Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 11,393 : : Positions : : 7,679 7,310 415 0 60 0 1,465 0 1,265 130 1,932 : : : : Changes from: November 19, 2013 : : -331 -530 -135 0 -60 0 0 0 -60 -31 257 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 64.2 3.6 0.0 0.5 0.0 12.9 0.0 11.1 1.1 17.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 12 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 82,925 : : Positions : : 19,082 39,956 4,911 3,602 3,197 4,190 8,125 4,946 32,863 9,314 13,013 : : : : Changes from: November 19, 2013 : : 365 -35 -320 -177 487 2,205 900 -284 -1,012 530 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 48.2 5.9 4.3 3.9 5.1 9.8 6.0 39.6 11.2 15.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 11 11 . . 4 . . . 20 15 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 33,804 : : Positions : : 22,950 8,010 971 3,290 396 0 7,286 35 5,778 10,728 3,316 : : : : Changes from: November 19, 2013 : : -440 245 -195 -255 105 0 15 0 195 -380 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 23.7 2.9 9.7 1.2 0.0 21.6 0.1 17.1 31.7 9.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 10 8 . . . 0 4 . 8 16 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 181,797 : : Positions : : 109,429 112,135 6,910 16,052 31,624 14,880 852 8,362 6,648 8,905 3,373 : : : : Changes from: November 19, 2013 : : 202 1,571 -259 -85 2,221 942 30 302 128 -480 -875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 61.7 3.8 8.8 17.4 8.2 0.5 4.6 3.7 4.9 1.9 : : : : Number of Traders in Each Category Total Traders: 79 : : 47 41 . 7 7 4 . 5 8 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 52,343 : : Positions : : 32,499 41,097 12,564 4,139 3,006 700 0 3,397 100 627 77 : : : : Changes from: November 19, 2013 : : 1,110 844 -521 -660 -323 -379 0 253 100 126 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 78.5 24.0 7.9 5.7 1.3 0.0 6.5 0.2 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 477,488 : : Positions : : 344,071 375,766 84,102 40,834 26,094 0 11,901 22,893 328 0 0 : : : : Changes from: November 19, 2013 : : 14,209 15,889 2,679 0 1,128 0 655 -1,664 -344 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 78.7 17.6 8.6 5.5 0.0 2.5 4.8 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 26, 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 1,625,770 : : Positions : :1,196,369 1,318,552 142,695 67,642 200,284 46,680 1,970 22,380 7,884 5,463 9,479 : : : : Changes from: November 19, 2013 : : -20,302 -9,862 -6,424 -9,670 10,433 0 -5,088 2,720 1,265 -841 -3,928 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 81.1 8.8 4.2 12.3 2.9 0.1 1.4 0.5 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 39 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 50,744 : : Positions : : 40,505 25,479 101 6,995 5,014 0 7,432 4,116 454 1,178 530 : : : : Changes from: November 19, 2013 : : -516 -1,188 -125 499 -44 0 428 -249 265 -91 -161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 50.2 0.2 13.8 9.9 0.0 14.6 8.1 0.9 2.3 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 324,220 : : Positions : : 214,250 218,434 93,560 32,272 5,783 0 49,121 9,107 0 7,983 1,520 : : : : Changes from: November 19, 2013 : : 13,968 13,839 1,543 0 -943 0 2,928 -1,952 0 -1,256 608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 67.4 28.9 10.0 1.8 0.0 15.2 2.8 0.0 2.5 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 RT OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 536,219 : : Positions : : 419,787 384,137 53,239 113,642 31,361 22,344 0 6,270 2,409 0 809 : : : : Changes from: November 19, 2013 : : 16,308 4,124 2,640 9,328 -9,736 -5,496 0 1,128 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 71.6 9.9 21.2 5.8 4.2 0.0 1.2 0.4 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 26, 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 56,251 : : Positions : : 33,341 51,028 14,430 1,187 1,212 1,721 274 1,839 3,034 0 378 : : : : Changes from: November 19, 2013 : : 2,616 4,214 1,710 0 407 -765 -546 672 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 90.7 25.7 2.1 2.2 3.1 0.5 3.3 5.4 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 November 26, 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 2,301,979 : : Positions : :2,066,309 2,255,339 219,490 30,460 16,180 0 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 28,560 28,560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 98.0 9.5 