Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 80,602 : : Positions : : 18,038 37,950 4,387 3,326 2,511 4,565 9,860 4,186 33,546 9,301 12,733 : : : : Changes from: December 3, 2013 : : 675 110 -750 190 0 0 490 250 99 -906 816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 47.1 5.4 4.1 3.1 5.7 12.2 5.2 41.6 11.5 15.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 11 10 . . 4 . . . 20 13 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 32,737 : : Positions : : 20,920 8,055 1,491 2,995 52 0 6,636 30 6,847 11,078 3,111 : : : : Changes from: December 3, 2013 : : -400 310 105 30 -15 0 -345 0 610 245 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 24.6 4.6 9.1 0.2 0.0 20.3 0.1 20.9 33.8 9.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 8 . . . 0 4 . 9 15 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 177,200 : : Positions : : 105,220 108,896 6,733 15,954 31,413 15,404 1,372 7,348 6,881 8,025 3,586 : : : : Changes from: December 3, 2013 : : -3,656 -3,046 -492 154 304 772 394 -1,031 101 -972 281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 61.5 3.8 9.0 17.7 8.7 0.8 4.1 3.9 4.5 2.0 : : : : Number of Traders in Each Category Total Traders: 77 : : 47 40 . 7 7 4 . 5 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 50,169 : : Positions : : 30,056 39,473 13,180 3,835 2,850 0 159 3,698 231 0 154 : : : : Changes from: December 3, 2013 : : 680 1,479 1,349 -231 -89 -752 159 453 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 78.7 26.3 7.6 5.7 0.0 0.3 7.4 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 488,018 : : Positions : : 345,415 387,398 102,894 36,019 21,296 0 23,396 18,085 328 1,824 0 : : : : Changes from: December 3, 2013 : : 19,085 22,271 9,194 0 304 0 4,184 328 0 1,824 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 79.4 21.1 7.4 4.4 0.0 4.8 3.7 0.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 1,597,724 : : Positions : :1,167,677 1,316,164 161,277 58,486 185,787 42,475 0 23,147 7,884 4,663 9,477 : : : : Changes from: December 3, 2013 : : -32,633 -11,814 14,670 -13,008 -17,371 -7,659 0 -18 0 -800 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 82.4 10.1 3.7 11.6 2.7 0.0 1.4 0.5 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 38 4 5 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 49,193 : : Positions : : 39,290 24,749 76 7,487 4,677 2 6,241 4,255 312 1,203 581 : : : : Changes from: December 3, 2013 : : -1,908 -718 -25 257 -266 2 -1,584 186 -66 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 50.3 0.2 15.2 9.5 0.0 12.7 8.7 0.6 2.4 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 328,467 : : Positions : : 207,504 225,430 106,473 29,704 3,856 0 56,003 8,786 0 2,840 1,848 : : : : Changes from: December 3, 2013 : : -16,656 -3,857 3,483 -2,568 0 0 -1,605 -321 0 -5,143 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 68.6 32.4 9.0 1.2 0.0 17.0 2.7 0.0 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 507,621 : : Positions : : 396,241 354,170 49,419 113,510 33,693 20,012 0 5,840 2,008 0 408 : : : : Changes from: December 3, 2013 : : -27,431 -29,172 -3,820 -132 2,332 2,348 0 -3,150 -401 0 -401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 69.8 9.7 22.4 6.6 3.9 0.0 1.2 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 25 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 56,166 : : Positions : : 33,730 51,601 14,840 1,127 1,089 1,248 0 1,802 2,994 0 378 : : : : Changes from: December 3, 2013 : : -462 -743 242 -60 -80 -473 -233 -78 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 91.9 26.4 2.0 1.9 2.2 0.0 3.2 5.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 28 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 2,031,304 : : Positions : :1,823,704 1,984,664 199,440 38,480 8,160 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -242,605 -270,675 -20,050 8,020 -8,020 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 97.7 9.8 1.9 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 1,004,980 : : Positions : : 903,030 1,001,830 101,950 0 0 0 0 0 0 3,150 0 : : : : Changes from: December 3, 2013 : : -32,000 -36,000 -7,000 0 0 0 0 0 0 -3,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 99.7 10.1 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 808,240 : : Positions : : 569,280 710,560 230,800 97,680 0 4,080 0 0 4,080 0 0 : : : : Changes from: December 3, 2013 : : -138,560 -150,560 -16,000 0 0 0 -4,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 87.9 28.6 12.1 0.0 0.5 0.0 0.0 0.5 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 10, 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 283,360 : : Positions : : 191,968 242,760 48,704 8,192 31,208 9,872 816 384 1,224 0 0 : : : : Changes from: December 3, 2013 : : -19,184 -18,400 -2,000 -2,000 0 784 0 -400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 85.7 17.2 2.9 11.0 3.5 0.3 0.