Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 82,232 : : Positions : : 19,840 38,367 5,060 5,706 1,355 536 6,285 8,687 32,615 7,355 13,634 : : : : Changes from: October 8, 2013 : : 1,245 2,760 160 365 80 396 -1,294 559 882 520 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 46.7 6.2 6.9 1.6 0.7 7.6 10.6 39.7 8.9 16.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 11 11 . . . . . . 20 13 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 34,069 : : Positions : : 23,825 8,515 841 3,020 397 0 4,926 830 4,757 12,913 2,950 : : : : Changes from: October 8, 2013 : : 2,580 875 506 -110 -77 0 1,131 270 -335 1,170 -162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 25.0 2.5 8.9 1.2 0.0 14.5 2.4 14.0 37.9 8.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 9 8 . . . 0 4 . 8 18 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 177,540 : : Positions : : 108,703 118,575 9,934 14,685 22,995 12,361 141 11,008 8,252 6,049 3,463 : : : : Changes from: October 8, 2013 : : 935 672 -199 257 1,005 -1,226 77 -387 -264 -1,552 449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 66.8 5.6 8.3 13.0 7.0 0.1 6.2 4.6 3.4 2.0 : : : : Number of Traders in Each Category Total Traders: 81 : : 47 42 . 7 8 7 4 5 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 53,092 : : Positions : : 30,841 42,920 15,699 4,784 2,620 1,365 76 2,513 0 125 54 : : : : Changes from: October 8, 2013 : : -147 235 -25 -77 102 330 0 1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 80.8 29.6 9.0 4.9 2.6 0.1 4.7 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 467,312 : : Positions : : 302,450 379,612 114,496 45,514 20,366 8,802 0 20,877 0 622 321 : : : : Changes from: October 8, 2013 : : -1,284 8,817 9,835 0 -2,224 1,209 0 879 -321 622 321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 81.2 24.5 9.7 4.4 1.9 0.0 4.5 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 1,617,752 : : Positions : :1,197,900 1,359,595 153,016 56,371 156,594 72,900 4,309 22,354 6,666 10,207 8,322 : : : : Changes from: October 8, 2013 : : 17,781 2,795 -11,366 -5,791 7,355 -4,358 4,309 -3,901 0 744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 84.0 9.5 3.5 9.7 4.5 0.3 1.4 0.4 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 36 38 4 4 5 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 55,073 : : Positions : : 45,386 27,217 307 8,381 4,483 75 9,151 4,436 254 1,274 131 : : : : Changes from: October 8, 2013 : : -1,199 -1,793 120 -388 -436 24 914 -140 -263 -51 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 49.4 0.6 15.2 8.1 0.1 16.6 8.1 0.5 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 315,238 : : Positions : : 202,471 214,766 94,477 34,768 3,856 0 40,089 13,482 0 7,325 952 : : : : Changes from: October 8, 2013 : : -27,022 -20,925 -2,656 -2,688 -336 0 -5,120 640 0 -945 952 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 68.1 30.0 11.0 1.2 0.0 12.7 4.3 0.0 2.3 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 568,006 : : Positions : : 443,661 427,938 61,980 103,797 26,179 24,061 0 8,531 2,033 0 1,561 : : : : Changes from: October 8, 2013 : : -2 1,952 744 401 0 1,611 0 -1,611 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 75.3 10.9 18.3 4.6 4.2 0.0 1.5 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 24 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 50,316 : : Positions : : 29,938 45,971 12,419 1,302 823 1,849 202 1,529 3,206 0 168 : : : : Changes from: October 8, 2013 : : 760 257 -252 0 0 -339 0 85 -168 0 168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 91.4 24.7 2.6 1.6 3.7 0.4 3.0 6.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 26 5 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 8, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 15, 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 8, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 15, 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 904,320 : : Positions : : 716,800 806,960 187,520 93,600 0 0 0 0 0 3,760 0 : : : : Changes from: October 8, 2013 : : 0 46,800 46,800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 89.2 20.7 10.4 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 15, 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 273,480 : : Positions : : 203,712 230,544 29,896 14,136 26,040 11,448 1,184 1,576 808 0 0 : : : : Changes from: October 8, 2013 : : 400 1,528 0 0 0 728 0 800 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 84.3 10.9 5.2 9.5 4.2 0.4 0.6 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 15 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 14,039 : : Positions : : 9,430 9,135 2,228 2,983 552 1,376 69 170 9 616 60 : : : : Changes from: October 8, 2013 : : 143 698 356 -318 318 0 0 0 -20 120 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 65.1 15.9 21.2 3.9 9.8 0.5 1.2 0.1 4.4 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 1,025,155 : : Positions : : 895,125 744,835 0 177,750 102,570 27,460 0 0 0 0 0 : : : : Changes from: October 8, 2013 : : 46,800 24,020 -23,700 -920 47,720 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 72.7 0.0 17.3 10.0 2.