,440 -336 0 0 0 -800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 58.8 64.4 41.0 0.2 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 25,236 : : Positions : : 17,303 19,825 4,033 77 1,163 0 1,434 2,737 0 0 0 : : : : Changes from: October 1, 2013 : : -179 1,157 435 -2 -229 0 -823 385 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 78.6 16.0 0.3 4.6 0.0 5.7 10.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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: October 1, 2013 : : 0 0 0 0 0 0 0 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 8, 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 687,912 : : Positions : : 592,197 528,725 54,960 56,192 40,755 0 62,240 0 0 0 0 : : : : Changes from: October 1, 2013 : : -43,600 -35,600 -3,560 -3,560 -440 0 -8,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 76.9 8.0 8.2 5.9 0.0 9.0 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 8, 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 209,405 : : Positions : : 179,230 178,475 18,075 13,480 12,100 0 5,350 0 0 0 0 : : : : Changes from: October 1, 2013 : : -11,100 -9,900 -2,000 -1,700 -300 0 -1,500 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 85.2 8.6 6.4 5.8 0.0 2.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 Mwh : CFTC Code #0643CU Open Interest is 221,965 : : Positions : : 181,990 114,080 36,150 104,060 3,825 0 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -7,100 -5,100 -500 -2,500 -500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 51.4 16.3 46.9 1.7 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 8, 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 754,363 : : Positions : : 608,093 369,195 146,270 385,168 0 0 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -18,400 -8,000 -3,600 -14,000 -2,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 48.9 19.4 51.1 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 139,035 : : Positions : : 108,285 110,495 14,890 12,680 15,860 0 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -9,900 -7,300 2,500 -100 -2,500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 79.5 10.7 9.1 11.4 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 8, 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 502,733 : : Positions : : 389,703 386,225 54,807 58,285 58,223 0 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -29,200 -18,800 10,000 -400 -10,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 76.8 10.9 11.6 11.6 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 8, 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 185,545 : : Positions : : 173,850 152,420 855 25,685 7,440 0 0 0 3,400 0 0 : : : : Changes from: October 1, 2013 : : -14,400 -12,800 0 -2,000 -1,000 0 0 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 82.1 0.5 13.8 4.0 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 616,087 : : Positions : : 554,533 524,677 15,632 45,488 45,922 0 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -29,600 -33,600 -2,000 2,000 -4,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 85.2 2.5 7.4 7.5 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 8, 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 950,672 : : Positions : : 875,391 893,291 53,996 36,096 21,285 0 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -103,200 -107,600 -12,640 -8,240 5,952 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 94.0 5.7 3.8 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 243,830 : : Positions : : 226,615 225,505 8,410 9,520 8,805 0 0 0 0 0 0 : : : : Changes from: October 1, 2013 : : -36,000 -37,200 -1,770 -570 570 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 92.5 3.4 3.9 3.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 6,507,366 : : Positions : :4,998,322 6,105,344 917,602 112 401,910 121,160 0 0 68,372 0 0 : : : : Changes from: October 1, 2013 : : -272,724 -327,764 -47,440 -400 1,130 -8,800 0 0 800 0 -800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 93.8 14.1 0.0 6.2 1.9 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 27 5 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 2,137,620 : : Positions : :1,691,515 2,037,165 307,010 845 95,010 24,065 4,600 0 20,020 0 0 : : : : Changes from: October 1, 2013 : : -113,320 -123,295 -15,775 -100 -6,100 -3,700 -9,000 0 400 0 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 95.3 14.4 0.0 4.4 1.1 0.2 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 30 5 . 6 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 2,832,049 : : Positions : :1,658,834 1,970,227 286,276 221,045 213,511 0 134,041 41,910 568,745 188,543 62,772 : : : : Changes from: October 1, 2013 : : -57,577 -26,427 9,258 -5,670 1,062 0 -8,500 -1,400 -4,745 -12,467 4,112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 69.6 10.1 7.8 7.5 0.0 4.7 1.5 20.1 6.7 2.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 32 4 6 7 0 5 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 6,260,189 : : Positions : :5,385,394 5,104,521 177,335 497,732 375,565 74,511 111,215 120,039 99,628 23,400 27,717 : : : : Changes from: October 1, 2013 : : -20,792 16,576 -9,200 -19,880 -27,720 -1,600 -6,000 -800 22,288 0 1,495 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 81.5 2.8 8.0 6.0 1.2 1.8 1.9 1.6 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 8, 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 583,860 : : Positions : : 516,310 462,755 59,640 112,555 7,910 0 640 0 0 0 0 : : : : Changes from: October 1, 2013 : : -18,775 -19,800 -3,800 -2,575 -2,000 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 79.3 10.2 19.3 1.4 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 8, 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 2,113,747 : : Positions : :1,811,724 1,734,192 140,651 213,773 161,372 0 4,410 0 0 0 0 : : : : Changes from: October 1, 2013 : : -75,440 -86,000 -14,400 -3,040 0 0 -800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 82.0 6.7 10.1 7.6 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 61,972 : : Positions : : 43,170 23,541 421 18,802 10,918 0 2,221 2,231 702 0 244 : : : : Changes from: October 1, 2013 : : 819 588 -9 383 35 0 15 -68 8 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 38.0 0.7 30.3 17.6 0.0 3.6 3.6 1.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . 5 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 8,680 : : Positions : : 4,085 5,871 638 931 1,032 1,566 0 468 144 0 0 : : : : Changes from: October 1, 2013 : : -819 -545 115 -263 -301 -403 0 -60 -18 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 67.6 7.3 10.7 11.9 18.0 0.0 5.4 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 7,963 : : Positions : : 3,783 6,589 1,324 158 636 1,432 120 68 0 0 0 : : : : Changes from: October 1, 2013 : : -10 2 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 82.7 16.6 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 8, 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 12,816 : : Positions : : 7,356 8,057 956 128 1,598 0 700 1,210 0 0 0 : : : : Changes from: October 1, 2013 : : 0 -40 0 0 0 0 40 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 62.9 7.5 1.0 12.5 0.0 5.5 9.4 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 8, 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: October 1, 2013 : : 0 0 0 0 0 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 8, 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 619,485 : : Positions : : 458,697 590,139 131,442 0 24,666 0 4,680 0 4,680 0 0 : : : : Changes from: October 1, 2013 : : 2,005 2,005 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 95.3 21.2 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 : : 19 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 16,046 : : Positions : : 12,284 14,869 1,310 85 772 0 0 0 1,616 0 0 : : : : Changes from: October 1, 2013 : : 0 530 0 0 0 0 0 0 530 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 92.7 8.2 0.5 4.8 0.0 0.0 0.0 10.1 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 8, 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: October 1, 2013 : : 0 0 0 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 8, 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: October 1, 2013 : : 0 0 0 0 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 8, 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 72,340 : : Positions : : 52,012 47,006 11,299 18,378 2,174 4,050 320 2,550 0 1,593 255 : : : : Changes from: October 1, 2013 : : 100 0 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 65.0 15.6 25.4 3.0 5.6 0.4 3.5 0.0 2.2 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 18 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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: October 1, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 8, 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 22,309 : : Positions : : 14,237 14,036 6,472 1,915 0 0 3,927 1,600 0 512 0 : : : : Changes from: October 1, 2013 : : 783 179 -760 200 -200 0 -240 1,600 0 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 62.9 29.0 8.6 0.0 0.0 17.6 7.2 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 47,898 : : Positions : : 37,600 37,114 7,043 0 3,129 0 7,655 0 126 0 0 : : : : Changes from: October 1, 2013 : : 4,096 3,331 -765 0 510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 77.5 14.7 0.0 6.5 0.0 16.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 5 0 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 47,419 : : Positions : : 32,327 30,413 0 7,718 6,900 5,215 0 2,235 589 0 153 : : : : Changes from: October 1, 2013 : : 424 322 0 0 0 0 0 0 -102 0 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 64.1 0.0 16.3 14.6 11.0 0.0 4.7 1.2 0.0 0.3 : : : : 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 8, 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 40,164 : : Positions : : 29,213 30,752 7,727 4,646 1,188 0 0 0 0 1,797 1,526 : : : : Changes from: October 1, 2013 : : 867 612 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 76.6 19.2 11.6 3.0 0.0 0.0 0.0 0.0 4.5 3.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 47,723 : : Positions : : 42,802 32,790 2,768 12,238 1,984 0 391 0 0 215 105 : : : : Changes from: October 1, 2013 : : -63 -273 0 210 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 68.7 5.8 25.6 4.2 0.0 0.8 0.0 0.0 0.5 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 8, 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 377,700 : : Positions : : 210,920 312,765 91,770 17,775 0 14,680 3,420 43,740 16,590 0 0 : : : : Changes from: October 1, 2013 : : 12,902 7,317 -4,010 0 0 1,845 3,420 20,260 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 82.8 24.3 4.7 0.0 3.9 0.9 11.6 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 852,132 : : Positions : : 671,831 580,388 57,405 105,175 98,400 0 43,673 24,496 0 0 0 : : : : Changes from: October 1, 2013 : : 12,920 17,600 4,680 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 68.1 6.7 12.3 11.5 0.0 5.1 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 1,166,795 : : Positions : : 620,507 998,511 79,564 26,933 141,351 263,005 0 0 62,368 0 0 : : : : Changes from: October 1, 2013 : : 0 8,518 0 0 0 0 0 0 8,518 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 85.6 6.8 2.3 12.1 22.5 0.0 0.0 5.3 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 8, 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 561,613 : : Positions : : 324,153 423,063 49,618 9,408 100,654 0 0 0 86,780 28,080 408 : : : : Changes from: October 1, 2013 : : 14,008 14,008 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 75.3 8.8 1.7 17.9 0.0 0.0 0.0 15.5 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 585,296 : : Positions : : 423,411 342,474 79,425 142,051 82,460 0 0 0 0 18,311 0 : : : : Changes from: October 1, 2013 : : 5,755 5,755 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 58.5 13.6 24.3 14.1 0.0 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . 4 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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 J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A85 Open Interest is 305,023 : : Positions : : 261,545 179,110 7,110 88,192 32,648 0 2,703 0 1,350 0 2,370 : : : : Changes from: October 1, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 58.7 2.3 28.9 10.7 0.0 0.9 0.0 0.4 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 8, 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: October 1, 2013 : : 0 0 0 0 0 0 0 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 8, 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 4,747 : : Positions : : 1,589 3,967 2,156 0 630 119 0 34 103 0 116 : : : : Changes from: October 1, 2013 : : -31 -75 -22 0 -36 -10 0 -2 -12 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 83.6 45.4 0.0 13.3 2.5 0.0 0.7 2.2 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated October 28, 2013