1.3 0.7 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 26, 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 DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439F Open Interest is 1,043,980 : : Positions : : 935,030 1,037,830 108,950 0 0 0 0 0 0 6,150 0 : : : : Changes from: November 19, 2013 : : 20,200 20,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 99.4 10.4 0.0 0.0 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 14 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439K Open Interest is 938,320 : : Positions : : 695,600 836,640 238,640 97,680 0 0 4,000 0 4,080 0 0 : : : : Changes from: November 19, 2013 : : 81,360 85,440 4,080 4,080 0 0 0 0 4,080 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 89.2 25.4 10.4 0.0 0.0 0.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 297,936 : : Positions : : 208,000 255,344 47,632 9,784 31,208 9,088 816 784 1,224 0 0 : : : : Changes from: November 19, 2013 : : 8,600 11,592 2,216 0 -408 376 8 -376 408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 85.7 16.0 3.3 10.5 3.1 0.3 0.3 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 13,066 : : Positions : : 8,799 7,762 1,039 2,919 1,036 1,153 0 254 495 593 80 : : : : Changes from: November 19, 2013 : : -17 -57 0 0 0 -63 0 0 42 0 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 59.4 8.0 22.3 7.9 8.8 0.0 1.9 3.8 4.5 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 1,106,273 : : Positions : : 931,140 592,867 16,020 266,660 95,090 16,180 0 0 0 103,813 47,843 : : : : Changes from: November 19, 2013 : : 0 -12,240 0 0 0 0 0 0 0 12,240 -1,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 53.6 1.4 24.1 8.6 1.5 0.0 0.0 0.0 9.4 4.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643AZ Open Interest is 328,350 : : Positions : : 262,785 257,650 64,565 70,700 0 1,000 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 7,875 6,825 0 1,050 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 78.5 19.7 21.5 0.0 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 IN. RT PEAK MINI - ICE FUTURES ENERGY DIV 16 MWH PER LOT : CFTC Code #0643B1 Open Interest is 210,320 : : Positions : : 168,440 151,296 6,375 27,169 31,855 3,650 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 1,075 1,075 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 71.9 3.0 12.9 15.1 1.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 20 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 22,869 : : Positions : : 15,638 14,959 2,168 3,679 1,982 940 105 229 0 900 0 : : : : Changes from: November 19, 2013 : : -49 333 0 -42 0 85 21 -63 0 -256 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 65.4 9.5 16.1 8.7 4.1 0.5 1.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 18 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 2,841,701 : : Positions : :2,303,186 1,957,838 139,062 164,892 141,316 0 168,646 258,137 0 150,872 0 : : : : Changes from: November 19, 2013 : : 52,095 -26,660 -7,475 25,360 -25,360 0 9,611 -3,668 -11,765 24,544 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 68.9 4.9 5.8 5.0 0.0 5.9 9.1 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 26 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Any multiple of 16 MWh : CFTC Code #0643BA Open Interest is 882,225 : : Positions : : 699,646 619,129 90,088 76,484 42,570 2,905 66,039 46,491 0 30,945 525 : : : : Changes from: November 19, 2013 : : 53,670 32,589 -5,487 6,484 -5,875 105 1,417 756 -3,141 4,615 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 70.2 10.2 8.7 4.8 0.3 7.5 5.3 0.0 3.5 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 26 4 4 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 2,278,305 : : Positions : :2,144,255 2,224,065 109,780 29,970 24,270 0 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 28,560 28,560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 97.6 4.8 1.3 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 26, 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 NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #0643BE Open Interest is 654,095 : : Positions : : 603,545 641,115 44,400 6,830 6,150 0 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 3,560 3,560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 98.0 6.8 1.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 570,066 : : Positions : : 314,330 517,053 93,132 9,406 20,477 105,336 452 21,894 14,897 784 0 : : : : Changes from: November 19, 2013 : : 4,720 -496 -408 -816 1,224 -5,920 408 1,951 1,488 784 -1,488 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 90.7 16.3 1.6 3.6 18.5 0.1 3.8 2.