Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 12,405 : : Positions : : 9,561 8,120 550 0 240 0 1,465 0 360 491 1,560 : : : : Changes from: November 5, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 65.5 4.4 0.0 1.9 0.0 11.8 0.0 2.9 4.0 12.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 78,480 : : Positions : : 17,587 39,271 4,476 3,074 2,928 1,721 5,960 5,051 32,941 8,383 13,173 : : : : Changes from: November 5, 2013 : : -390 1,085 -330 -680 498 570 760 -355 1,450 209 362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 50.0 5.7 3.9 3.7 2.2 7.6 6.4 42.0 10.7 16.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 11 12 . . 4 . . . 21 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 33,584 : : Positions : : 23,855 7,590 420 3,939 581 0 6,531 95 5,228 10,833 3,162 : : : : Changes from: November 5, 2013 : : 650 460 0 190 90 0 885 -30 320 -950 333 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 22.6 1.3 11.7 1.7 0.0 19.4 0.3 15.6 32.3 9.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 7 . . . 0 4 . 8 16 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 177,363 : : Positions : : 110,536 109,840 3,908 16,168 30,047 12,969 0 8,671 6,444 8,034 4,106 : : : : Changes from: November 5, 2013 : : 1,689 1,006 -1,327 661 922 136 0 445 617 -512 490 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 61.9 2.2 9.1 16.9 7.3 0.0 4.9 3.6 4.5 2.3 : : : : Number of Traders in Each Category Total Traders: 78 : : 48 44 . 6 6 7 0 4 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 51,865 : : Positions : : 30,515 40,854 14,227 4,799 2,798 1,513 0 2,812 0 602 0 : : : : Changes from: November 5, 2013 : : 318 90 -272 -51 397 -82 0 308 0 -76 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 78.8 27.4 9.3 5.4 2.9 0.0 5.4 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 21 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 455,194 : : Positions : : 320,310 359,589 87,849 40,834 21,502 0 8,408 24,861 672 0 0 : : : : Changes from: November 5, 2013 : : 10,373 -6,326 -10,932 0 1,904 0 5,767 -976 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 79.0 19.3 9.0 4.7 0.0 1.8 5.5 0.1 0.0 0.0 : : : : 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 November 12, 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 1,574,899 : : Positions : :1,194,168 1,258,410 87,587 70,594 199,825 47,050 7,466 21,227 13,562 5,896 11,481 : : : : Changes from: November 5, 2013 : : -7,775 -8,913 2,106 7,843 7,287 -8,609 0 1,567 8,464 -4,744 3,968 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 79.9 5.6 4.5 12.7 3.0 0.5 1.3 0.9 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 39 . 5 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 51,331 : : Positions : : 42,173 25,422 226 8,004 3,988 0 8,066 4,164 271 1,178 508 : : : : Changes from: November 5, 2013 : : -3,434 -1,923 -81 -443 -87 -25 -1,341 149 -167 0 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 49.5 0.4 15.6 7.8 0.0 15.7 8.1 0.5 2.3 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 306,050 : : Positions : : 196,985 201,072 93,903 32,272 4,799 0 49,097 9,107 0 8,447 1,256 : : : : Changes from: November 5, 2013 : : -20,280 -19,984 -3,416 -2,496 0 0 1,568 -3,432 0 -2,784 304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 65.7 30.7 10.5 1.6 0.0 16.0 3.0 0.0 2.8 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 521,920 : : Positions : : 396,368 376,445 52,878 104,274 35,250 29,064 0 5,142 2,409 0 809 : : : : Changes from: November 5, 2013 : : -27,556 -21,625 3,368 445 -1,880 2,256 0 -3,008 376 0 -752 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 72.1 10.1 20.0 6.8 5.6 0.0 1.0 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 24 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 48,878 : : Positions : : 28,381 44,083 12,439 1,208 762 2,717 1,115 1,083 3,034 0 378 : : : : Changes from: November 5, 2013 : : -581 -622 100 -94 -230 926 37 -165 -46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 90.2 25.4 2.5 1.6 5.6 2.3 2.2 6.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 25 5 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 2,102,279 : : Positions : :1,870,689 2,055,639 215,410 30,460 16,180 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : -107,070 -122,110 -7,520 7,520 -7,520 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 97.8 10.2 1.4 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 944,230 : : Positions : : 835,280 938,080 108,950 0 0 0 0 0 0 6,150 0 : : : : Changes from: November 5, 2013 : : -50,000 -40,800 5,750 0 -10,350 0 0 0 0 -3,450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 99.3 11.5 0.0 0.0 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 844,720 : : Positions : : 656,960 747,120 187,760 93,600 0 0 4,000 0 0 0 0 : : : : Changes from: November 5, 2013 : : -146,640 -146,640 -3,760 0 0 0 0 0 0 -3,760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 88.4 22.2 11.1 0.0 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 282,224 : : Positions : : 189,392 239,240 49,280 9,784 31,232 9,936 808 1,160 1,224 0 0 : : : : Changes from: November 5, 2013 : : -23,056 -13,008 9,672 -1,504 -1,096 -1,912 -376 0 408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 84.8 17.5 3.5 11.1 3.5 0.3 0.