Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 79,487 : : Positions : : 17,363 37,840 5,137 3,136 2,511 4,565 9,370 3,936 33,447 10,207 11,917 : : : : Changes from: November 26, 2013 : : -1,719 -2,116 226 -466 -686 375 1,245 -1,010 584 893 -1,096 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 47.6 6.5 3.9 3.2 5.7 11.8 5.0 42.1 12.8 15.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 11 11 . . 4 . . . 19 14 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 32,277 : : Positions : : 21,320 7,745 1,386 2,965 67 0 6,981 30 6,237 10,833 2,951 : : : : Changes from: November 26, 2013 : : -1,630 -265 415 -325 -329 0 -305 -5 459 105 -365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 24.0 4.3 9.2 0.2 0.0 21.6 0.1 19.3 33.6 9.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 8 . . . 0 4 . 10 15 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 180,992 : : Positions : : 108,876 111,941 7,225 15,800 31,108 14,632 978 8,379 6,780 8,997 3,304 : : : : Changes from: November 26, 2013 : : -554 -194 315 -252 -516 -248 126 17 132 92 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 61.8 4.0 8.7 17.2 8.1 0.5 4.6 3.7 5.0 1.8 : : : : Number of Traders in Each Category Total Traders: 78 : : 47 40 . 7 7 4 . 5 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 48,398 : : Positions : : 29,376 37,994 11,831 4,066 2,939 752 0 3,245 101 0 154 : : : : Changes from: November 26, 2013 : : -3,123 -3,103 -733 -73 -67 52 0 -152 1 -627 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 78.5 24.4 8.4 6.1 1.6 0.0 6.7 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 459,107 : : Positions : : 326,330 365,127 93,700 36,019 20,992 0 19,212 17,757 328 0 0 : : : : Changes from: November 26, 2013 : : -17,741 -10,639 9,598 -4,815 -5,102 0 7,311 -5,136 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 79.5 20.4 7.8 4.6 0.0 4.2 3.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 1,640,736 : : Positions : :1,200,310 1,327,977 146,607 71,495 203,157 50,134 0 23,165 7,884 5,463 9,479 : : : : Changes from: November 26, 2013 : : 3,941 9,425 3,912 3,852 2,874 3,454 -1,970 785 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 80.9 8.9 4.4 12.4 3.1 0.0 1.4 0.5 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 39 . 6 7 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 51,319 : : Positions : : 41,198 25,467 101 7,230 4,943 0 7,825 4,069 378 1,178 606 : : : : Changes from: November 26, 2013 : : 693 -12 0 236 -71 0 393 -47 -76 0 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 49.6 0.2 14.1 9.6 0.0 15.2 7.9 0.7 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 341,633 : : Positions : : 224,160 229,287 102,990 32,272 3,856 0 57,608 9,107 0 7,983 1,520 : : : : Changes from: November 26, 2013 : : 9,910 10,853 9,430 0 -1,927 0 8,487 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 67.1 30.1 9.4 1.1 0.0 16.9 2.7 0.0 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 538,144 : : Positions : : 423,672 383,342 53,239 113,642 31,361 17,664 0 8,990 2,409 0 809 : : : : Changes from: November 26, 2013 : : 3,885 -795 0 0 0 -4,680 0 2,720 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 71.2 9.9 21.1 5.8 3.3 0.0 1.7 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 December 3, 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 57,524 : : Positions : : 34,192 52,344 14,598 1,187 1,169 1,721 233 1,880 3,034 0 378 : : : : Changes from: November 26, 2013 : : 851 1,316 168 0 -43 0 -41 41 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 91.0 25.4 2.1 2.0 3.0 0.4 3.3 5.3 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 December 3, 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 26, 2013 : : 0 0 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 December 3, 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 26, 2013 : : 0 0 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 December 3, 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 962,800 : : Positions : : 707,840 861,120 246,800 97,680 0 4,080 4,000 0 4,080 0 0 : : : : Changes from: November 26, 2013 : : 12,240 24,480 8,160 0 0 4,080 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 89.4 25.6 10.1 0.0 0.4 0.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 304,160 : : Positions : : 211,152 261,160 50,704 10,192 31,208 9,088 816 784 1,224 0 0 : : : : Changes from: November 26, 2013 : : 3,152 5,816 3,072 408 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 85.9 16.7 3.4 10.3 3.0 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 December 3, 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 13,051 : : Positions : : 8,805 7,747 1,039 2,919 1,036 1,132 0 254 495 593 80 : : : : Changes from: November 26, 2013 : : 6 -15 0 0 0 -21 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 59.4 8.0 22.4 7.9 8.7 0.0 1.9 3.8 4.5 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 26, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 December 3, 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 336,750 : : Positions : : 268,035 266,050 66,665 70,700 0 2,050 0 0 0 0 0 : : : : Changes from: November 26, 2013 : : 5,250 8,400 2,100 0 0 1,050 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 79.0 19.8 21.