Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 75,318 : : Positions : : 18,169 38,188 4,761 4,429 2,070 1,026 3,515 5,291 30,908 8,617 12,536 : : : : Changes from: October 22, 2013 : : -146 -1,164 -509 -1,433 376 150 355 -1,430 -748 906 -2,338 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 50.7 6.3 5.9 2.7 1.4 4.7 7.0 41.0 11.4 16.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 11 11 . . 4 . . . 17 17 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 32,299 : : Positions : : 24,025 7,065 315 3,949 396 0 5,801 90 4,633 11,783 2,550 : : : : Changes from: October 22, 2013 : : -615 -1,625 0 -50 -104 0 700 -560 -484 -265 -312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 21.9 1.0 12.2 1.2 0.0 18.0 0.3 14.3 36.5 7.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 10 8 . . . 0 . . 8 15 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 181,998 : : Positions : : 114,694 117,719 9,938 16,478 24,447 11,845 585 10,415 5,842 7,726 4,138 : : : : Changes from: October 22, 2013 : : 768 -1,238 2,105 747 -270 -1 378 -506 -1,954 1,044 459 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 64.7 5.5 9.1 13.4 6.5 0.3 5.7 3.2 4.2 2.3 : : : : Number of Traders in Each Category Total Traders: 80 : : 47 43 . 7 6 6 4 5 6 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 54,464 : : Positions : : 33,223 43,017 14,695 5,447 2,453 1,322 50 2,717 0 726 54 : : : : Changes from: October 22, 2013 : : 1,793 -116 -848 288 -62 -324 -1 127 0 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 79.0 27.0 10.0 4.5 2.4 0.1 5.0 0.0 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 22 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 481,913 : : Positions : : 324,801 384,601 102,761 45,514 26,830 2,824 0 24,025 0 271 672 : : : : Changes from: October 22, 2013 : : 6,344 -5,394 -10,239 0 6,051 -1,499 0 1,220 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 79.8 21.3 9.4 5.6 0.6 0.0 5.0 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 1,656,648 : : Positions : :1,254,090 1,371,201 130,994 65,487 174,736 61,094 5,509 21,562 6,258 10,239 7,914 : : : : Changes from: October 22, 2013 : : 13,228 13,411 -1,213 -10,071 17,155 -8,643 0 0 0 32 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 82.8 7.9 4.0 10.5 3.7 0.3 1.3 0.4 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 36 40 . 5 5 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 54,375 : : Positions : : 45,219 26,751 307 8,923 3,992 50 9,442 3,964 718 1,178 125 : : : : Changes from: October 22, 2013 : : -1,000 -1,369 0 59 -521 0 740 -557 431 0 -152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 49.2 0.6 16.4 7.3 0.1 17.4 7.3 1.3 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 327,815 : : Positions : : 213,167 216,940 96,358 34,768 3,856 0 46,586 13,482 0 11,231 952 : : : : Changes from: October 22, 2013 : : 1,608 237 321 0 0 0 321 0 0 1,371 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 66.2 29.4 10.6 1.2 0.0 14.2 4.1 0.0 3.4 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 29, 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 556,332 : : Positions : : 430,427 414,660 61,922 104,205 26,981 24,483 0 8,925 2,033 0 1,561 : : : : Changes from: October 22, 2013 : : 1,489 228 -459 0 1,203 -802 0 802 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 74.5 11.1 18.7 4.8 4.4 0.0 1.6 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 29, 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 51,334 : : Positions : : 29,932 46,677 13,149 1,302 649 1,791 716 1,333 3,038 0 336 : : : : Changes from: October 22, 2013 : : 295 284 -225 0 -174 0 -1 43 -126 0 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 90.9 25.6 2.5 1.3 3.5 1.4 2.6 5.9 0.0 0.7 : : : : 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 29, 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 1,888,115 : : Positions : :1,735,085 1,841,475 129,330 22,940 23,700 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 24,060 36,090 12,030 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 97.5 6.8 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 29, 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 834,100 : : Positions : : 746,050 814,150 77,700 0 10,350 0 0 0 0 9,600 0 : : : : Changes from: October 22, 2013 : : 37,150 49,900 12,750 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 97.6 9.3 0.0 1.2 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 932,320 : : Positions : : 744,800 830,960 187,520 93,600 0 0 4,000 0 0 3,760 0 : : : : Changes from: October 22, 2013 : : 20,000 28,000 0 -8,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 89.1 20.1 10.0 0.0 0.0 0.4 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 294,688 : : Positions : : 207,312 248,728 40,408 11,288 32,328 13,072 1,184 1,160 408 0 0 : : : : Changes from: October 22, 2013 : : 2,800 2,400 0 400 9,392 800 0 0 -800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 84.4 13.7 3.8 11.0 4.4 0.4 0.4 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 14,560 : : Positions : : 10,062 9,317 1,778 2,983 849 1,377 69 212 9 616 60 : : : : Changes from: October 22, 2013 : : 4 4 20 0 0 -20 0 0 -20 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 64.0 12.2 20.5 5.8 9.5 0.5 1.5 0.1 4.2 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 1,153,045 : : Positions : : 976,375 826,085 23,540 201,290 125,670 27,460 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : -12,030 -12,030 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 71.6 2.0 17.5 10.9 2.