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 331,145 : : Positions : : 274,030 262,995 51,815 67,000 1,150 4,150 0 0 0 0 0 : : : : Changes from: October 8, 2013 : : 40,350 27,600 12,750 25,500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 79.4 15.6 20.2 0.3 1.3 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 15, 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 208,425 : : Positions : : 163,995 141,925 6,375 32,670 33,830 4,225 0 0 0 0 0 : : : : Changes from: October 8, 2013 : : 6,350 0 0 6,350 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 68.1 3.1 15.7 16.2 2.0 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 15, 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 23,629 : : Positions : : 16,665 15,066 1,729 4,141 2,162 1,005 0 168 0 940 0 : : : : Changes from: October 8, 2013 : : 61 1,203 255 -550 0 299 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 63.8 7.3 17.5 9.1 4.3 0.0 0.7 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 2,368,134 : : Positions : :1,757,852 1,948,480 220,109 2,225 115,562 113,373 80,835 161,238 0 59,794 0 : : : : Changes from: October 8, 2013 : : 11,742 2,414 -4,488 0 7,624 -4,096 0 0 0 744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 82.3 9.3 0.1 4.9 4.8 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 15, 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 781,343 : : Positions : : 565,433 573,404 124,755 38,330 45,870 1,450 42,334 43,835 0 37,570 0 : : : : Changes from: October 8, 2013 : : 16,462 14,212 -2,775 0 1,680 0 -525 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 73.4 16.0 4.9 5.9 0.2 5.4 5.6 0.0 4.8 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 15, 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 1,044,751 : : Positions : : 891,901 997,951 117,300 11,250 35,550 0 0 0 0 0 0 : : : : Changes from: October 8, 2013 : : 14,436 14,436 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 95.5 11.2 1.1 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #0643BE Open Interest is 336,705 : : Positions : : 277,055 319,525 47,850 7,580 9,600 2,200 0 0 0 0 0 : : : : Changes from: October 8, 2013 : : 1,000 1,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 94.9 14.2 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 15, 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 611,210 : : Positions : : 343,125 547,544 84,785 14,127 25,590 124,238 1,140 20,577 10,663 0 2,232 : : : : Changes from: October 8, 2013 : : -1,357 470 -4,836 -407 4,836 4,696 0 -4,696 1,560 0 -744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 89.6 13.9 2.3 4.2 20.3 0.2 3.4 1.7 0.0 0.4 : : : : 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 15, 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 41,720 : : Positions : : 24,409 33,989 6,021 2,672 1,265 7,804 2,812 769 918 0 61 : : : : Changes from: October 8, 2013 : : 143 -104 -439 21 273 233 21 21 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 81.5 14.4 6.4 3.0 18.7 6.7 1.8 2.2 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 15, 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 25,307 : : Positions : : 14,096 23,517 5,056 0 818 4,569 0 768 0 204 0 : : : : Changes from: October 8, 2013 : : -797 -1,544 -1,249 0 76 554 0 -153 0 52 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 92.9 20.0 0.0 3.2 18.1 0.0 3.