Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 79,321 : : Positions : : 17,032 38,899 4,382 2,796 2,806 5,485 5,420 4,621 32,953 12,783 11,366 : : : : Changes from: December 10, 2013 : : -1,006 949 -5 -530 295 920 -4,440 435 -593 3,482 -1,367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.5 49.0 5.5 3.5 3.5 6.9 6.8 5.8 41.5 16.1 14.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 11 11 . . 4 . . . 18 16 29 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 33,505 : : Positions : : 20,750 7,850 1,671 3,145 25 0 6,606 300 7,272 11,328 3,236 : : : : Changes from: December 10, 2013 : : -170 -205 180 150 -27 0 -30 270 425 250 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 23.4 5.0 9.4 0.1 0.0 19.7 0.9 21.7 33.8 9.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 10 7 . . . 0 . . 11 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 177,880 : : Positions : : 106,687 112,257 7,910 15,224 30,204 15,369 1,948 7,166 5,991 6,731 3,855 : : : : Changes from: December 10, 2013 : : 1,467 3,361 1,177 -730 -1,209 -35 576 -182 -890 -1,294 269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 63.1 4.4 8.6 17.0 8.6 1.1 4.0 3.4 3.8 2.2 : : : : Number of Traders in Each Category Total Traders: 77 : : 45 40 . 7 7 4 . 4 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 51,583 : : Positions : : 30,063 41,318 14,147 3,835 2,627 870 0 3,521 100 27 255 : : : : Changes from: December 10, 2013 : : 7 1,845 967 0 -223 870 -159 -177 -131 27 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 80.1 27.4 7.4 5.1 1.7 0.0 6.8 0.2 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 485,492 : : Positions : : 344,589 388,974 94,450 36,019 21,896 0 13,831 23,252 1,305 1,520 0 : : : : Changes from: December 10, 2013 : : -826 1,576 -8,444 0 600 0 -9,565 5,167 977 -304 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 80.1 19.5 7.4 4.5 0.0 2.8 4.8 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 1,618,779 : : Positions : :1,179,486 1,352,777 177,465 53,149 174,765 45,010 0 24,332 7,884 3,919 9,837 : : : : Changes from: December 10, 2013 : : 11,810 36,614 16,188 -5,337 -11,022 2,535 0 1,185 0 -744 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 83.6 11.0 3.3 10.8 2.8 0.0 1.5 0.5 0.2 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 17, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 51,004 : : Positions : : 40,615 25,308 76 7,318 4,808 0 7,133 4,578 271 1,203 656 : : : : Changes from: December 10, 2013 : : 1,326 559 0 -169 130 -2 893 322 -41 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 49.6 0.1 14.3 9.4 0.0 14.0 9.0 0.5 2.4 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 330,323 : : Positions : : 208,447 226,696 106,777 29,704 3,856 0 57,888 8,787 456 1,392 2,000 : : : : Changes from: December 10, 2013 : : 943 1,266 304 0 0 0 1,885 1 456 -1,448 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 68.6 32.3 9.0 1.2 0.0 17.5 2.7 0.1 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 522,446 : : Positions : : 415,002 361,123 40,059 118,190 37,629 22,988 0 4,352 2,008 744 408 : : : : Changes from: December 10, 2013 : : 18,761 6,953 -9,360 4,680 3,936 2,976 0 -1,488 0 744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 69.1 7.7 22.6 7.2 4.4 0.0 0.8 0.4 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 25 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 56,018 : : Positions : : 34,010 51,688 14,032 1,168 1,089 1,585 0 1,526 3,079 0 399 : : : : Changes from: December 10, 2013 : : 280 87 -808 41 0 337 0 -276 85 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 92.3 25.0 2.1 1.9 2.8 0.0 2.7 5.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 28 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 2,124,394 : : Positions : :1,916,794 2,077,754 199,440 38,480 8,160 0 0 0 0 0 0 : : : : Changes from: December 10, 2013 : : 93,090 93,090 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 97.8 9.4 1.8 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 1,020,780 : : Positions : : 918,830 1,017,630 101,950 0 0 0 0 0 0 3,150 0 : : : : Changes from: December 10, 2013 : : 15,800 15,800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 99.7 10.0 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 17, 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 819,400 : : Positions : : 580,440 721,720 230,800 97,680 0 4,080 0 0 4,080 0 0 : : : : Changes from: December 10, 2013 : : 11,160 11,160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 88.1 28.2 11.9 0.0 0.5 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 8 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 289,536 : : Positions : : 193,872 248,936 53,368 8,192 31,208 9,480 816 384 1,224 0 0 : : : : Changes from: December 10, 2013 : : 1,904 6,176 4,664 0 0 -392 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 86.0 18.4 2.8 10.8 3.3 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 17, 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 11,785 : : Positions : : 7,808 6,654 806 3,170 849 977 65 189 751 473 0 : : : : Changes from: December 10, 2013 : : 0 22 0 0 0 0 0 0 46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 56.5 6.8 26.9 7.2 8.3 0.6 1.6 6.4 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 17, 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 10, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 17, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MwH : CFTC Code #0643AU Open Interest is 98,410 : : Positions : : 80,935 83,110 17,475 15,300 0 0 0 0 0 0 0 : : : : Changes from: December 10, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 84.5 17.8 15.