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 26 5 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 41,997 : : Positions : : 26,110 33,742 5,522 2,449 2,056 6,408 2,927 482 660 47 148 : : : : Changes from: November 19, 2013 : : 180 -249 35 -1 128 -186 146 63 82 47 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 80.3 13.1 5.8 4.9 15.3 7.0 1.1 1.6 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 28 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 26,356 : : Positions : : 13,844 24,258 5,019 0 1,073 5,450 0 845 73 128 52 : : : : Changes from: November 19, 2013 : : 102 226 -102 0 77 52 0 -77 48 -126 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 92.0 19.0 0.0 4.1 20.7 0.0 3.2 0.3 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 13 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 255,408 : : Positions : : 96,651 230,430 34,970 0 22,418 90,511 0 665 10,193 1,895 0 : : : : Changes from: November 19, 2013 : : 1,296 10,320 2,714 -7,865 8,129 -2,931 0 0 344 -1,032 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 90.2 13.7 0.0 8.8 35.4 0.0 0.3 4.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 550,989 : : Positions : : 306,585 520,151 208,517 0 0 9,154 4,105 26,733 0 0 0 : : : : Changes from: November 19, 2013 : : -1,509 -2,284 -1,183 0 0 0 -408 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 94.4 37.8 0.0 0.0 1.7 0.7 4.9 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 26, 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 31,426 : : Positions : : 22,196 22,298 257 6,067 2,194 3,146 0 20 3,062 0 0 : : : : Changes from: November 19, 2013 : : 533 -363 -39 559 -259 -297 0 0 511 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 71.0 0.8 19.3 7.0 10.0 0.0 0.1 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 8,151 : : Positions : : 4,068 5,694 1,683 290 1,323 0 0 0 0 507 21 : : : : Changes from: November 19, 2013 : : -22 43 254 21 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 69.9 20.6 3.6 16.2 0.0 0.0 0.0 0.0 6.2 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 4 . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 78,582 : : Positions : : 57,429 56,763 3,847 3,704 17,306 0 0 0 0 809 0 : : : : Changes from: November 19, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 72.2 4.9 4.7 22.0 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 20,833 : : Positions : : 11,727 19,512 5,943 29 552 1,172 66 63 1,030 140 305 : : : : Changes from: November 19, 2013 : : 818 45 190 29 168 86 66 63 -710 140 242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 93.7 28.5 0.1 2.6 5.6 0.3 0.3 4.9 0.7 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 21 6 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 304,387 : : Positions : : 118,677 292,771 137,321 2,253 2,427 5,520 0 0 35,954 2,448 4,488 : : : : Changes from: November 19, 2013 : : -320 -7,376 3,600 0 -3,936 0 0 0 -9,024 2,040 2,040 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 96.2 45.1 0.7 0.8 1.8 0.0 0.0 11.8 0.8 1.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 5 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 17,922 : : Positions : : 8,086 10,541 5,883 4,447 2,409 214 42 316 889 0 104 : : : : Changes from: November 19, 2013 : : -133 -25 -318 -21 128 130 -104 104 173 -83 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 58.8 32.8 24.8 13.4 1.2 0.2 1.8 5.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 5 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 217,983 : : Positions : : 72,774 122,709 137,249 89,347 5,111 816 816 0 2,033 0 0 : : : : Changes from: November 19, 2013 : : -336 2,112 816 -816 408 816 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 56.3 63.0 41.0 2.3 0.4 0.4 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 16 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 21,790 : : Positions : : 16,941 16,065 873 291 1,597 0 1,458 2,379 0 0 0 : : : : Changes from: November 19, 2013 : : -175 -434 47 0 -25 0 306 -154 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 73.7 4.0 1.3 7.3 0.0 6.7 10.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 161,531 : : Positions : : 145,392 78,519 0 66,873 16,139 0 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 976 1,952 0 -976 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 48.6 0.0 41.4 10.