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 : : 168,440 151,821 6,375 26,644 31,855 3,650 0 0 0 0 0 : : : : Changes from: November 26, 2013 : : 0 525 0 -525 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 72.2 3.0 12.7 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 December 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 23,251 : : Positions : : 16,128 15,298 2,168 3,680 1,982 1,068 61 229 0 943 21 : : : : Changes from: November 26, 2013 : : 490 339 0 1 0 128 -44 0 0 43 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 65.8 9.3 15.8 8.5 4.6 0.3 1.0 0.0 4.1 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 2,853,800 : : Positions : :2,315,285 1,964,166 141,838 161,916 139,356 0 176,593 257,321 0 154,448 0 : : : : Changes from: November 26, 2013 : : 12,099 6,328 2,776 -2,976 -1,960 0 7,947 -816 0 3,576 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 68.8 5.0 5.7 4.9 0.0 6.2 9.0 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 28 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 891,065 : : Positions : : 705,595 621,838 91,499 77,259 42,832 3,955 69,380 46,659 0 32,530 525 : : : : Changes from: November 26, 2013 : : 5,949 2,709 1,411 775 262 1,050 3,341 168 0 1,585 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 69.8 10.3 8.7 4.8 0.4 7.8 5.2 0.0 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 27 . 5 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 26, 2013 : : 0 0 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 December 3, 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 26, 2013 : : 0 0 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 December 3, 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 572,057 : : Positions : : 315,089 516,677 95,123 9,406 20,070 103,778 452 22,708 15,289 2,744 0 : : : : Changes from: November 26, 2013 : : 759 -376 1,991 0 -407 -1,558 0 814 392 1,960 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 90.3 16.6 1.6 3.5 18.1 0.1 4.0 2.7 0.5 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 December 3, 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 41,806 : : Positions : : 26,091 33,532 5,546 2,365 2,011 6,197 2,927 544 661 199 145 : : : : Changes from: November 26, 2013 : : -18 -210 24 -84 -45 -211 0 62 1 152 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 80.2 13.3 5.7 4.8 14.8 7.0 1.3 1.6 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 28 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 26,205 : : Positions : : 13,769 24,259 5,095 0 997 5,374 0 845 73 52 52 : : : : Changes from: November 26, 2013 : : -75 1 76 0 -76 -76 0 0 0 -76 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 92.6 19.4 0.0 3.8 20.5 0.0 3.2 0.3 0.2 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 December 3, 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 254,465 : : Positions : : 94,765 231,382 35,913 0 22,418 90,511 0 665 10,193 0 0 : : : : Changes from: November 26, 2013 : : -1,886 952 943 0 0 0 0 0 0 -1,895 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 90.9 14.1 0.0 8.8 35.6 0.0 0.3 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 26, 2013 : : 0 0 0 0 0 0 0 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 December 3, 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 26, 2013 : : 0 0 0 0 0 0 0 0 0 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 December 3, 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 : : 4,026 5,694 1,662 248 1,344 0 0 0 0 507 21 : : : : Changes from: November 26, 2013 : : -42 0 -21 -42 21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 69.9 20.4 3.0 16.5 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 December 3, 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 78,990 : : Positions : : 56,613 57,171 4,413 3,046 17,964 0 0 0 0 809 0 : : : : Changes from: November 26, 2013 : : -816 408 566 -658 658 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 72.4 5.6 3.9 22.7 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 21,470 : : Positions : : 12,324 19,575 5,858 29 616 1,235 108 63 1,030 650 263 : : : : Changes from: November 26, 2013 : : 597 63 -85 0 64 63 42 0 0 510 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 91.2 27.3 0.1 2.9 5.8 0.5 0.3 4.8 3.0 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 21 6 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 304,795 : : Positions : : 118,269 293,179 138,137 2,253 2,427 5,520 0 0 35,954 2,448 4,488 : : : : Changes from: November 26, 2013 : : -408 408 816 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 96.2 45.3 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 December 3, 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 18,093 : : Positions : : 8,109 10,563 5,841 4,426 2,473 278 0 358 889 66 104 : : : : Changes from: November 26, 2013 : : 23 22 -42 -21 64 64 -42 42 0 66 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 58.4 32.3 24.5 13.7 1.5 0.0 2.0 4.9 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 21 5 . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 217,559 : : Positions : : 72,774 121,093 136,433 89,363 5,111 1,208 816 0 2,033 1,176 0 : : : : Changes from: November 26, 2013 : : 0 -1,616 -816 16 0 392 0 0 0 1,176 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 55.7 62.7 41.1 2.3 0.6 0.4 0.0 0.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 16 4 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 20,310 : : Positions : : 15,815 14,835 1,200 491 1,147 0 1,689 2,148 0 0 0 : : : : Changes from: November 26, 2013 : : -1,126 -1,230 327 200 -450 0 231 -231 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 73.0 5.9 2.4 5.6 0.0 8.3 10.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 150,001 : : Positions : : 139,634 68,568 0 71,066 10,367 0 0 0 0 0 0 : : : : Changes from: November 26, 2013 : : -5,758 -9,951 0 4,193 -5,772 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 45.7 0.0 47.4 6.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 0 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 26, 2013 : : 0 0 0 0 0 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 December 3, 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 26, 2013 : : 0 0 0 0 0 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 December 3, 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 26, 2013 : : 0 0 0 0 0 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 December 3, 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 26, 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 December 3, 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 26, 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 December 3, 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 719,698 : : Positions : : 618,300 570,854 19,600 67,046 81,798 0 0 0 0 0 0 : : : : Changes from: November 26, 2013 : : 0 0 0 0 -2,272 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 79.3 2.7 9.3 11.4 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 December 3, 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 26, 2013 : : 0 0 0 0 0 0 0 0 0 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 December 3, 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 26, 2013 : : 0 0 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 December 3, 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 1,323,104 : : Positions : :1,258,663 1,198,067 30,360 90,956 34,081 0 0 0 0 0 0 : : : : Changes from: November 26, 2013 : : 23,480 0 -18,748 4,732 18,748 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 90.5 2.3 6.9 2.6 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 December 3, 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 352,645 : : Positions : : 335,545 316,730 8,295 27,110 8,805 0 0 0 0 0 0 : : : : Changes from: November 26, 2013 : : 6,350 0 -1,600 4,750 1,600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 89.8 2.4 7.7 2.5 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 December 3, 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 8,695,137 : : Positions : :6,491,726 8,076,539 1,473,030 15,769 602,829 122,248 0 0 5,304 0 0 : : : : Changes from: November 26, 2013 : : -360 15,560 -7,560 -23,480 384 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 92.9 16.9 0.2 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 December 3, 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 2,803,205 : : Positions : :2,175,440 2,644,835 431,035 0 158,370 35,310 0 0 3,050 0 0 : : : : Changes from: November 26, 2013 : : 5,200 18,975 7,990 -4,735 8,460 0 0 0 1,050 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 94.4 15.4 0.0 5.6 1.3 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 35 31 7 0 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 3,083,760 : : Positions : :1,819,340 2,065,216 364,232 277,722 294,364 1,885 133,668 73,905 516,231 225,082 13,803 : : : : Changes from: November 26, 2013 : : 20,714 23,403 -4,952 -2,445 -62 -1,260 -4,048 5,300 2,550 142 -142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 67.0 11.8 9.0 9.5 0.1 4.3 2.4 16.7 7.3 0.4 : : : : 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 December 3, 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 6,682,438 : : Positions : :5,681,355 5,161,659 226,240 680,309 477,100 49,655 152,215 142,639 83,733 46,800 21,716 : : : : Changes from: November 26, 2013 : : 112,663 98,671 0 0 0 -13,992 0 13,992 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 77.2 3.4 10.2 7.1 0.7 2.3 2.1 1.3 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 25 4 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 658,125 : : Positions : : 590,220 510,100 53,090 129,650 14,815 0 3,560 0 0 0 0 : : : : Changes from: November 26, 2013 : : 26,750 28,775 -75 -2,100 3,855 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 77.5 8.1 19.7 2.3 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 10 . . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 2,269,582 : : Positions : :1,963,951 1,844,841 138,898 254,350 166,733 0 3,658 0 0 0 0 : : : : Changes from: November 26, 2013 : : 93,440 101,000 120 -7,440 14,016 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 81.3 6.1 11.2 7.3 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 December 3, 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 51,910 : : Positions : : 38,368 19,494 0 19,000 6,087 0 2,272 132 653 0 159 : : : : Changes from: November 26, 2013 : : -3,608 -2,615 0 593 -4,555 0 -76 -901 -286 0 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 37.6 0.0 36.6 11.7 0.0 4.4 0.3 1.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 24 0 7 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 11,015 : : Positions : : 8,612 8,082 0 1,682 786 0 0 0 361 84 255 : : : : Changes from: November 26, 2013 : : 660 560 0 40 -40 0 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 73.4 0.0 15.3 7.1 0.0 0.0 0.0 3.3 0.8 2.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 7,437 : : Positions : : 3,223 5,771 1,350 142 526 1,198 40 262 0 0 0 : : : : Changes from: November 26, 2013 : : -544 -489 18 52 -120 2 -40 -22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 77.6 18.2 1.9 7.1 16.1 0.5 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 December 3, 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 10,655 : : Positions : : 6,130 6,142 212 168 1,422 0 728 1,162 0 0 0 : : : : Changes from: November 26, 2013 : : -492 -728 -174 70 -70 0 -6 -14 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 57.6 2.0 1.6 13.3 0.0 6.8 10.9 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 December 3, 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 25,393 : : Positions : : 16,579 22,133 6,541 1,477 807 0 955 0 955 0 0 : : : : Changes from: November 26, 2013 : : -2,405 -2,140 340 175 -440 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 87.2 25.8 5.8 3.2 0.0 3.8 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 556,495 : : Positions : : 398,820 535,193 136,373 0 16,622 0 4,680 0 4,680 0 0 : : : : Changes from: November 26, 2013 : : -43,320 -40,100 3,220 0 -6,426 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 96.2 24.5 0.0 3.0 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 11,502 : : Positions : : 8,362 10,824 1,170 0 401 0 0 0 1,292 0 0 : : : : Changes from: November 26, 2013 : : -2,260 -2,500 -94 -134 -46 0 0 0 -280 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 94.1 10.2 0.0 3.5 0.0 0.0 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 137,018 : : Positions : : 92,777 125,644 24,907 4,664 6,710 0 0 0 12,624 0 0 : : : : Changes from: November 26, 2013 : : -41,704 -43,709 747 -1,258 -1,549 0 0 0 -4,010 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 91.7 18.2 3.4 4.9 0.0 0.0 0.0 9.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 49,208 : : Positions : : 27,130 46,679 19,293 0 2,275 0 0 0 0 0 0 : : : : Changes from: November 26, 2013 : : -1,800 -2,660 -860 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 94.9 39.2 0.0 4.6 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 December 3, 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 750,678 : : Positions : : 467,212 708,605 241,393 0 42,073 0 0 0 0 0 0 : : : : Changes from: November 26, 2013 : : -41,704 -48,120 -6,416 0 -401 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 94.4 32.2 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 17 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 98,148 : : Positions : : 71,855 56,152 12,684 35,956 1,879 8,925 315 2,550 0 1,020 255 : : : : Changes from: November 26, 2013 : : -1,240 -1,420 220 -180 -580 -700 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 57.2 12.9 36.6 1.9 9.1 0.3 2.6 0.0 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 18 5 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 1,756,016 : : Positions : :1,533,258 1,062,996 66,128 360,483 127,196 0 176,040 23,520 133 0 5,781 : : : : Changes from: November 26, 2013 : : -58,947 -26,197 11,497 -13,634 -7,619 0 -8,020 0 -401 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 60.5 3.8 20.5 7.2 0.0 10.0 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 December 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 26,532 : : Positions : : 14,139 13,605 11,008 1,905 0 0 9,382 1,280 42 0 63 : : : : Changes from: November 26, 2013 : : -2,140 -1,661 -360 -1,000 0 0 320 -320 42 -118 