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 331,450 : : Positions : : 277,485 264,650 52,915 66,800 0 1,050 0 0 0 0 0 : : : : Changes from: December 10, 2013 : : 37,350 23,500 -12,750 1,100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 79.8 16.0 20.2 0.0 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 10, 2013 : : 0 0 0 0 0 0 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 17, 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 22,059 : : Positions : : 14,209 14,719 2,499 3,508 1,803 1,318 61 105 0 863 21 : : : : Changes from: December 10, 2013 : : -875 -45 215 -130 0 38 0 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 66.7 11.3 15.9 8.2 6.0 0.3 0.5 0.0 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 2,912,953 : : Positions : :2,402,150 1,934,241 77,966 187,680 180,265 0 213,061 252,572 0 145,134 0 : : : : Changes from: December 10, 2013 : : 36,485 -51,625 -62,296 -618 49,435 0 16,720 0 0 9,712 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 66.4 2.7 6.4 6.2 0.0 7.3 8.7 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 25 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 879,077 : : Positions : : 710,364 589,340 70,659 84,404 38,482 5,925 71,891 52,462 0 41,271 1,185 : : : : Changes from: December 10, 2013 : : -2,526 -32,405 -16,575 1,480 2,410 0 5,889 1,600 0 5,935 660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 67.0 8.0 9.6 4.4 0.7 8.2 6.0 0.0 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 27 . 5 7 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 2,181,397 : : Positions : :2,067,397 2,127,157 101,760 42,000 12,240 0 0 0 0 0 0 : : : : Changes from: December 10, 2013 : : 31,352 31,352 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 97.5 4.7 1.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 631,895 : : Positions : : 587,345 618,915 41,400 9,830 3,150 0 0 0 0 0 0 : : : : Changes from: December 10, 2013 : : 18,150 18,150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 97.9 6.6 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 17, 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 529,965 : : Positions : : 284,857 477,949 89,151 11,411 15,659 102,905 0 20,754 16,639 4,192 0 : : : : Changes from: December 10, 2013 : : 2,661 4,054 0 0 0 297 0 0 2,152 1,056 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 90.2 16.8 2.2 3.0 19.4 0.0 3.9 3.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 26 5 . 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 39,680 : : Positions : : 24,455 31,776 4,999 2,101 2,093 5,805 2,665 672 1,037 283 48 : : : : Changes from: December 10, 2013 : : 33 607 -14 -44 27 51 0 20 254 57 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 80.1 12.6 5.3 5.3 14.6 6.7 1.7 2.6 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 28 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 25,654 : : Positions : : 11,300 24,554 5,590 0 434 7,435 0 614 229 0 52 : : : : Changes from: December 10, 2013 : : -820 2,106 616 0 -462 2,129 0 -231 129 -52 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 95.7 21.8 0.0 1.7 29.0 0.0 2.4 0.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 250,277 : : Positions : : 81,956 230,725 41,355 0 17,304 105,534 0 344 3,784 1,904 0 : : : : Changes from: December 10, 2013 : : -952 16,403 3,857 0 -1,904 16,354 0 0 -952 1,904 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 92.2 16.5 0.0 6.9 42.2 0.0 0.1 1.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 520,080 : : Positions : : 285,681 488,151 198,165 0 2,753 11,560 7,255 21,921 0 0 0 : : : : Changes from: December 10, 2013 : : 1,568 824 0 0 0 0 744 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 93.9 38.1 0.0 0.5 2.2 1.4 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 19 5 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 29,646 : : Positions : : 20,049 21,067 257 5,766 2,155 3,167 0 84 3,318 0 0 : : : : Changes from: December 10, 2013 : : -1,060 -460 0 -41 41 261 0 84 256 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 71.1 0.9 19.4 7.3 10.7 0.0 0.3 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 7,274 : : Positions : : 3,603 5,062 1,645 248 1,199 0 0 0 0 468 0 : : : : Changes from: December 10, 2013 : : -41 -189 -64 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 69.6 22.6 3.4 16.5 0.0 0.0 0.0 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 10, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 17, 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 20,231 : : Positions : : 12,398 18,376 5,235 68 640 897 23 105 830 850 63 : : : : Changes from: December 10, 2013 : : -234 -272 -165 -83 20 -339 -128 42 0 -255 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 90.8 25.9 0.3 3.2 