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 0 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 729,084 : : Positions : : 652,113 557,387 32,176 72,182 44,795 0 54,720 0 0 0 0 : : : : Changes from: November 19, 2013 : : 11,830 0 0 11,830 -5,915 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 76.5 4.4 9.9 6.1 0.0 7.5 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 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CK Open Interest is 213,495 : : Positions : : 190,725 178,270 8,620 15,800 14,150 0 5,275 0 0 0 0 : : : : Changes from: November 19, 2013 : : 2,675 -525 0 3,200 -1,600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 83.5 4.0 7.4 6.6 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 26, 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 266,860 : : Positions : : 214,710 115,590 49,890 149,010 2,260 0 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 1,785 0 -735 1,050 735 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 43.3 18.7 55.8 0.8 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 26, 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 924,643 : : Positions : : 738,717 388,995 185,926 535,648 0 0 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 42.1 20.1 57.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 4 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 19, 2013 : : 0 0 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 26, 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 19, 2013 : : 0 0 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 26, 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 198,835 : : Positions : : 186,685 155,295 7,330 38,720 4,820 0 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 5,325 1,600 2,940 3,725 0 0 0 0 -2,940 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 78.1 3.7 19.5 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 655,608 : : Positions : : 601,312 534,856 13,752 80,208 40,544 0 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 7,440 7,440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 81.6 2.1 12.2 6.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 1,299,624 : : Positions : :1,235,183 1,198,067 49,108 86,224 15,333 0 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 148,680 148,680 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 92.2 3.8 6.6 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 346,295 : : Positions : : 329,195 316,730 9,895 22,360 7,205 0 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 41,250 43,350 1,600 -500 500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 91.5 2.9 6.5 2.1 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 26, 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 8,702,673 : : Positions : :6,492,086 8,060,979 1,480,590 39,249 602,445 122,248 0 0 5,304 0 0 : : : : Changes from: November 19, 2013 : : 103,815 110,645 72,834 -7,440 24,824 0 0 0 -69,724 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 92.6 17.0 0.5 6.9 1.4 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 34 28 6 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 2,780,505 : : Positions : :2,170,240 2,625,860 423,045 4,735 149,910 35,310 0 0 2,000 0 0 : : : : Changes from: November 19, 2013 : : 12,280 19,790 29,055 3,150 1,825 3,150 0 0 -20,495 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 94.4 15.2 0.2 5.4 1.3 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 35 31 6 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 3,061,612 : : Positions : :1,798,627 2,041,813 369,184 280,167 294,426 3,145 137,716 68,605 513,681 224,940 13,945 : : : : Changes from: November 19, 2013 : : -5,501 -15,228 50,882 1,989 69,884 2,415 -1,050 1,050 -61,225 860 -45,020 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 66.7 12.1 9.2 9.6 0.1 4.5 2.2 16.8 7.3 0.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 31 5 6 8 . 