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 336,195 : : Positions : : 281,080 268,045 51,815 67,000 1,150 2,150 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 4,000 4,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 79.7 15.4 19.9 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 29, 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 22, 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 29, 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 24,067 : : Positions : : 16,903 15,130 1,669 4,145 2,142 1,245 0 229 0 1,248 0 : : : : Changes from: October 22, 2013 : : 348 -165 -167 -20 0 -17 0 20 0 308 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 62.9 6.9 17.2 8.9 5.2 0.0 1.0 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 2,529,854 : : Positions : :1,926,709 1,914,370 182,450 101,890 149,245 89,973 80,835 181,477 0 102,037 0 : : : : Changes from: October 22, 2013 : : 116,230 -13,890 -12,815 99,665 8,839 -23,400 0 20,239 0 -5,760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 75.7 7.2 4.0 5.9 3.6 3.2 7.2 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 25 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 810,208 : : Positions : : 606,838 574,087 107,225 50,450 50,860 1,450 55,536 43,835 0 35,440 0 : : : : Changes from: October 22, 2013 : : 27,848 2,146 -6,610 10,950 4,145 0 9,772 0 0 -1,630 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 70.9 13.2 6.2 6.3 0.2 6.9 5.4 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 24 . 4 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 2,196,091 : : Positions : :2,043,241 2,149,291 117,300 11,250 35,550 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : :1,127,280 1,127,280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 97.9 5.3 0.5 1.6 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 29, 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 651,805 : : Positions : : 592,155 634,625 47,850 7,580 9,600 2,200 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 307,050 307,050 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 97.4 7.3 1.2 1.5 0.3 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 29, 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 589,399 : : Positions : : 333,489 533,154 83,691 10,598 22,363 115,567 1,140 21,400 12,145 0 744 : : : : Changes from: October 22, 2013 : : -5,582 -12,707 801 0 -2,425 -8,664 0 0 738 0 -744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 90.5 14.2 1.8 3.8 19.6 0.2 3.6 2.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 27 5 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 41,364 : : Positions : : 24,915 33,165 5,427 2,370 1,747 6,893 2,775 954 693 0 266 : : : : Changes from: October 22, 2013 : : 76 -568 18 -283 112 -726 44 88 -235 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 80.2 13.1 5.7 4.2 16.7 6.7 2.3 1.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 28 4 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 25,563 : : Positions : : 14,119 24,310 5,109 0 665 5,107 0 538 25 50 0 : : : : Changes from: October 22, 2013 : : 50 537 27 0 -77 385 0 -154 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 95.1 20.0 0.0 2.6 20.0 0.0 2.1 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 264,753 : : Positions : : 104,620 242,230 34,128 4,925 16,245 99,574 0 665 9,521 688 0 : : : : Changes from: October 22, 2013 : : 2,627 2,971 0 1,284 0 0 0 0 986 -642 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 91.5 12.9 1.9 6.1 37.6 0.0 0.3 3.6 0.3 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 29, 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 591,843 : : Positions : : 339,104 556,021 211,212 0 1,504 6,898 1,193 33,125 0 0 0 : : : : Changes from: October 22, 2013 : : -24,958 -27,577 1,243 0 -1,203 -4,664 -802 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 93.9 35.7 0.0 0.3 1.2 0.2 5.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 20 5 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 31,319 : : Positions : : 22,378 23,356 405 4,829 2,457 3,954 0 20 1,275 0 0 : : : : Changes from: October 22, 2013 : : -5,274 -5,422 0 143 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 74.6 1.3 15.4 7.8 12.6 0.0 0.1 4.1 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 29, 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 7,418 : : Positions : : 3,532 5,037 1,650 333 942 0 0 0 0 660 21 : : : : Changes from: October 22, 2013 : : 328 456 106 -21 0 0 0 0 0 84 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 67.9 22.2 4.5 12.7 0.0 0.0 0.0 0.0 8.9 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 22,302 : : Positions : : 10,976 21,004 5,877 0 1,017 1,183 0 0 3,073 0 46 : : : : Changes from: October 22, 2013 : : -916 986 1,805 -66 110 -64 0 0 95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 94.2 26.4 0.0 4.6 5.3 0.0 0.0 13.