Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 79,871 : : Positions : : 18,315 39,352 5,270 5,862 1,694 876 3,160 6,721 31,656 7,711 14,874 : : : : Changes from: October 15, 2013 : : -1,525 985 210 156 339 340 -3,125 -1,966 -959 356 1,240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 49.3 6.6 7.3 2.1 1.1 4.0 8.4 39.6 9.7 18.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 11 12 . . 4 . . . 19 14 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 34,733 : : Positions : : 24,640 8,690 315 3,999 500 0 5,101 650 5,117 12,048 2,862 : : : : Changes from: October 15, 2013 : : 815 175 -526 979 103 0 175 -180 360 -865 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 25.0 0.9 11.5 1.4 0.0 14.7 1.9 14.7 34.7 8.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 8 . . . 0 . . 10 16 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 181,454 : : Positions : : 113,925 118,958 7,833 15,731 24,717 11,846 207 10,920 7,797 6,683 3,679 : : : : Changes from: October 15, 2013 : : 5,222 382 -2,101 1,046 1,722 -515 66 -88 -455 634 216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 65.6 4.3 8.7 13.6 6.5 0.1 6.0 4.3 3.7 2.0 : : : : Number of Traders in Each Category Total Traders: 81 : : 47 42 . 7 7 6 5 5 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 53,777 : : Positions : : 31,429 43,133 15,543 5,159 2,515 1,646 51 2,590 0 276 54 : : : : Changes from: October 15, 2013 : : 588 213 -156 375 -105 281 -25 77 0 151 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 80.2 28.9 9.6 4.7 3.1 0.1 4.8 0.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 22 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 480,036 : : Positions : : 318,457 389,995 113,000 45,514 20,779 4,323 0 22,805 0 271 672 : : : : Changes from: October 15, 2013 : : 16,007 10,383 -1,496 0 413 -4,479 0 1,928 0 -351 351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 81.2 23.5 9.5 4.3 0.9 0.0 4.8 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 1,636,529 : : Positions : :1,240,862 1,357,790 132,207 75,558 157,581 69,737 5,509 21,562 6,258 10,207 8,322 : : : : Changes from: October 15, 2013 : : 42,962 -1,805 -20,809 19,187 987 -3,163 1,200 -792 -408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 83.0 8.1 4.6 9.6 4.3 0.3 1.3 0.4 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 66 : : 36 39 . 5 5 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 56,175 : : Positions : : 46,219 28,120 307 8,864 4,513 50 8,702 4,521 287 1,178 277 : : : : Changes from: October 15, 2013 : : 833 903 0 483 30 -25 -449 84 33 -96 146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 50.1 0.5 15.8 8.0 0.1 15.5 8.0 0.5 2.1 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 325,886 : : Positions : : 211,559 216,703 96,037 34,768 3,856 0 46,265 13,482 0 9,860 952 : : : : Changes from: October 15, 2013 : : 9,088 1,937 1,560 0 0 0 6,176 0 0 2,535 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 66.5 29.5 10.7 1.2 0.0 14.2 4.1 0.0 3.0 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 22, 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 554,099 : : Positions : : 428,938 414,432 62,381 104,205 25,778 25,285 0 8,123 2,033 0 1,561 : : : : Changes from: October 15, 2013 : : -14,723 -13,506 401 408 -401 1,224 0 -408 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 74.8 11.3 18.8 4.7 4.6 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 22, 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 51,056 : : Positions : : 29,637 46,393 13,374 1,302 823 1,791 717 1,290 3,164 0 210 : : : : Changes from: October 15, 2013 : : -301 422 955 0 0 -58 515 -239 -42 0 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 90.9 26.2 2.6 1.6 3.5 1.4 2.5 6.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 27 5 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 1,852,025 : : Positions : :1,711,025 1,805,385 117,300 22,940 23,700 0 0 0 0 0 0 : : : : Changes from: October 15, 2013 : : 191,210 191,210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 97.5 6.3 1.2 1.3 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 22, 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 784,200 : : Positions : : 708,900 764,250 64,950 0 10,350 0 0 0 0 9,600 0 : : : : Changes from: October 15, 2013 : : 25,400 25,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 97.5 8.3 0.0 1.3 0.0 0.0 0.0 0.0 1.2 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 22, 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 912,320 : : Positions : : 724,800 802,960 187,520 101,600 0 0 4,000 0 0 3,760 0 : : : : Changes from: October 15, 2013 : : 8,000 -4,000 0 8,000 0 0 4,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 88.0 20.6 11.1 0.0 0.0 0.4 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 282,496 : : Positions : : 204,512 246,328 40,408 10,888 22,936 12,272 1,184 1,160 1,208 0 0 : : : : Changes from: October 15, 2013 : : 800 15,784 10,512 -3,248 -3,104 824 0 -416 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 87.2 14.3 3.9 8.1 4.3 0.4 0.