5 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 6,569,775 : : Positions : :5,568,692 5,062,988 226,240 680,309 477,100 63,647 152,215 128,647 83,733 46,800 21,716 : : : : Changes from: November 19, 2013 : : 41,099 -9,781 67,399 54,336 4,529 0 0 0 -63,943 0 -4,121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 77.1 3.4 10.4 7.3 1.0 2.3 2.0 1.3 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 24 4 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DL Open Interest is 627,595 : : Positions : : 563,470 481,325 53,165 131,750 10,960 0 3,560 0 0 0 0 : : : : Changes from: November 19, 2013 : : 2,310 2,310 4,200 1,050 0 0 3,150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 76.7 8.5 21.0 1.7 0.0 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DM Open Interest is 2,162,006 : : Positions : :1,870,511 1,743,841 138,778 261,790 152,717 0 3,658 0 0 0 0 : : : : Changes from: November 19, 2013 : : 66,480 59,040 -7,440 0 7,440 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 80.7 6.4 12.1 7.1 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 58,006 : : Positions : : 41,976 22,109 0 18,406 10,641 0 2,348 1,033 938 0 182 : : : : Changes from: November 19, 2013 : : 726 196 0 272 -328 0 210 -95 287 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 38.1 0.0 31.7 18.3 0.0 4.0 1.8 1.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 27 0 7 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 LBMP SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS 0F 400 MEGAWATT HOURS) : CFTC Code #06465A Open Interest is 10,515 : : Positions : : 7,952 7,522 0 1,642 826 0 0 0 441 84 255 : : : : Changes from: November 19, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 71.5 0.0 15.6 7.9 0.0 0.0 0.0 4.2 0.8 2.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 7,972 : : Positions : : 3,615 5,417 623 758 994 1,384 0 468 97 0 15 : : : : Changes from: November 19, 2013 : : 27 15 -63 32 -25 -0 0 0 3 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 68.0 7.8 9.5 12.5 17.4 0.0 5.9 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 8,109 : : Positions : : 3,767 6,260 1,332 90 646 1,196 80 284 0 0 0 : : : : Changes from: November 19, 2013 : : -10 -10 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 26, 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 11,522 : : Positions : : 6,622 6,870 386 98 1,492 0 734 1,176 0 0 0 : : : : Changes from: November 19, 2013 : : 0 50 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 59.6 3.4 0.9 12.9 0.0 6.4 10.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 27,898 : : Positions : : 18,984 24,273 6,201 1,302 1,247 0 1,055 0 955 0 0 : : : : Changes from: November 19, 2013 : : 63 127 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 87.0 22.2 4.7 4.5 0.0 3.8 0.0 3.4 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 November 26, 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 603,021 : : Positions : : 442,140 575,293 133,153 0 23,048 0 4,680 0 4,680 0 0 : : : : Changes from: November 19, 2013 : : 4,896 4,896 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 95.4 22.1 0.0 3.8 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 14,202 : : Positions : : 10,622 13,324 1,264 134 447 0 0 0 1,572 0 0 : : : : Changes from: November 19, 2013 : : 63 63 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 93.8 8.9 0.9 3.1 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 26, 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 OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A39 Open Interest is 183,534 : : Positions : : 134,481 169,353 24,160 5,922 8,259 0 0 0 16,634 0 0 : : : : Changes from: November 19, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 92.3 13.2 3.2 4.5 0.0 0.0 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 51,868 : : Positions : : 28,930 49,339 20,153 0 2,275 0 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 2,550 2,550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 95.1 38.9 0.0 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 17 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 799,199 : : Positions : : 508,916 756,725 247,809 0 42,474 0 0 0 0 0 0 : : : : Changes from: November 19, 2013 : : 46,800 46,800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 94.7 31.0 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 17 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 100,448 : : Positions : : 73,095 57,572 12,464 36,136 2,459 9,625 415 2,550 0 1,020 255 : : : : Changes from: November 19, 2013 : : 1,105 1,105 771 0 123 0 0 0 -771 0 -123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 57.3 12.4 36.0 2.4 9.6 0.4 2.5 0.0 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 18 5 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 1,811,486 : : Positions : :1,592,205 1,089,193 54,631 374,117 134,815 0 184,060 23,520 534 0 5,781 : : : : Changes from: November 19, 2013 : : 43,000 66,600 0 -21,982 -46,720 0 0 0 0 -1,618 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 60.1 3.0 20.7 7.4 0.0 10.2 1.3 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 . 