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 5 0 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 328,565 : : Positions : : 120,399 319,573 140,851 1,125 7,491 4,704 0 0 54,744 0 376 : : : : Changes from: October 22, 2013 : : 16,049 16,035 -816 0 0 0 0 0 802 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 97.3 42.9 0.3 2.3 1.4 0.0 0.0 16.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 17,378 : : Positions : : 8,847 10,538 5,398 4,110 1,901 0 130 254 808 103 21 : : : : Changes from: October 22, 2013 : : 1,240 972 109 -25 151 0 2 42 0 103 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 60.6 31.1 23.7 10.9 0.0 0.7 1.5 4.6 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 212,416 : : Positions : : 86,745 131,334 123,638 81,082 0 0 0 0 2,033 0 0 : : : : Changes from: October 22, 2013 : : 17,735 16,976 -759 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 61.8 58.2 38.2 0.0 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 4 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 25,824 : : Positions : : 17,557 20,436 4,241 156 1,263 0 1,206 2,763 0 0 0 : : : : Changes from: October 22, 2013 : : 101 538 437 0 -129 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 79.1 16.4 0.6 4.9 0.0 4.7 10.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 144,826 : : Positions : : 121,504 85,600 0 35,904 23,322 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : -642 929 0 -1,571 963 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 59.1 0.0 24.8 16.1 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 29, 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 719,073 : : Positions : : 632,427 542,011 35,816 63,992 50,830 0 62,240 0 0 0 0 : : : : Changes from: October 22, 2013 : : 31,640 0 -23,840 7,800 10,075 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 75.4 5.0 8.9 7.1 0.0 8.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 216,890 : : Positions : : 190,220 182,285 11,945 14,530 14,725 0 5,350 0 0 0 0 : : : : Changes from: October 22, 2013 : : 8,450 0 -7,400 1,050 2,625 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 84.0 5.5 6.7 6.8 0.0 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 226,165 : : Positions : : 186,190 116,180 36,150 106,160 3,825 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 1,050 1,050 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 51.4 16.0 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 : : 15 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 22, 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 29, 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 154,295 : : Positions : : 126,095 119,355 5,940 12,680 22,260 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 15,260 8,860 -6,400 0 6,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 77.4 3.8 8.2 14.4 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 29, 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 581,714 : : Positions : : 478,044 441,886 22,127 58,285 81,543 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 78,981 55,661 -23,320 0 23,320 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 76.0 3.8 10.0 14.0 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 29, 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 207,145 : : Positions : : 195,450 165,120 1,265 34,995 7,030 0 0 0 3,400 0 0 : : : : Changes from: October 22, 2013 : : 13,970 6,350 0 7,620 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 79.7 0.6 16.9 3.4 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 678,879 : : Positions : : 618,943 556,247 15,632 78,328 44,304 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 51,656 23,480 0 28,176 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 81.9 2.3 11.5 6.