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 12 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 247,733 : : Positions : : 100,039 225,852 34,128 8,590 10,333 93,712 0 665 8,856 2,293 0 : : : : Changes from: October 8, 2013 : : -16,646 -27,454 -3,024 -2,016 0 -7,186 0 0 -321 2,293 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 91.2 13.8 3.5 4.2 37.8 0.0 0.3 3.6 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 613,131 : : Positions : : 356,176 576,120 209,561 0 2,707 11,562 1,179 33,125 0 0 0 : : : : Changes from: October 8, 2013 : : 9,418 11,365 -1,955 0 -802 0 -3,902 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 94.0 34.2 0.0 0.4 1.9 0.2 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 19 5 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 35,031 : : Positions : : 27,489 28,486 384 3,412 2,457 3,596 0 20 0 0 0 : : : : Changes from: October 8, 2013 : : 85 397 0 208 -126 520 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 81.3 1.1 9.7 7.0 10.3 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 15, 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 6,642 : : Positions : : 3,651 4,240 1,054 609 729 0 0 0 0 576 21 : : : : Changes from: October 8, 2013 : : -64 -42 42 21 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 63.8 15.9 9.2 11.0 0.0 0.0 0.0 0.0 8.7 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 21,275 : : Positions : : 11,782 20,105 4,388 108 865 1,247 0 0 2,817 0 46 : : : : Changes from: October 8, 2013 : : 706 584 -590 -292 122 305 0 0 105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 94.5 20.6 0.5 4.1 5.9 0.0 0.0 13.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 8, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 15,216 : : Positions : : 7,053 9,352 5,544 3,837 1,535 0 128 212 808 0 21 : : : : Changes from: October 8, 2013 : : -86 -64 -20 -43 63 0 -42 42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 61.5 36.4 25.2 10.1 0.0 0.8 1.4 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 15, 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 : : 67,865 115,517 126,701 81,082 0 0 0 0 2,033 0 0 : : : : Changes from: October 8, 2013 : : 408 0 0 408 -408 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 58.8 64.4 41.2 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 25,364 : : Positions : : 17,405 20,155 4,033 77 1,163 0 1,206 2,763 0 0 0 : : : : Changes from: October 8, 2013 : : 102 330 0 0 0 0 -228 26 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 79.5 15.9 0.3 4.6 0.0 4.8 10.9 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 15, 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 8, 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 15, 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 702,000 : : Positions : : 601,589 542,813 59,656 56,192 40,755 0 62,240 0 0 0 0 : : : : Changes from: October 8, 2013 : : 9,392 14,088 4,696 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 77.3 8.5 8.0 5.8 0.0 8.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 213,215 : : Positions : : 181,770 182,285 19,345 13,480 12,100 0 5,350 0 0 0 0 : : : : Changes from: October 8, 2013 : : 2,540 3,810 1,270 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 85.5 9.1 6.3 5.7 0.0 2.5 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 15, 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 8, 2013 : : 0 0 0 0 0 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 15, 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 8, 2013 : : 0 0 0 0 0 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 15, 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 : : 110,835 110,495 12,340 12,680 15,860 0 0 0 0 0 0 : : : : Changes from: October 8, 2013 : : 2,550 0 -2,550 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 79.5 8.9 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 15, 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 : : 399,063 386,225 45,447 58,285 58,223 0 0 0 0 0 0 : : : : Changes from: October 8, 2013 : : 9,360 0 -9,360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 76.8 9.0 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 15, 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 188,975 : : Positions : : 177,280 154,570 1,265 27,375 7,030 0 0 0 3,400 0 0 : : : : Changes from: October 8, 2013 : : 3,430 2,150 410 1,690 -410 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 81.8 0.7 14.5 3.7 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 627,223 : : Positions : : 567,287 532,767 15,632 50,152 44,304 0 0 0 0 0 0 : : : : Changes from: October 8, 2013 : : 12,754 8,090 0 4,664 -1,618 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 84.9 2.5 8.0 7.