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 15 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 14,536 : : Positions : : 10,058 9,313 1,758 2,983 849 1,397 69 212 29 616 40 : : : : Changes from: October 15, 2013 : : 628 178 -470 0 297 21 0 42 20 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 64.1 12.1 20.5 5.8 9.6 0.5 1.5 0.2 4.2 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 1,165,075 : : Positions : : 988,405 838,115 23,540 201,290 125,670 27,460 0 0 0 0 0 : : : : Changes from: October 15, 2013 : : 93,280 93,280 23,540 23,540 23,100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 71.9 2.0 17.3 10.8 2.4 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 332,195 : : Positions : : 277,080 264,045 51,815 67,000 1,150 2,150 0 0 0 0 0 : : : : Changes from: October 15, 2013 : : 3,050 1,050 0 0 0 -2,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 79.5 15.6 20.2 0.3 0.6 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 22, 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 15, 2013 : : 0 0 0 0 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 22, 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 23,884 : : Positions : : 16,555 15,296 1,836 4,165 2,142 1,262 0 209 0 940 0 : : : : Changes from: October 15, 2013 : : -111 229 107 24 -20 257 0 41 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 64.0 7.7 17.4 9.0 5.3 0.0 0.9 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 2,420,761 : : Positions : :1,810,479 1,928,260 195,265 2,225 140,406 113,373 80,835 161,238 0 107,797 0 : : : : Changes from: October 15, 2013 : : 52,627 -20,220 -24,844 0 24,844 0 0 0 0 48,003 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 79.7 8.1 0.1 5.8 4.7 3.3 6.7 0.0 4.5 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 22, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Any multiple of 16 MWh : CFTC Code #0643BA Open Interest is 784,825 : : Positions : : 578,990 571,941 113,835 39,500 46,715 1,450 45,764 43,835 0 37,070 0 : : : : Changes from: October 15, 2013 : : 13,557 -1,463 -10,920 1,170 845 0 3,430 0 0 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 72.9 14.5 5.0 6.0 0.2 5.8 5.6 0.0 4.7 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 22, 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 1,068,811 : : Positions : : 915,961 1,022,011 117,300 11,250 35,550 0 0 0 0 0 0 : : : : Changes from: October 15, 2013 : : 24,060 24,060 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 95.6 11.0 1.1 3.3 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 22, 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 344,755 : : Positions : : 285,105 327,575 47,850 7,580 9,600 2,200 0 0 0 0 0 : : : : Changes from: October 15, 2013 : : 8,050 8,050 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 95.0 13.9 2.2 2.8 0.6 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 22, 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 605,275 : : Positions : : 339,071 545,861 82,890 10,598 24,788 124,231 1,140 21,400 11,407 0 1,488 : : : : Changes from: October 15, 2013 : : -4,054 -1,683 -1,895 -3,529 -802 -7 0 823 744 0 -744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 90.2 13.7 1.8 4.1 20.5 0.2 3.5 1.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 26 4 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 41,990 : : Positions : : 24,839 33,733 5,410 2,653 1,635 7,619 2,731 866 928 0 221 : : : : Changes from: October 15, 2013 : : 430 -257 -612 -19 370 -185 -81 97 10 0 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 80.3 12.9 6.3 3.9 18.1 6.5 2.1 2.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 27 4 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 25,332 : : Positions : : 14,069 23,773 5,082 0 742 4,722 0 692 25 125 0 : : : : Changes from: October 15, 2013 : : -27 256 26 0 -76 153 0 -76 25 -79 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 93.8 20.1 0.0 2.9 18.6 0.0 2.7 0.