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 12,610 : : Positions : : 8,815 7,562 1,295 2,919 780 1,216 0 254 3 655 60 : : : : Changes from: November 5, 2013 : : -1,249 -1,737 -483 0 -69 -140 -6 -21 -6 -23 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 60.0 10.3 23.1 6.2 9.6 0.0 2.0 0.0 5.2 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 1,069,017 : : Positions : : 939,300 566,627 16,020 220,020 95,090 16,180 0 0 0 184,853 2,427 : : : : Changes from: November 5, 2013 : : -38,728 -80,088 -7,520 22,560 -22,560 -11,280 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 53.0 1.5 20.6 8.9 1.5 0.0 0.0 0.0 17.3 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 299,475 : : Positions : : 246,660 238,225 51,815 61,250 0 1,000 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : -48,170 -43,570 0 -5,750 -1,150 -1,150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 79.5 17.3 20.5 0.0 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 197,460 : : Positions : : 155,790 137,596 6,375 28,219 31,645 3,650 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : -20,980 -11,040 0 -10,515 -2,185 -575 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 69.7 3.2 14.3 16.0 1.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 22,651 : : Positions : : 15,590 13,895 1,892 4,144 2,003 835 42 418 63 1,156 0 : : : : Changes from: November 5, 2013 : : -1,310 -910 501 38 -161 -198 42 126 63 -92 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 61.3 8.4 18.3 8.8 3.7 0.2 1.8 0.3 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 2,612,175 : : Positions : :2,045,743 1,937,128 137,169 124,474 160,429 42,389 67,675 226,445 0 96,024 0 : : : : Changes from: November 5, 2013 : : 73,140 -5,439 -44,880 31,944 10,783 -20,928 -13,160 45,712 0 -6,013 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 74.2 5.3 4.8 6.1 1.6 2.6 8.7 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 25 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 793,589 : : Positions : : 602,799 568,738 92,535 58,205 48,025 4,900 47,201 44,805 525 26,615 0 : : : : Changes from: November 5, 2013 : : -2,451 -6,211 -13,780 9,275 -1,805 0 -8,335 4,420 525 -8,825 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 71.7 11.7 7.3 6.1 0.6 5.9 5.6 0.1 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 24 . 4 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 2,238,225 : : Positions : :2,104,175 2,191,425 109,780 22,530 24,270 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : -87,696 -106,496 -7,520 11,280 -11,280 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 97.9 4.9 1.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 643,605 : : Positions : : 593,055 626,425 44,400 11,030 6,150 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : -47,925 -55,975 -3,450 3,450 -3,450 -1,150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 97.3 6.9 1.7 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 547,116 : : Positions : : 284,707 495,422 95,430 10,222 20,067 112,478 44 19,129 13,073 0 2,232 : : : : Changes from: November 5, 2013 : : -27,650 -26,098 2,137 -376 -1,496 -2,609 -1,504 -1,527 520 0 1,488 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 90.6 17.4 1.9 3.7 20.6 0.0 3.5 2.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 27 5 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 39,926 : : Positions : : 24,052 32,521 5,518 2,472 1,820 7,064 2,449 270 388 0 331 : : : : Changes from: November 5, 2013 : : -1,068 -1,262 -514 38 -6 574 162 -643 -113 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 81.5 13.8 6.2 4.6 17.7 6.1 0.7 1.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 28 4 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 25,717 : : Positions : : 13,567 23,702 5,068 0 816 5,319 0 922 25 277 0 : : : : Changes from: November 5, 2013 : : -653 -890 111 0 -1 -96 0 384 0 252 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 92.2 19.7 0.0 3.2 20.7 0.0 3.6 0.1 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 12 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 243,264 : : Positions : : 92,714 221,670 32,256 5,984 13,314 95,418 0 665 8,897 1,631 0 : : : : Changes from: November 5, 2013 : : -14,169 -23,766 -1,872 1,059 -2,931 -5,099 0 0 -624 943 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 91.1 13.3 2.5 5.5 39.2 0.0 0.3 3.7 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 552,529 : : Positions : : 307,686 520,467 208,956 0 0 9,154 5,329 26,733 0 0 0 : : : : Changes from: November 5, 2013 : : -22,776 -26,912 -1,880 0 -1,504 2,256 4,136 -6,392 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 94.2 37.8 0.0 0.0 1.7 1.0 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 5 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 31,713 : : Positions : : 21,789 22,829 338 5,550 2,411 3,485 0 20 2,551 0 0 : : : : Changes from: November 5, 2013 : : -1,082 -1,209 0 -299 -46 -657 0 0 256 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 72.0 1.1 17.5 7.6 11.0 0.0 0.1 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 15 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 7,856 : : Positions : : 3,411 5,357 1,303 269 1,239 0 0 0 126 591 21 : : : : Changes from: November 5, 2013 : : 21 424 -42 0 0 0 0 0 126 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 68.2 16.6 3.4 15.8 0.0 0.0 0.0 1.6 7.5 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 20,405 : : Positions : : 10,275 19,835 5,248 0 425 1,043 0 0 3,162 0 0 : : : : Changes from: November 5, 2013 : : 20 -168 -359 0 -21 63 0 0 -104 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 97.2 25.7 0.0 2.1 5.1 0.0 0.0 15.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 20 4 0 4 . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 312,666 : : Positions : : 119,708 302,418 132,905 2,253 6,363 5,520 0 0 46,538 0 1,632 : : : : Changes from: November 5, 2013 : : 6,312 -1,962 -1,962 0 0 816 0 0 -7,128 0 1,632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 96.7 42.5 0.7 2.0 1.8 0.0 0.0 14.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 17,303 : : Positions : : 7,859 10,328 6,127 4,124 2,115 84 189 254 716 209 21 : : : : Changes from: November 5, 2013 : : 143 485 448 256 298 84 63 0 0 126 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 59.7 35.4 23.8 12.2 0.5 1.1 1.5 4.1 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 19 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 209,210 : : Positions : : 68,368 126,037 134,881 78,429 3,928 0 816 0 2,033 0 0 : : : : Changes from: November 5, 2013 : : -5,122 -1,585 8,553 4,200 1,568 0 816 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 60.2 64.5 37.5 1.9 0.0 0.4 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 23,760 : : Positions : : 15,427 18,879 4,613 291 752 0 870 2,968 0 0 0 : : : : Changes from: November 5, 2013 : : -77 103 256 0 -25 0 76 -26 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 79.5 19.4 1.2 3.2 0.0 3.7 12.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 134,857 : : Positions : : 117,448 76,567 0 40,881 17,409 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : 0 327 0 -327 327 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 56.8 0.0 30.3 12.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 0 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 723,169 : : Positions : : 640,283 557,387 32,176 60,352 50,710 0 54,720 0 0 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 77.1 4.4 8.3 7.0 0.0 7.6 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 November 12, 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 211,895 : : Positions : : 187,525 178,270 8,620 12,600 15,750 0 5,275 0 0 0 0 : : : : Changes from: November 5, 2013 : : 1,050 0 -1,025 25 1,025 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 84.1 4.1 5.9 7.4 0.0 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 213,975 : : Positions : : 174,575 109,165 37,875 103,285 1,525 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 51.0 17.7 48.3 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 729,923 : : Positions : : 590,797 357,915 139,126 372,008 0 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 49.0 19.1 51.0 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 November 12, 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 165,010 : : Positions : : 136,810 127,350 5,350 14,810 22,850 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : 12,775 12,775 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 77.2 3.2 9.0 13.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 721,970 : : Positions : : 618,300 570,854 19,600 67,046 84,070 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : 46,720 46,720 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 79.1 2.7 9.3 11.