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 8, 2013 : : 0 0 0 0 0 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 15, 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 8, 2013 : : 0 0 0 0 0 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 15, 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 6,677,033 : : Positions : :5,171,838 6,273,647 912,389 112 403,274 121,160 0 0 68,372 0 0 : : : : Changes from: October 8, 2013 : : 173,516 168,303 -5,213 0 1,364 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 94.0 13.7 0.0 6.0 1.8 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 25 5 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 2,182,940 : : Positions : :1,737,960 2,077,720 301,120 845 99,775 24,065 4,600 0 20,020 0 0 : : : : Changes from: October 8, 2013 : : 46,445 40,555 -5,890 0 4,765 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 95.2 13.8 0.0 4.6 1.1 0.2 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 30 5 . 6 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 2,888,900 : : Positions : :1,693,588 2,019,778 304,137 205,968 216,433 1,365 133,541 41,910 568,745 208,547 62,723 : : : : Changes from: October 8, 2013 : : 34,753 49,551 17,861 -15,077 2,922 1,365 -500 0 0 20,004 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 69.9 10.5 7.1 7.5 0.0 4.6 1.5 19.7 7.2 2.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 33 4 6 7 . 4 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 6,378,442 : : Positions : :5,495,452 5,168,180 193,572 560,368 367,523 74,511 111,215 120,039 99,628 23,400 27,717 : : : : Changes from: October 8, 2013 : : 110,058 63,659 16,237 62,636 -8,042 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 81.0 3.0 8.8 5.8 1.2 1.7 1.9 1.6 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 24 . 5 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 594,285 : : Positions : : 524,660 473,180 61,715 112,555 7,910 0 640 0 0 0 0 : : : : Changes from: October 8, 2013 : : 8,350 10,425 2,075 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 79.6 10.4 18.9 1.3 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 15, 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 2,123,462 : : Positions : :1,821,439 1,756,042 144,696 205,683 157,327 0 4,410 0 0 0 0 : : : : Changes from: October 8, 2013 : : 9,715 21,850 4,045 -8,090 -4,045 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 82.7 6.8 9.7 7.4 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 15, 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 61,774 : : Positions : : 43,058 23,417 76 18,440 11,201 0 2,266 2,184 696 0 244 : : : : Changes from: October 8, 2013 : : -112 -123 -345 -362 283 0 45 -47 -6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 37.9 0.1 29.9 18.1 0.0 3.7 3.5 1.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . 6 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 8,658 : : Positions : : 4,088 5,883 642 909 1,021 1,550 0 468 144 0 0 : : : : Changes from: October 8, 2013 : : 2 12 4 -22 -12 -17 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 67.9 7.4 10.5 11.8 17.9 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 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #06465K Open Interest is 8,323 : : Positions : : 3,903 6,949 1,324 158 636 1,432 120 68 0 0 0 : : : : Changes from: October 8, 2013 : : 120 360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 83.5 15.9 1.9 7.6 17.2 1.4 0.8 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 15, 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 8,005 956 128 1,598 0 700 1,210 0 0 0 : : : : Changes from: October 8, 2013 : : 0 -52 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 62.5 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 15, 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 29,165 : : Positions : : 20,733 26,083 5,881 857 1,785 0 355 0 0 0 0 : : : : Changes from: October 8, 2013 : : 398 100 -150 148 64 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 89.4 20.2 2.9 6.1 0.0 1.2 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 15, 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 623,730 : : Positions : : 463,726 592,944 129,218 0 26,106 0 4,680 0 4,680 0 0 : : : : Changes from: October 8, 2013 : : 5,029 2,805 -2,224 0 1,440 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 95.1 20.7 0.0 4.2 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 15, 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 8, 2013 : : 0 0 0 0 0 0 0 0 0 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 15, 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 8, 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 15, 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 8, 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 15, 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 