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 11 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 261,140 : : Positions : : 101,993 239,259 34,128 3,641 16,245 99,574 0 665 8,535 1,330 0 : : : : Changes from: October 15, 2013 : : 1,954 13,407 0 -4,949 5,912 5,862 0 0 -321 -963 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 91.6 13.1 1.4 6.2 38.1 0.0 0.3 3.3 0.5 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 22, 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 621,425 : : Positions : : 364,062 583,598 209,969 0 2,707 11,562 1,995 33,125 0 0 0 : : : : Changes from: October 15, 2013 : : 7,886 7,478 408 0 0 0 816 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 93.9 33.8 0.0 0.4 1.9 0.3 5.3 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 22, 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 36,618 : : Positions : : 27,652 28,778 405 4,686 2,457 3,979 0 20 1,275 0 0 : : : : Changes from: October 15, 2013 : : 163 292 21 1,274 0 383 0 0 1,275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 78.6 1.1 12.8 6.7 10.9 0.0 0.1 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 6,941 : : Positions : : 3,204 4,581 1,544 354 942 0 0 0 0 576 21 : : : : Changes from: October 15, 2013 : : -447 341 490 -255 213 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 66.0 22.2 5.1 13.6 0.0 0.0 0.0 0.0 8.3 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 21,272 : : Positions : : 11,892 20,018 4,072 66 907 1,247 0 0 2,978 0 46 : : : : Changes from: October 15, 2013 : : 110 -87 -316 -42 42 0 0 0 161 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 94.1 19.1 0.3 4.3 5.9 0.0 0.0 14.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 . . 4 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 312,530 : : Positions : : 104,350 303,538 141,667 1,125 7,491 4,704 0 0 53,942 0 376 : : : : Changes from: October 15, 2013 : : 4,680 6,291 408 0 0 0 0 0 1,203 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 97.1 45.3 0.4 2.4 1.5 0.0 0.0 17.3 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 22, 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 15,920 : : Positions : : 7,607 9,566 5,289 4,135 1,750 0 128 212 808 0 21 : : : : Changes from: October 15, 2013 : : 554 214 -255 298 215 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 60.1 33.2 26.0 11.0 0.0 0.8 1.3 5.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 4 . 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 195,440 : : Positions : : 69,010 114,358 124,397 81,082 0 0 0 0 2,033 0 0 : : : : Changes from: October 15, 2013 : : 1,145 -1,159 -2,304 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 58.5 63.6 41.5 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 22, 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 25,415 : : Positions : : 17,456 19,898 3,804 156 1,392 0 1,206 2,763 0 0 0 : : : : Changes from: October 15, 2013 : : 51 -257 -229 79 229 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 78.3 15.0 0.6 5.5 0.0 4.7 10.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 : : 122,146 84,671 0 37,475 22,359 0 0 0 0 0 0 : : : : Changes from: October 15, 2013 : : -321 -3,856 -961 2,574 1,282 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 58.6 0.0 25.9 15.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 0 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 701,198 : : Positions : : 600,787 542,011 59,656 56,192 40,755 0 62,240 0 0 0 0 : : : : Changes from: October 15, 2013 : : -802 -802 0 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 : : 14 9 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 15, 2013 : : 0 0 0 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: 27 : : 16 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 225,115 : : Positions : : 185,140 115,130 36,150 106,160 3,825 0 0 0 0 0 0 : : : : Changes from: October 15, 2013 : : 3,150 1,050 0 2,100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 51.1 16.1 47.2 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 15, 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 22, 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 15, 2013 : : 0 0 0 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 22, 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 15, 2013 : : 0 0 0 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 22, 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 193,175 : : Positions : : 181,480 158,770 1,265 27,375 7,030 0 0 0 3,400 0 0 : : : : Changes from: October 15, 2013 : : 4,200 4,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 82.2 0.7 14.2 3.6 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 15, 2013 : : 0 0 0 0 0 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 22, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D7 Open Interest is 1,014,920 : : Positions : : 945,591 916,691 53,996 82,896 15,333 0 0 0 0 0 0 : : : : Changes from: October 15, 2013 : : 70,200 23,400 0 46,800 -5,952 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 90.3 5.3 8.2 1.5 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 22, 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 260,855 : : Positions : : 245,740 231,880 8,410 22,270 6,705 0 0 0 0 0 0 : : : : Changes from: October 15, 2013 : : 19,125 6,375 0 12,750 -2,100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 88.9 3.2 8.5 2.6 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 22, 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 7,026,712 : : Positions : :5,208,292 6,656,971 1,259,259 112 369,629 121,160 0 0 68,372 0 0 : : : : Changes from: October 15, 2013 : : 36,454 383,324 346,870 0 -33,645 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 94.7 17.9 0.0 5.3 1.7 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 33 26 5 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 2,261,650 : : Positions : :1,734,690 2,182,925 409,595 845 73,280 24,065 4,600 0 20,020 0 0 : : : : Changes from: October 15, 2013 : : -3,270 105,205 108,475 0 -26,495 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 96.5 18.1 0.0 3.2 1.1 0.2 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 31 5 . 