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 51.3 41.5 7.2 0.0 0.0 35.4 4.8 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 56,702 : : Positions : : 45,712 44,193 3,383 533 6,201 0 4,495 1,280 126 0 0 : : : : Changes from: November 26, 2013 : : -1,494 -1,374 -60 60 -160 0 -240 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 77.9 6.0 0.9 10.9 0.0 7.9 2.3 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 58,136 : : Positions : : 41,229 39,913 3,941 8,925 6,328 3,305 0 2,865 363 0 105 : : : : Changes from: November 26, 2013 : : -1,920 -1,320 80 -160 -140 300 0 -300 60 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 68.7 6.8 15.4 10.9 5.7 0.0 4.9 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 15 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 44,863 : : Positions : : 26,783 36,732 12,038 3,945 1,883 0 0 0 1,856 0 2,048 : : : : Changes from: November 26, 2013 : : -680 -680 140 60 -240 0 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 81.9 26.8 8.8 4.2 0.0 0.0 0.0 4.1 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 57,198 : : Positions : : 52,140 36,434 1,827 17,554 3,105 0 0 0 0 0 105 : : : : Changes from: November 26, 2013 : : -1,145 -985 -40 -120 -100 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 63.7 3.2 30.7 5.4 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . 5 . 0 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 22,241 : : Positions : : 15,127 18,131 5,293 902 1,779 0 0 0 0 1,280 0 : : : : Changes from: November 26, 2013 : : -560 -700 40 140 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 81.5 23.8 4.1 8.0 0.0 0.0 0.0 0.0 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 330,636 : : Positions : : 187,873 277,356 88,982 6,120 0 12,349 11,440 35,720 5,712 0 0 : : : : Changes from: November 26, 2013 : : -21,253 -31,679 -1,604 -6,015 0 -1,203 8,020 -8,020 -5,614 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 83.9 26.9 1.9 0.0 3.7 3.5 10.8 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 835,577 : : Positions : : 654,289 559,858 53,520 142,639 79,752 0 5,312 48,016 0 0 0 : : : : Changes from: November 26, 2013 : : -44,209 -49,021 -2,005 9,624 -9,624 0 -6,817 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 67.0 6.4 17.1 9.5 0.0 0.6 5.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 1,223,615 : : Positions : : 705,028 1,054,818 190,659 22,992 98,765 168,925 0 47,040 13,198 0 0 : : : : Changes from: November 26, 2013 : : -23,258 -34,486 -11,629 401 -802 0 0 0 802 0 -802 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 86.2 15.6 1.9 8.1 13.8 0.0 3.8 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 5 . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 648,869 : : Positions : : 414,901 461,472 4,680 89,349 97,640 0 0 0 131,240 0 408 : : : : Changes from: November 26, 2013 : : -14,035 -12,030 0 -2,841 0 0 0 0 -836 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 71.1 0.7 13.8 15.0 0.0 0.0 0.0 20.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 641,307 : : Positions : : 471,203 344,027 54,344 174,992 115,760 0 0 0 0 6,528 0 : : : : Changes from: November 26, 2013 : : -23,258 -20,451 4,812 8,421 -13,233 0 0 0 0 -6,416 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 53.6 8.5 27.3 18.1 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 13 . 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 335,255 : : Positions : : 249,599 193,592 25,968 105,496 32,648 0 2,703 0 26,224 0 816 : : : : Changes from: November 26, 2013 : : -7,218 -5,614 -2,406 -3,208 0 0 0 0 802 0 -802 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 57.7 7.7 31.5 9.7 0.0 0.8 0.0 7.8 0.0 0.2 : : : : 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 December 3, 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 425,120 : : Positions : : 169,280 334,024 183,152 11,688 72,688 0 6,720 0 0 0 0 : : : : Changes from: November 26, 2013 : : -28,944 -13,200 12,544 -1,200 -13,360 0 -2,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 78.6 43.1 2.7 17.1 0.0 1.6 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 December 3, 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 5,315 : : Positions : : 1,933 4,431 2,290 0 647 141 0 42 67 0 194 : : : : Changes from: November 26, 2013 : : -10 -19 -7 0 6 3 0 -8 -4 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 83.4 43.1 0.0 12.2 2.6 0.0 0.8 1.3 0.0 3.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 3, 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 DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C74 Open Interest is 60,762 : : Positions : : 29,667 43,622 18,455 6,795 0 0 0 0 7,555 525 0 : : : : Changes from: November 26, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 71.8 30.4 11.2 0.0 0.0 0.0 0.0 12.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 6 4 . 0 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 6, 2013