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 11,697 : : Positions : : 7,808 6,632 806 3,170 849 977 65 189 705 473 0 : : : : Changes from: December 3, 2013 : : -997 -1,115 -233 251 -187 -155 65 -65 210 -120 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 56.7 6.9 27.1 7.3 8.4 0.6 1.6 6.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 . 4 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 1,036,900 : : Positions : : 891,040 523,494 8,000 278,690 83,060 8,160 0 0 0 105,016 46,640 : : : : Changes from: December 3, 2013 : : -40,100 -69,373 -8,020 12,030 -12,030 -8,020 0 0 0 1,203 -1,203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 50.5 0.8 26.9 8.0 0.8 0.0 0.0 0.0 10.1 4.5 : : : : 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 10, 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 306,850 : : Positions : : 240,135 241,150 65,665 65,700 0 1,050 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -27,900 -24,900 -1,000 -5,000 0 -1,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 78.6 21.4 21.4 0.0 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 197,020 : : Positions : : 157,340 143,821 6,375 23,044 30,155 3,150 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -11,100 -8,000 0 -3,600 -1,700 -500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 73.0 3.2 11.7 15.3 1.6 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 10, 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 22,232 : : Positions : : 15,084 14,764 2,284 3,638 1,803 1,280 61 125 0 863 21 : : : : Changes from: December 3, 2013 : : -1,044 -534 116 -42 -179 212 0 -104 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 66.4 10.3 16.4 8.1 5.8 0.3 0.6 0.0 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 2,889,329 : : Positions : :2,365,665 1,985,866 140,262 188,298 130,830 0 196,341 252,572 0 135,422 0 : : : : Changes from: December 3, 2013 : : 50,380 21,700 -1,576 26,382 -8,526 0 19,748 -4,749 0 -19,026 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 68.7 4.9 6.5 4.5 0.0 6.8 8.7 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 25 4 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 893,508 : : Positions : : 712,890 621,745 87,234 82,924 36,072 5,925 66,002 50,862 0 35,336 525 : : : : Changes from: December 3, 2013 : : 7,295 -93 -4,265 5,665 -6,760 1,970 -3,378 4,203 0 2,806 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 69.6 9.8 9.3 4.0 0.7 7.4 5.7 0.0 4.0 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 10, 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 2,150,045 : : Positions : :2,036,045 2,095,805 101,760 42,000 12,240 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -108,210 -128,260 -8,020 12,030 -12,030 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 97.5 4.7 2.0 0.6 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 10, 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 613,745 : : Positions : : 569,195 600,765 41,400 9,830 3,150 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -34,350 -40,350 -3,000 3,000 -3,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 97.9 6.7 1.6 0.5 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 10, 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 524,855 : : Positions : : 282,196 473,895 89,151 11,411 15,659 102,608 0 20,754 14,487 3,136 0 : : : : Changes from: December 3, 2013 : : -32,893 -42,782 -5,972 2,005 -4,411 -1,170 -452 -1,954 -802 392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 90.3 17.0 2.2 3.0 19.5 0.0 4.0 2.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 25 5 . 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 39,319 : : Positions : : 24,422 31,169 5,013 2,145 2,066 5,754 2,665 652 783 226 37 : : : : Changes from: December 3, 2013 : : -1,669 -2,363 -533 -220 55 -443 -262 108 122 27 -107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 79.3 12.7 5.5 5.3 14.6 6.8 1.7 2.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 26 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 24,293 : : Positions : : 12,120 22,448 4,974 0 896 5,306 0 845 100 52 52 : : : : Changes from: December 3, 2013 : : -1,649 -1,811 -121 0 -101 -68 0 0 27 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 92.4 20.5 0.0 3.7 21.8 0.0 3.5 0.4 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 233,874 : : Positions : : 82,908 214,322 37,498 0 19,208 89,180 0 344 4,736 0 0 : : : : Changes from: December 3, 2013 : : -11,857 -17,060 1,585 0 -3,210 -1,331 0 -321 -5,457 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 91.6 16.0 0.0 8.2 38.1 0.0 0.1 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 518,512 : : Positions : : 284,113 487,327 198,165 0 2,753 11,560 6,511 21,921 0 0 0 : : : : Changes from: December 3, 2013 : : -22,472 -32,824 -10,352 0 2,753 2,406 2,406 -4,812 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 94.0 38.2 0.0 0.5 2.2 1.3 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 5 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 30,022 : : Positions : : 21,109 21,527 257 5,807 2,114 2,906 0 0 3,062 0 0 : : : : Changes from: December 3, 2013 : : -1,087 -771 0 -260 -80 -240 0 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 71.7 0.9 19.3 7.0 9.7 0.0 0.0 10.