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 1,019,000 : : Positions : : 949,671 916,691 53,996 86,976 15,333 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 4,080 0 0 4,080 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 90.0 5.3 8.5 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 29, 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 266,385 : : Positions : : 251,270 236,360 8,410 23,320 6,705 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 5,530 4,480 0 1,050 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 88.7 3.2 8.8 2.5 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 29, 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 7,212,578 : : Positions : :5,290,498 6,937,228 1,443,758 0 275,350 130,520 0 0 72,452 0 0 : : : : Changes from: October 22, 2013 : : 82,206 280,257 184,499 -112 -94,279 9,360 0 0 4,080 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 96.2 20.0 0.0 3.8 1.8 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 33 26 6 0 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 2,472,285 : : Positions : :1,907,945 2,403,350 443,320 0 64,335 33,615 4,600 0 23,070 0 0 : : : : Changes from: October 22, 2013 : : 173,255 220,425 33,725 -845 -8,945 9,550 0 0 3,050 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 97.2 17.9 0.0 2.6 1.4 0.2 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 32 6 0 5 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 2,953,939 : : Positions : :1,755,056 2,015,119 303,843 251,116 217,447 0 145,367 42,960 577,690 224,987 56,943 : : : : Changes from: October 22, 2013 : : 2,488 -37,939 -9,587 18,615 5,620 -550 4,749 550 8,945 15,872 -5,212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 68.2 10.3 8.5 7.4 0.0 4.9 1.5 19.6 7.6 1.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 33 4 6 7 0 6 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 6,409,775 : : Positions : :5,509,330 5,067,653 132,620 557,821 445,930 65,151 157,855 129,399 99,628 23,400 27,717 : : : : Changes from: October 22, 2013 : : 20,776 -91,384 -44,715 11,445 23,320 -9,360 46,640 9,360 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 79.1 2.1 8.7 7.0 1.0 2.5 2.0 1.6 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 26 4 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 606,345 : : Positions : : 536,075 480,720 59,940 114,655 10,330 0 640 0 0 0 0 : : : : Changes from: October 22, 2013 : : 3,150 1,600 -500 1,050 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 79.3 9.9 18.9 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 29, 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 2,150,752 : : Positions : :1,848,729 1,764,027 142,656 222,948 159,367 0 4,410 0 0 0 0 : : : : Changes from: October 22, 2013 : : 8,020 7,985 -2,040 -2,005 2,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 82.0 6.6 10.4 7.4 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 29, 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 63,283 : : Positions : : 43,805 23,599 0 18,587 11,373 0 2,344 2,559 626 0 249 : : : : Changes from: October 22, 2013 : : 664 696 0 169 130 0 -111 214 -13 0 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 37.3 0.0 29.4 18.0 0.0 3.7 4.0 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 29, 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 8,727 : : Positions : : 4,061 5,893 586 888 1,100 1,622 0 468 144 0 0 : : : : Changes from: October 22, 2013 : : -4 44 -35 -45 42 38 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 67.5 6.7 10.2 12.6 18.6 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 29, 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 22, 2013 : : 0 0 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 29, 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 8,037 956 128 1,598 0 700 1,210 0 0 0 : : : : Changes from: October 22, 2013 : : 0 -20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 62.7 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 29, 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 29,589 : : Positions : : 20,945 26,144 5,838 965 1,785 0 610 0 510 0 0 : : : : Changes from: October 22, 2013 : : 40 40 0 0 0 0 255 0 510 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 88.4 19.7 3.3 6.0 0.0 2.1 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 627,942 : : Positions : : 467,061 596,005 128,944 0 27,257 0 4,680 0 4,680 0 0 : : : : Changes from: October 22, 2013 : : 799 0 -799 0 799 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 94.9 20.5 0.0 4.3 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 29, 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 16,529 : : Positions : : 12,604 15,352 1,310 341 516 0 0 0 1,779 0 0 : : : : Changes from: October 22, 2013 : : 320 320 0 256 -256 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 92.9 7.9 2.1 3.1 0.0 0.0 0.0 10.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 52,377 : : Positions : : 28,450 49,848 21,142 0 2,275 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 0 10,200 10,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 95.2 40.4 0.0 4.3 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 29, 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 751,055 : : Positions : : 454,380 708,205 253,825 0 42,850 0 0 0 0 0 0 : : : : Changes from: October 22, 2013 : : 0 187,200 121,225 -65,975 33,490 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 94.3 33.8 0.0 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 15 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 95,149 : : Positions : : 73,167 57,956 11,299 29,858 2,934 4,050 320 2,550 702 1,020 447 : : : : Changes from: October 