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 193,510 : : Positions : : 181,360 153,695 4,390 34,995 4,820 0 0 0 2,940 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 79.4 2.3 18.1 2.5 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 648,168 : : Positions : : 593,872 527,416 13,752 80,208 40,544 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 81.4 2.1 12.4 6.3 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 November 12, 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 917,104 : : Positions : : 852,663 815,547 49,108 86,224 15,333 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 88.9 5.4 9.4 1.7 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 November 12, 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 239,145 : : Positions : : 224,145 209,580 8,295 22,860 6,705 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : 1,050 1,050 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 87.6 3.5 9.6 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 7,713,959 : : Positions : :5,314,394 7,458,401 1,950,811 0 255,558 122,248 0 0 70,948 0 0 : : : : Changes from: November 5, 2013 : : 182,564 190,004 7,440 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 96.7 25.3 0.0 3.3 1.6 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 33 26 6 0 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 2,471,200 : : Positions : :1,812,380 2,419,680 552,645 0 51,520 32,160 0 0 22,495 0 0 : : : : Changes from: November 5, 2013 : : 17,615 19,765 2,150 0 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 97.9 22.4 0.0 2.1 1.3 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 31 6 0 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 2,996,349 : : Positions : :1,759,114 2,075,051 339,527 256,719 202,542 0 132,112 61,150 574,916 209,675 59,100 : : : : Changes from: November 5, 2013 : : 33,686 72,112 31,292 1,205 3,076 0 -534 6,820 490 -7,315 6,015 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 69.3 11.3 8.6 6.8 0.0 4.4 2.0 19.2 7.0 2.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 32 4 6 7 0 6 . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 6,463,580 : : Positions : :5,548,390 5,081,097 137,969 594,050 434,934 63,647 152,215 128,647 124,156 46,800 25,837 : : : : Changes from: November 5, 2013 : : 163,080 119,120 -2,080 18,480 26,593 0 0 0 0 23,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 78.6 2.1 9.2 6.7 1.0 2.4 2.0 1.9 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 24 . 5 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 595,505 : : Positions : : 531,380 467,235 51,745 115,480 12,380 0 410 0 0 0 0 : : : : Changes from: November 5, 2013 : : 2,100 1,000 -1,050 50 2,050 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 78.5 8.7 19.4 2.1 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 2,081,966 : : Positions : :1,790,471 1,678,681 146,218 254,350 145,277 0 3,658 0 0 0 0 : : : : Changes from: November 5, 2013 : : 0 -7,440 0 7,440 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 80.6 7.0 12.2 7.0 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 57,189 : : Positions : : 40,736 21,561 0 18,088 10,856 0 2,022 1,119 661 0 199 : : : : Changes from: November 5, 2013 : : 820 260 -151 355 388 0 172 -213 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 37.7 0.0 31.6 19.0 0.0 3.5 2.0 1.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 26 0 7 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 8,009 : : Positions : : 3,694 5,531 696 716 974 1,384 0 468 96 0 0 : : : : Changes from: November 5, 2013 : : 88 117 11 36 32 -1 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 69.1 8.7 8.9 12.2 17.3 0.0 5.8 1.2 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 November 12, 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 8,119 : : Positions : : 3,777 6,270 1,332 90 646 1,196 80 284 0 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 77.2 16.4 1.1 8.0 14.7 1.0 3.5 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 November 12, 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 11,330 : : Positions : : 6,502 6,700 386 148 1,420 0 734 1,176 0 0 0 : : : : Changes from: November 5, 2013 : : 16 16 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 59.1 3.4 1.3 12.5 0.0 6.5 10.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 27,410 : : Positions : : 18,475 23,936 6,287 1,152 1,182 0 1,055 0 955 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 87.3 22.9 4.2 4.3 0.0 3.8 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 592,205 : : Positions : : 431,324 566,677 135,353 0 20,848 0 4,680 0 4,680 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 95.7 22.9 0.0 3.5 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 14,139 : : Positions : : 10,559 13,261 1,264 134 447 0 0 0 1,572 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 93.8 8.9 0.9 3.2 0.0 0.0 0.0 11.1 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 November 12, 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 49,318 : : Positions : : 26,380 46,789 20,153 0 2,275 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 94.9 40.9 0.0 4.6 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 November 12, 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 752,399 : : Positions : : 462,116 709,925 247,809 0 42,474 0 0 0 0 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 94.4 32.9 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 99,343 : : Positions : : 71,990 56,467 11,693 36,136 2,336 9,625 415 2,550 771 1,020 378 : : : : Changes from: November 5, 2013 : : 0 0 210 0 0 0 210 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 56.8 11.8 36.4 2.4 9.7 0.4 2.6 0.8 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 18 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 1,813,255 : : Positions : :1,539,837 1,022,593 54,631 386,731 188,952 0 184,060 23,520 534 1,618 5,781 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 56.4 3.0 21.3 10.4 0.0 10.2 1.3 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 . 