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . 4 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 7,463 : : Positions : : 3,644 5,251 1,709 248 1,199 0 0 0 0 468 0 : : : : Changes from: December 3, 2013 : : -382 -443 47 0 -145 0 0 0 0 -39 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 70.4 22.9 3.3 16.1 0.0 0.0 0.0 0.0 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 72,574 : : Positions : : 51,400 52,718 4,814 3,088 16,360 0 0 0 0 408 0 : : : : Changes from: December 3, 2013 : : -5,213 -4,453 401 42 -1,604 0 0 0 0 -401 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 72.6 6.6 4.3 22.5 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 20,907 : : Positions : : 12,632 18,648 5,400 151 620 1,236 151 63 830 1,105 63 : : : : Changes from: December 3, 2013 : : 308 -927 -458 122 4 1 43 0 -200 455 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 89.2 25.8 0.7 3.0 5.9 0.7 0.3 4.0 5.3 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 19 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 279,074 : : Positions : : 103,660 265,970 130,750 3,456 2,712 5,520 0 0 31,944 2,448 4,488 : : : : Changes from: December 3, 2013 : : -14,609 -27,209 -7,387 1,203 285 0 0 0 -4,010 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 95.3 46.9 1.2 1.0 2.0 0.0 0.0 11.4 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 17,227 : : Positions : : 7,554 10,130 5,413 4,106 2,391 681 0 190 636 220 21 : : : : Changes from: December 3, 2013 : : -555 -433 -428 -320 -82 403 0 -168 -253 154 -83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 58.8 31.4 23.8 13.9 4.0 0.0 1.1 3.7 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 19 5 . 4 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 199,852 : : Positions : : 61,060 105,855 129,665 84,150 5,111 2,384 816 0 1,632 3,920 0 : : : : Changes from: December 3, 2013 : : -11,714 -15,238 -6,768 -5,213 0 1,176 0 0 -401 2,744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 53.0 64.9 42.1 2.6 1.2 0.4 0.0 0.8 2.0 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 10, 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 20,924 : : Positions : : 15,661 15,527 2,045 491 1,070 0 1,688 2,148 0 0 0 : : : : Changes from: December 3, 2013 : : -154 692 845 0 -77 0 -1 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 74.2 9.8 2.3 5.1 0.0 8.1 10.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 : : 139,307 68,568 0 70,739 10,694 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -327 0 0 -327 327 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 45.7 0.0 47.2 7.1 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 10, 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 686,177 : : Positions : : 613,216 526,510 32,176 72,182 40,785 0 46,700 0 0 0 0 : : : : Changes from: December 3, 2013 : : -38,897 -30,877 0 0 -4,010 0 -8,020 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 76.7 4.7 10.5 5.9 0.0 6.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 196,995 : : Positions : : 176,225 164,470 7,620 15,100 13,150 0 4,275 0 0 0 0 : : : : Changes from: December 3, 2013 : : -14,500 -13,800 -1,000 -700 -1,000 0 -1,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 83.5 3.9 7.7 6.7 0.0 2.2 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 10, 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 260,290 : : Positions : : 209,385 111,990 49,115 146,510 1,790 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -5,325 -3,600 -775 -2,500 -470 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 43.0 18.9 56.3 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 900,505 : : Positions : : 724,951 376,965 173,627 521,613 1,927 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -13,766 -12,030 -12,299 -14,035 1,927 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 41.9 19.3 57.9 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 4 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 150,580 : : Positions : : 121,635 116,650 7,625 12,610 21,320 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -15,175 -10,700 2,275 -2,200 -1,530 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 77.5 5.1 8.4 14.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 668,047 : : Positions : : 567,616 533,962 28,290 61,944 72,141 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -50,684 -36,892 8,690 -5,102 -9,657 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 79.9 4.2 9.3 10.8 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 10, 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 187,935 : : Positions : : 176,685 145,395 7,230 38,520 4,020 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -10,000 -9,900 -100 -200 -800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 77.4 3.8 20.5 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 616,711 : : Positions : : 567,628 497,162 11,747 82,213 37,336 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -33,684 -37,694 -2,005 2,005 -3,208 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 80.6 1.9 13.3 6.