73,234 : : Positions : : 52,012 47,006 11,299 19,653 2,174 4,050 320 2,550 702 1,020 447 : : : : Changes from: October 8, 2013 : : 0 0 0 1,275 0 0 0 0 702 -573 192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 64.2 15.4 26.8 3.0 5.5 0.4 3.5 1.0 1.4 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 18 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 1,834,428 : : Positions : :1,410,249 1,016,318 180,442 287,253 237,046 0 285,660 0 910 2,370 5,781 : : : : Changes from: October 8, 2013 : : 0 42,088 18,688 23,400 0 0 0 0 0 -46,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 55.4 9.8 15.7 12.9 0.0 15.6 0.0 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 20 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 23,300 : : Positions : : 15,123 15,132 6,472 1,915 0 0 3,927 1,600 0 302 105 : : : : Changes from: October 8, 2013 : : 886 1,096 0 0 0 0 0 0 0 -210 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 64.9 27.8 8.2 0.0 0.0 16.9 6.9 0.0 1.3 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 47,998 : : Positions : : 37,700 37,214 7,043 0 3,129 0 7,655 0 126 0 0 : : : : Changes from: October 8, 2013 : : 100 100 0 0 0 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 15.9 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 14 5 0 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 8, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 15, 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 40,844 : : Positions : : 29,213 30,752 7,727 3,371 2,123 0 0 0 0 2,817 1,526 : : : : Changes from: October 8, 2013 : : 0 0 0 -1,275 935 0 0 0 0 1,020 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 75.3 18.9 8.3 5.2 0.0 0.0 0.0 0.0 6.9 3.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 49,358 : : Positions : : 44,437 34,425 2,768 12,238 1,984 0 391 0 0 215 105 : : : : Changes from: October 8, 2013 : : 1,635 1,635 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 69.7 5.6 24.8 4.0 0.0 0.8 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 15 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 382,380 : : Positions : : 215,600 317,445 91,770 17,775 0 14,680 3,420 43,740 16,590 0 0 : : : : Changes from: October 8, 2013 : : 4,680 4,680 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 83.0 24.0 4.6 0.0 3.8 0.9 11.4 4.3 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 15, 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 910,105 : : Positions : : 729,804 638,361 57,405 105,175 98,400 0 43,673 24,496 0 0 0 : : : : Changes from: October 8, 2013 : : 57,973 57,973 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 70.1 6.3 11.6 10.8 0.0 4.8 2.7 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 15, 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 1,182,431 : : Positions : : 686,797 998,511 79,564 45,621 137,497 263,005 0 0 14,766 0 802 : : : : Changes from: October 8, 2013 : : 66,290 0 0 18,688 -3,854 0 0 0 -47,602 0 802 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 84.4 6.7 3.9 11.6 22.2 0.0 0.0 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 575,605 : : Positions : : 366,297 423,063 17,983 19,917 104,137 0 0 0 86,780 28,080 408 : : : : Changes from: October 8, 2013 : : 42,144 0 -31,635 10,509 3,483 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 73.5 3.1 3.5 18.1 0.0 0.0 0.0 15.1 4.9 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 15, 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 587,702 : : Positions : : 425,817 344,880 79,425 142,051 82,460 0 0 0 0 18,311 0 : : : : Changes from: October 8, 2013 : : 2,406 2,406 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 58.7 13.5 24.2 14.0 0.0 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . 4 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 8, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 15, 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 430,120 : : Positions : : 195,688 310,624 134,872 14,016 99,560 0 5,920 0 0 0 0 : : : : Changes from: October 8, 2013 : : -30,728 11,312 42,040 0 -7,712 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 72.2 31.4 3.3 23.1 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 15, 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 4,769 : : Positions : : 1,596 3,993 2,170 0 625 121 0 34 105 0 116 : : : : Changes from: October 8, 2013 : : 7 26 14 0 -5 2 0 0 2 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 83.7 45.5 0.0 13.1 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 30, 2013