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 2,951,685 : : Positions : :1,752,569 2,053,059 313,430 232,501 211,827 550 140,618 42,410 568,745 209,115 62,155 : : : : Changes from: October 15, 2013 : : 58,981 33,280 9,292 26,533 -4,606 -815 7,077 500 0 568 -568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 69.6 10.6 7.9 7.2 0.0 4.8 1.4 19.3 7.1 2.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 33 4 6 7 . 5 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 6,410,394 : : Positions : :5,488,554 5,159,037 177,335 546,376 422,610 74,511 111,215 120,039 99,628 23,400 27,717 : : : : Changes from: October 15, 2013 : : -6,898 -9,143 -16,237 -13,992 55,087 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 80.5 2.8 8.5 6.6 1.2 1.7 1.9 1.6 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 25 4 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 603,695 : : Positions : : 532,925 479,120 60,440 113,605 10,330 0 640 0 0 0 0 : : : : Changes from: October 15, 2013 : : 8,265 5,940 -1,275 1,050 2,420 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 79.4 10.0 18.8 1.7 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 2,142,732 : : Positions : :1,840,709 1,756,042 144,696 224,953 157,327 0 4,410 0 0 0 0 : : : : Changes from: October 15, 2013 : : 19,270 0 0 19,270 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 82.0 6.8 10.5 7.3 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 62,130 : : Positions : : 43,141 22,902 0 18,418 11,243 0 2,455 2,345 639 0 258 : : : : Changes from: October 15, 2013 : : 83 -515 -76 -21 42 0 189 160 -57 0 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 36.9 0.0 29.6 18.1 0.0 4.0 3.8 1.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 0 7 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 8,686 : : Positions : : 4,065 5,849 622 933 1,058 1,584 0 468 144 0 0 : : : : Changes from: October 15, 2013 : : -23 -34 -21 24 38 34 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 67.3 7.2 10.7 12.2 18.2 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 22, 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 8,493 : : Positions : : 4,073 7,119 1,324 158 636 1,432 120 68 0 0 0 : : : : Changes from: October 15, 2013 : : 170 170 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 83.8 15.6 1.9 7.5 16.9 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 22, 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 15, 2013 : : 0 52 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 62.9 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 22, 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 29,294 : : Positions : : 20,905 26,104 5,838 965 1,785 0 355 0 0 0 0 : : : : Changes from: October 15, 2013 : : 172 21 -43 108 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 89.1 19.9 3.3 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 22, 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 627,143 : : Positions : : 466,262 596,005 129,743 0 26,458 0 4,680 0 4,680 0 0 : : : : Changes from: October 15, 2013 : : 2,536 3,061 525 0 352 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 95.0 20.7 0.0 4.2 0.0 0.7 0.0 0.7 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 22, 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 16,209 : : Positions : : 12,284 15,032 1,310 85 772 0 0 0 1,779 0 0 : : : : Changes from: October 15, 2013 : : 0 163 0 0 0 0 0 0 163 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 92.7 8.1 0.5 4.8 0.0 0.0 0.0 11.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 42,177 : : Positions : : 28,450 39,648 10,942 0 2,275 0 0 0 0 0 0 : : : : Changes from: October 15, 2013 : : 3,060 2,550 -510 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 94.0 25.9 0.0 5.4 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 22, 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 596,340 : : Positions : : 454,380 521,005 132,600 65,975 9,360 0 0 0 0 0 0 : : : : Changes from: October 15, 2013 : : 9,360 0 0 9,360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 87.4 22.2 11.1 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 22, 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 82,154 : : Positions : : 59,662 52,096 11,299 22,213 3,444 4,050 320 2,550 702 1,020 447 : : : : Changes from: October 15, 2013 : : 7,650 5,090 0 2,560 1,270 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 63.4 13.8 27.0 4.2 4.9 0.4 3.1 0.9 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 19 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 1,870,269 : : Positions : :1,429,290 1,052,159 191,317 281,328 242,971 0 285,660 0 910 2,370 5,781 : : : : Changes from: October 15, 2013 : : 19,041 35,841 10,875 -5,925 5,925 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 56.3 10.2 15.0 13.0 0.0 15.3 0.0 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 20 4 . 