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 1,262,793 : : Positions : :1,203,565 1,138,558 29,959 94,966 29,269 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -55,098 -59,509 -401 4,010 -4,812 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 90.2 2.4 7.5 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 328,045 : : Positions : : 311,045 292,530 8,195 26,710 8,805 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : -24,500 -24,200 -100 -400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 89.2 2.5 8.1 2.7 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 10, 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 8,807,271 : : Positions : :6,556,077 8,108,682 1,449,644 15,769 682,820 113,426 0 0 5,304 0 0 : : : : Changes from: December 3, 2013 : : 64,351 32,143 -23,386 0 79,991 -8,822 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 92.1 16.5 0.2 7.8 1.3 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 25 6 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 2,827,990 : : Positions : :2,178,330 2,651,775 446,285 0 176,215 26,110 0 0 1,050 0 0 : : : : Changes from: December 3, 2013 : : 2,890 6,940 15,250 0 17,845 -9,200 0 0 -2,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 93.8 15.8 0.0 6.2 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 26 7 0 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 3,073,749 : : Positions : :1,792,289 2,157,735 387,199 252,125 288,644 3,005 132,536 68,515 513,696 153,793 20,401 : : : : Changes from: December 3, 2013 : : -27,051 92,519 22,967 -25,597 -5,719 1,120 -1,132 -5,390 -2,535 -71,289 6,598 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 70.2 12.6 8.2 9.4 0.1 4.3 2.2 16.7 5.0 0.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 31 5 6 8 . 5 . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 6,593,287 : : Positions : :5,594,349 5,214,977 240,820 560,580 462,781 48,051 146,200 141,837 85,337 46,800 20,112 : : : : Changes from: December 3, 2013 : : -87,006 53,318 14,580 -119,729 -14,319 -1,604 -6,015 -802 1,604 0 -1,604 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 79.1 3.7 8.5 7.0 0.7 2.2 2.2 1.3 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 24 5 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 633,335 : : Positions : : 573,220 497,450 48,290 120,700 11,825 0 3,360 0 0 0 0 : : : : Changes from: December 3, 2013 : : -17,000 -12,650 -4,800 -8,950 -2,990 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 78.5 7.6 19.1 1.9 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 9 . . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 2,127,227 : : Positions : :1,832,824 1,730,556 136,893 236,305 157,510 0 2,856 0 0 0 0 : : : : Changes from: December 3, 2013 : : -131,127 -114,285 -2,005 -18,045 -9,223 0 -802 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 81.4 6.4 11.1 7.4 0.0 0.1 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 10, 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 51,266 : : Positions : : 38,219 18,948 0 18,944 6,015 0 2,272 132 415 0 166 : : : : Changes from: December 3, 2013 : : -149 -545 0 -56 -72 0 0 0 -238 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 37.0 0.0 37.0 11.7 0.0 4.4 0.3 0.8 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 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 0 0 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 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 0 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 10, 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 11,015 : : Positions : : 6,130 6,502 404 0 1,590 0 728 1,162 0 0 0 : : : : Changes from: December 3, 2013 : : 0 360 192 -168 168 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 59.0 3.7 0.0 14.4 0.0 6.6 10.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 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 10, 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: December 3, 2013 : : 0 0 0 0 0 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 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 0 0 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 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 0 0 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 10, 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: December 3, 2013 : : 0 0 0 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 10, 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 761,654 : : Positions : : 478,188 719,581 241,393 0 42,073 0 0 0 0 0 0 : : : : Changes from: December 3, 2013 : : 10,976 10,976 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 94.5 31.7 0.0 5.