22, 2013 : : 13,505 5,860 0 7,645 -510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 60.9 11.9 31.4 3.1 4.3 0.3 2.7 0.7 1.1 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 29, 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 1,848,504 : : Positions : :1,594,725 1,030,394 48,239 325,450 198,849 0 285,660 0 910 2,370 5,781 : : : : Changes from: October 22, 2013 : : 165,435 -21,765 -143,078 44,122 -44,122 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 55.7 2.6 17.6 10.8 0.0 15.5 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 29, 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 26,054 : : Positions : : 17,877 17,086 6,472 2,715 0 0 3,927 1,600 0 302 105 : : : : Changes from: October 22, 2013 : : 800 0 0 800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 65.6 24.8 10.4 0.0 0.0 15.1 6.1 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 29, 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 58,084 : : Positions : : 46,511 43,480 4,498 0 6,949 0 7,655 0 126 0 0 : : : : Changes from: October 22, 2013 : : 2,555 0 -2,555 0 1,280 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 74.9 7.7 0.0 12.0 0.0 13.2 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 29, 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 52,328 : : Positions : : 34,512 35,241 1,802 6,714 7,904 5,215 0 2,235 426 0 234 : : : : Changes from: October 22, 2013 : : 1,065 1,321 256 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 67.3 3.4 12.8 15.1 10.0 0.0 4.3 0.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 41,770 : : Positions : : 27,074 33,723 9,857 2,941 1,783 0 0 0 753 1,020 2,048 : : : : Changes from: October 22, 2013 : : -1,877 -597 850 -430 -340 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 80.7 23.6 7.0 4.3 0.0 0.0 0.0 1.8 2.4 4.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 54,556 : : Positions : : 50,726 36,129 1,493 15,548 2,168 0 391 0 0 215 105 : : : : Changes from: October 22, 2013 : : 3,985 680 -1,275 2,030 184 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 66.2 2.7 28.5 4.0 0.0 0.7 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . 4 5 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 23,407 : : Positions : : 16,617 18,977 4,367 706 2,295 0 0 0 0 1,280 0 : : : : Changes from: October 22, 2013 : : 100 1,275 1,881 706 569 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 81.1 18.7 3.0 9.8 0.0 0.0 0.0 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 22, 2013 : : 0 0 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 29, 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 905,401 : : Positions : : 729,764 638,361 57,405 105,135 93,736 0 43,673 24,496 0 0 0 : : : : Changes from: October 22, 2013 : : -40 0 0 -40 -4,664 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 70.5 6.3 11.6 10.4 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 29, 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 1,283,866 : : Positions : : 788,232 1,104,610 79,564 40,957 137,497 263,005 0 0 14,766 0 802 : : : : Changes from: October 22, 2013 : : 77,915 82,579 0 -4,664 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 86.0 6.2 3.2 10.7 20.5 0.0 0.0 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 605,634 : : Positions : : 373,046 453,092 4,680 30,134 93,920 0 0 0 133,580 28,080 408 : : : : Changes from: October 22, 2013 : : 18,784 -4,736 -13,303 10,217 -10,217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 74.8 0.8 5.0 15.5 0.0 0.0 0.0 22.1 4.6 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 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 578,294 : : Positions : : 425,817 344,880 55,905 118,531 96,572 0 0 0 0 18,311 0 : : : : Changes from: October 22, 2013 : : 0 0 -23,520 -23,520 14,112 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 59.6 9.7 20.5 16.7 0.0 0.0 0.0 0.0 3.2 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 29, 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 351,863 : : Positions : : 261,545 202,430 30,630 111,712 32,648 0 2,703 0 24,670 0 2,370 : : : : Changes from: October 22, 2013 : : 0 0 23,520 23,520 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 57.5 8.7 31.7 9.3 0.0 0.8 0.0 7.0 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 29, 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 434,792 : : Positions : : 195,696 315,296 139,536 14,016 99,560 0 5,920 0 0 0 0 : : : : Changes from: October 22, 2013 : : 5,448 -3,896 -9,344 0 1,928 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 72.5 32.1 3.2 22.9 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 29, 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 5,188 : : Positions : : 1,719 4,334 2,322 0 693 152 0 38 141 0 123 : : : : Changes from: October 22, 2013 : : 64 109 27 0 41 9 0 1 9 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 83.5 44.8 0.0 13.4 2.9 0.0 0.7 2.7 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated November 6, 2013