5 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 25,254 : : Positions : : 17,077 17,086 6,472 1,915 0 0 3,927 1,600 0 302 105 : : : : Changes from: October 15, 2013 : : 1,954 1,954 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 67.7 25.6 7.6 0.0 0.0 15.6 6.3 0.0 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 56,804 : : Positions : : 43,956 43,480 7,053 0 5,669 0 7,655 0 126 0 0 : : : : Changes from: October 15, 2013 : : 6,256 6,266 10 0 2,540 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 76.5 12.4 0.0 10.0 0.0 13.5 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 5 0 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 51,007 : : Positions : : 33,447 33,920 1,546 6,714 7,904 5,215 0 2,235 426 0 234 : : : : Changes from: October 15, 2013 : : 1,120 3,507 1,546 -1,004 1,004 0 0 0 -163 0 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 66.5 3.0 13.2 15.5 10.2 0.0 4.4 0.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 14 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 43,137 : : Positions : : 28,951 34,320 9,007 3,371 2,123 0 0 0 753 1,020 2,048 : : : : Changes from: October 15, 2013 : : -262 3,568 1,280 0 0 0 0 0 753 -1,797 522 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 79.6 20.9 7.8 4.9 0.0 0.0 0.0 1.7 2.4 4.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 51,662 : : Positions : : 46,741 35,449 2,768 13,518 1,984 0 391 0 0 215 105 : : : : Changes from: October 15, 2013 : : 2,304 1,024 0 1,280 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 68.6 5.4 26.2 3.8 0.0 0.8 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 16 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 20,857 : : Positions : : 16,517 17,702 2,486 0 1,726 0 0 0 0 1,280 0 : : : : Changes from: October 15, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 84.9 11.9 0.0 8.3 0.0 0.0 0.0 0.0 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 391,708 : : Positions : : 224,928 326,773 91,770 17,775 0 14,680 3,420 43,740 16,590 0 0 : : : : Changes from: October 15, 2013 : : 9,328 9,328 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 83.4 23.4 4.5 0.0 3.7 0.9 11.2 4.2 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 22, 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 15, 2013 : : 0 0 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 22, 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 1,205,951 : : Positions : : 710,317 1,022,031 79,564 45,621 137,497 263,005 0 0 14,766 0 802 : : : : Changes from: October 15, 2013 : : 23,520 23,520 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 84.7 6.6 3.8 11.4 21.8 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 22, 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 610,370 : : Positions : : 354,262 457,828 17,983 19,917 104,137 0 0 0 133,580 28,080 408 : : : : Changes from: October 15, 2013 : : -12,035 34,765 0 0 0 0 0 0 46,800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 75.0 2.9 3.3 17.1 0.0 0.0 0.0 21.9 4.6 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 22, 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 15, 2013 : : 0 0 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 22, 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 328,343 : : Positions : : 261,545 202,430 7,110 88,192 32,648 0 2,703 0 24,670 0 2,370 : : : : Changes from: October 15, 2013 : : 0 23,320 0 0 0 0 0 0 23,320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 61.7 2.2 26.9 9.9 0.0 0.8 0.0 7.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 22, 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 436,760 : : Positions : : 190,248 319,192 148,880 14,016 97,632 0 5,920 0 0 0 0 : : : : Changes from: October 15, 2013 : : -5,440 8,568 14,008 0 -1,928 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 73.1 34.1 3.2 22.4 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 22, 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 5,034 : : Positions : : 1,655 4,225 2,295 0 652 143 0 37 132 0 121 : : : : Changes from: October 15, 2013 : : 59 232 124 0 27 22 0 3 27 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 83.9 45.6 0.0 12.9 2.8 0.0 0.7 2.6 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated November 1, 2013