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 98,548 : : Positions : : 72,255 56,552 12,684 35,956 1,879 8,925 315 2,550 0 1,020 255 : : : : Changes from: December 3, 2013 : : 400 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 57.4 12.9 36.5 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 10, 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 1,759,272 : : Positions : :1,536,514 1,066,252 66,128 360,483 127,196 0 176,040 23,520 133 0 5,781 : : : : Changes from: December 3, 2013 : : 3,256 3,256 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 60.6 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 : : 23 19 . 5 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 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 10, 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 59,411 : : Positions : : 41,229 41,188 5,216 8,925 6,328 3,305 0 2,865 363 0 105 : : : : Changes from: December 3, 2013 : : 0 1,275 1,275 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 69.3 8.8 15.0 10.7 5.6 0.0 4.8 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 10, 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 48,858 : : Positions : : 30,778 40,727 12,038 3,945 1,883 0 0 0 1,856 0 2,048 : : : : Changes from: December 3, 2013 : : 3,995 3,995 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 83.4 24.6 8.1 3.9 0.0 0.0 0.0 3.8 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 10, 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: December 3, 2013 : : 0 0 0 0 0 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 10, 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 344,628 : : Positions : : 178,545 291,348 88,982 6,120 0 35,669 11,440 35,720 5,712 0 0 : : : : Changes from: December 3, 2013 : : -9,328 13,992 0 0 0 23,320 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 84.5 25.8 1.8 0.0 10.4 3.3 10.4 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 10, 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 868,337 : : Positions : : 687,049 592,618 53,520 142,639 79,752 0 5,312 48,016 0 0 0 : : : : Changes from: December 3, 2013 : : 32,760 32,760 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 68.2 6.2 16.4 9.2 0.0 0.6 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 0 0 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 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 57.7 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 10, 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: December 3, 2013 : : 0 0 0 0 0 0 0 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 10, 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 5,024 : : Positions : : 1,855 4,256 2,276 0 532 107 0 34 66 67 135 : : : : Changes from: December 3, 2013 : : -78 -175 -14 0 -115 -34 0 -8 -1 67 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 84.7 45.3 0.0 10.6 2.1 0.0 0.7 1.3 1.3 2.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 6 0 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 19,588 : : Positions : : 7,435 18,405 2,910 0 0 0 0 0 8,353 0 50 : : : : Changes from: December 3, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 94.0 14.9 0.0 0.0 0.0 0.0 0.0 42.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 16 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 18,477 : : Positions : : 7,170 17,732 2,160 0 0 0 0 0 8,283 0 0 : : : : Changes from: December 3, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 96.0 11.7 0.0 0.0 0.0 0.0 0.0 44.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 16 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 77,727 : : Positions : : 49,567 69,777 18,455 7,215 0 0 0 0 7,555 525 0 : : : : Changes from: December 3, 2013 : : 19,900 26,155 0 420 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 89.8 23.7 9.3 0.0 0.0 0.0 0.0 9.7 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 4 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C76 Open Interest is 59,280 : : Positions : : 39,745 26,585 1,600 24,321 1,764 1,575 0 0 0 6,400 0 : : : : Changes from: December 3, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 44.8 2.7 41.0 3.0 2.7 0.0 0.0 0.0 10.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 5 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 50,953 : : Positions : : 48,430 44,723 0 2,230 720 0 1,050 0 1,103 0 0 : : : : Changes from: December 3, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 87.8 0.0 4.4 1.4 0.0 2.1 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 10, 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 HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 46,135 : : Positions : : 44,065 40,075 0 2,230 720 0 1,050 0 1,050 0 0 : : : : Changes from: December 3, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 86.9 0.0 4.8 1.6 0.0 2.3 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 0 . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 19, 2013