5 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 29,352 : : Positions : : 16,279 15,266 11,368 2,905 0 0 9,062 1,600 0 118 105 : : : : Changes from: November 19, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 52.0 38.7 9.9 0.0 0.0 30.9 5.5 0.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 19, 2013 : : 0 0 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 26, 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 60,116 : : Positions : : 43,149 41,233 3,861 9,085 6,468 3,005 0 3,165 303 0 165 : : : : Changes from: November 19, 2013 : : 252 762 633 0 0 0 0 0 -123 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 68.6 6.4 15.1 10.8 5.0 0.0 5.3 0.5 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 26, 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 45,723 : : Positions : : 27,463 37,412 11,898 3,885 2,123 0 0 0 1,936 0 2,048 : : : : Changes from: November 19, 2013 : : 0 0 0 1,020 0 0 0 0 0 -1,020 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 81.8 26.0 8.5 4.6 0.0 0.0 0.0 4.2 0.0 4.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 58,503 : : Positions : : 53,285 37,419 1,867 17,674 3,205 0 0 0 0 100 105 : : : : Changes from: November 19, 2013 : : 546 546 1,275 0 0 0 0 0 -1,275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 64.0 3.2 30.2 5.5 0.0 0.0 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 . 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 23,041 : : Positions : : 15,687 18,831 5,253 762 2,019 0 0 0 0 1,280 0 : : : : Changes from: November 19, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 81.7 22.8 3.3 8.8 0.0 0.0 0.0 0.0 5.6 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 26, 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 368,330 : : Positions : : 209,126 309,035 90,586 12,135 0 13,552 3,420 43,740 11,326 0 0 : : : : Changes from: November 19, 2013 : : 4,070 4,070 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 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 26, 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 891,415 : : Positions : : 698,498 608,879 55,525 133,015 89,376 0 12,129 48,016 0 0 0 : : : : Changes from: November 19, 2013 : : 3,264 3,264 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 68.3 6.2 14.9 10.0 0.0 1.4 5.4 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 26, 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 1,259,304 : : Positions : : 728,286 1,089,304 202,288 22,591 99,567 168,925 0 47,040 12,396 0 802 : : : : Changes from: November 19, 2013 : : 39,600 25,360 -12,622 0 -9,280 0 0 0 -1,618 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 86.5 16.1 1.8 7.9 13.4 0.0 3.7 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 5 . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 663,740 : : Positions : : 428,936 473,502 4,680 92,190 97,640 0 0 0 132,076 0 408 : : : : Changes from: November 19, 2013 : : 0 0 0 28,080 0 0 0 0 0 -28,080 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 71.3 0.7 13.9 14.7 0.0 0.0 0.0 19.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 672,986 : : Positions : : 494,461 364,478 49,532 166,571 128,993 0 0 0 0 12,944 0 : : : : Changes from: November 19, 2013 : : 0 0 0 3,111 0 0 0 0 0 -3,111 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 54.2 7.4 24.8 19.2 0.0 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 14 . 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 19, 2013 : : 0 0 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 26, 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 454,880 : : Positions : : 198,224 347,224 170,608 12,888 86,048 0 8,720 0 0 0 0 : : : : Changes from: November 19, 2013 : : 30,440 28,176 -2,264 0 3,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 76.3 37.5 2.8 18.9 0.0 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 26, 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 5,338 : : Positions : : 1,943 4,450 2,297 0 641 138 0 51 72 0 196 : : : : Changes from: November 19, 2013 : : -121 -263 -62 0 -78 -31 0 17 -51 0 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 83.4 43.0 0.0 12.0 2.6 0.0 1.0 1.3 0.0 3.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 5 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated December 2, 2013