4 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 28,932 : : Positions : : 15,859 15,266 11,368 2,485 0 0 9,062 1,600 0 118 105 : : : : Changes from: November 5, 2013 : : 210 0 210 0 0 0 420 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 52.8 39.3 8.6 0.0 0.0 31.3 5.5 0.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 58,416 : : Positions : : 47,206 45,567 3,443 473 6,361 0 4,735 1,280 126 0 0 : : : : Changes from: November 5, 2013 : : 1,275 1,275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 78.0 5.9 0.8 10.9 0.0 8.1 2.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 55,529 : : Positions : : 39,072 36,646 3,228 9,085 6,468 3,005 0 3,165 426 0 165 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 66.0 5.8 16.4 11.6 5.4 0.0 5.7 0.8 0.0 0.3 : : : : 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 November 12, 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 45,618 : : Positions : : 27,358 37,412 12,003 2,865 2,018 0 0 0 1,936 1,020 2,048 : : : : Changes from: November 5, 2013 : : 3,966 4,606 820 180 396 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 82.0 26.3 6.3 4.4 0.0 0.0 0.0 4.2 2.2 4.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 57,327 : : Positions : : 52,109 36,663 592 17,254 3,205 0 0 0 1,275 100 105 : : : : Changes from: November 5, 2013 : : 2,088 1,807 0 1,556 489 0 0 0 1,275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 64.0 1.0 30.1 5.6 0.0 0.0 0.0 2.2 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 17 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 22,516 : : Positions : : 16,002 18,306 4,413 762 2,019 0 0 0 0 1,280 0 : : : : Changes from: November 5, 2013 : : 105 105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 81.3 19.6 3.4 9.0 0.0 0.0 0.0 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 367,980 : : Positions : : 208,776 308,685 90,586 12,135 0 13,552 3,420 43,740 11,326 0 0 : : : : Changes from: November 5, 2013 : : -4,080 0 4,080 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 83.9 24.6 3.3 0.0 3.7 0.9 11.9 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 876,681 : : Positions : : 683,764 594,145 55,525 133,015 89,376 0 12,129 48,016 0 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 67.8 6.3 15.2 10.2 0.0 1.4 5.5 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 November 12, 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 1,243,224 : : Positions : : 688,686 1,063,944 214,910 22,591 108,847 168,925 0 47,040 14,014 0 802 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 85.6 17.3 1.8 8.8 13.6 0.0 3.8 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 4 . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 635,660 : : Positions : : 400,856 436,062 4,680 73,470 97,640 0 0 0 132,076 28,080 408 : : : : Changes from: November 5, 2013 : : 42,098 -4,622 0 46,720 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 68.6 0.7 11.6 15.4 0.0 0.0 0.0 20.8 4.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 657,425 : : Positions : : 485,020 361,142 49,532 157,355 122,873 0 0 0 0 16,055 0 : : : : Changes from: November 5, 2013 : : 45,584 26,376 10,400 29,608 13,704 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 54.9 7.5 23.9 18.7 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 14 . 4 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 12, 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 344,879 : : Positions : : 256,817 199,206 28,374 108,704 32,648 0 2,703 0 25,422 0 1,618 : : : : Changes from: November 5, 2013 : : 2,040 2,040 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 57.8 8.2 31.5 9.5 0.0 0.8 0.0 7.4 0.0 0.5 : : : : 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 November 12, 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 412,144 : : Positions : : 170,296 307,568 158,880 12,888 82,968 0 8,720 0 0 0 0 : : : : Changes from: November 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 74.6 38.5 3.1 20.1 0.0 2.1 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 November 12, 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 5,511 : : Positions : : 2,005 4,581 2,316 0 703 161 0 39 99 0 189 : : : : Changes from: November 5, 2013 : : 158 16 -74 0 -37 -6 0 -3 -61 0 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 83.1 42.0 0.0 12.8 2.9 0.0 0.7 1.8 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 5 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated November 15, 2013