4.4 0.1 0.5 4.1 4.2 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 19 6 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 284,282 : : Positions : : 107,380 271,178 130,750 3,456 2,712 5,520 0 0 33,432 2,448 4,488 : : : : Changes from: December 10, 2013 : : 3,720 5,208 0 0 0 0 0 0 1,488 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 95.4 46.0 1.2 1.0 1.9 0.0 0.0 11.8 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 17,037 : : Positions : : 7,494 9,875 5,265 4,084 2,391 675 19 214 636 264 21 : : : : Changes from: December 10, 2013 : : -60 -255 -148 -22 0 -6 19 24 0 44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 58.0 30.9 24.0 14.0 4.0 0.1 1.3 3.7 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 19 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 198,756 : : Positions : : 61,452 104,719 128,177 81,174 5,895 816 1,480 784 1,632 4,704 0 : : : : Changes from: December 10, 2013 : : 392 -1,136 -1,488 -2,976 784 -1,568 664 784 0 784 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 52.7 64.5 40.8 3.0 0.4 0.7 0.4 0.8 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 16 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 22,794 : : Positions : : 16,685 16,936 3,275 491 686 0 2,533 2,148 0 0 0 : : : : Changes from: December 10, 2013 : : 1,024 1,409 1,230 0 -384 0 845 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 74.3 14.4 2.2 3.0 0.0 11.1 9.4 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 17, 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 151,559 : : Positions : : 139,266 71,382 0 67,884 12,293 0 0 0 0 0 0 : : : : Changes from: December 10, 2013 : : -41 2,814 0 -2,855 1,599 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 47.1 0.0 44.8 8.1 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 17, 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 10, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 76.7 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 17, 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 200,145 : : Positions : : 178,325 168,670 7,620 13,000 14,200 0 4,275 0 0 0 0 : : : : Changes from: December 10, 2013 : : 2,100 4,200 0 -2,100 1,050 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 84.3 3.8 6.5 7.1 0.0 2.1 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 17, 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 10, 2013 : : 0 0 0 0 0 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 17, 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 10, 2013 : : 0 0 0 0 0 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 17, 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 10, 2013 : : 0 0 0 0 0 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 17, 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 10, 2013 : : 0 0 0 0 0 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 17, 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 205,930 : : Positions : : 194,680 163,390 7,230 38,520 4,020 0 0 0 0 0 0 : : : : Changes from: December 10, 2013 : : 17,995 17,995 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 79.3 3.5 18.7 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 9 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 10, 2013 : : 0 0 0 0 0 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 17, 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 1,268,745 : : Positions : :1,207,285 1,145,998 29,959 91,246 31,501 0 0 0 0 0 0 : : : : Changes from: December 10, 2013 : : 3,720 7,440 0 -3,720 2,232 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 90.3 2.4 7.2 2.5 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 17, 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 : : 309,995 292,530 8,195 25,660 9,855 0 0 0 0 0 0 : : : : Changes from: December 10, 2013 : : -1,050 0 0 -1,050 1,050 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 89.2 2.5 7.8 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 9,334,412 : : Positions : :7,068,970 8,597,783 1,430,156 12,633 716,556 105,986 0 7,440 5,304 0 0 : : : : Changes from: December 10, 2013 : : 512,893 489,101 -19,488 -3,136 33,736 -7,440 0 7,440 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 92.1 15.3 0.1 7.7 1.1 0.0 0.1 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 26 6 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 3,014,860 : : Positions : :2,353,330 2,835,315 448,960 2,235 177,310 34,210 0 0 1,050 0 0 : : : : Changes from: December 10, 2013 : : 175,000 183,540 2,675 2,235 1,095 8,100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 94.0 14.9 0.1 5.9 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 36 27 6 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 3,112,416 : : Positions : :1,856,313 2,240,020 344,120 250,902 285,329 17,275 93,966 69,285 513,696 146,516 26,398 : : : : Changes from: December 10, 2013 : : 64,024 82,285 -43,079 -1,223 -3,316 14,270 -38,570 770 0 -7,276 5,996 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 72.0 11.1 8.1 9.2 0.6 3.0 2.2 16.5 4.7 0.8 : : : : Number of Traders in Each Category Total Traders: 65 : : 36 31 5 6 8 . 4 . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 6,629,587 : : Positions : :5,658,029 5,223,697 157,012 531,732 519,209 48,051 146,200 141,837 85,337 46,800 20,112 : : : : Changes from: December 10, 2013 : : 63,680 8,720 -83,808 -28,848 56,428 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 78.8 2.4 8.0 7.8 0.7 2.2 2.1 1.3 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 24 4 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 631,485 : : Positions : : 565,130 502,010 50,070 111,930 14,185 2,100 3,360 0 0 0 0 : : : : Changes from: December 10, 2013 : : -8,090 4,560 1,780 -8,770 2,360 2,100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 79.5 7.9 17.7 2.2 0.3 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 9 . . 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 2,163,905 : : Positions : :1,853,480 1,758,652 115,387 214,799 187,598 7,440 2,856 0 0 0 0 : : : : Changes from: December 10, 2013 : : 20,656 28,096 -21,506 -21,506 30,088 7,440 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 81.3 5.3 9.9 8.7 0.3 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 52,098 : : Positions : : 39,066 19,077 0 19,690 5,987 0 2,232 152 416 0 168 : : : : Changes from: December 10, 2013 : : 848 129 0 746 -28 0 -40 20 1 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 36.6 0.0 37.8 11.5 0.0 4.3 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 17, 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 11,078 : : Positions : : 8,867 8,208 0 1,682 786 0 0 0 361 84 255 : : : : Changes from: December 10, 2013 : : 255 126 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 74.1 0.0 15.2 7.1 0.0 0.0 0.0 3.3 0.8 2.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 10, 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 17, 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 11,911 : : Positions : : 7,040 7,418 404 0 1,590 0 728 1,162 0 0 0 : : : : Changes from: December 10, 2013 : : 910 916 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 62.3 3.4 0.0 13.3 0.0 6.1 9.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 25,790 : : Positions : : 16,976 22,530 6,541 1,477 807 0 955 0 955 0 0 : : : : Changes from: December 10, 2013 : : 397 397 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 87.4 25.4 5.7 3.1 0.0 3.7 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 556,863 : : Positions : : 399,188 535,561 136,373 0 16,622 0 4,680 0 4,680 0 0 : : : : Changes from: December 10, 2013 : : 368 368 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: 28 : : 18 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 10, 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 17, 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 10, 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 17, 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 49,428 : : Positions : : 27,306 46,899 19,592 0 2,275 0 0 0 0 0 0 : : : : Changes from: December 10, 2013 : : 176 220 299 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 94.9 39.6 0.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 17 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 762,438 : : Positions : : 478,188 720,365 242,177 0 42,073 0 0 0 0 0 0 : : : : Changes from: December 10, 2013 : : 0 784 784 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 94.5 31.8 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 17, 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 105,153 : : Positions : : 78,860 63,157 12,684 35,956 1,879 8,925 315 2,550 0 1,020 255 : : : : Changes from: December 10, 2013 : : 6,605 6,605 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 60.1 12.1 34.2 1.8 8.5 0.3 2.4 0.0 1.0 0.2 : : : : 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 17, 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 : :1,489,874 1,066,252 66,128 290,523 173,836 0 199,360 23,520 133 0 5,781 : : : : Changes from: December 10, 2013 : : -46,640 0 0 -69,960 46,640 0 23,320 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 60.6 3.8 16.5 9.9 0.0 11.3 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 17, 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 26,637 : : Positions : : 14,244 13,710 11,008 1,905 0 0 9,382 1,280 42 0 63 : : : : Changes from: December 10, 2013 : : 105 105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 51.5 41.3 7.2 0.0 0.0 35.2 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 17, 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 57,017 : : Positions : : 46,027 44,508 3,383 533 6,201 0 4,495 1,280 126 0 0 : : : : Changes from: December 10, 2013 : : 315 315 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 78.1 5.9 0.9 10.9 0.0 7.9 2.2 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 17, 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 59,621 : : Positions : : 41,439 41,398 5,216 8,925 6,328 3,305 0 2,865 363 0 105 : : : : Changes from: December 10, 2013 : : 210 210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 69.4 8.7 15.0 10.6 5.5 0.0 4.8 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 15 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 50,898 : : Positions : : 32,053 42,002 12,038 4,710 1,883 0 0 0 2,621 0 2,048 : : : : Changes from: December 10, 2013 : : 1,275 1,275 0 765 0 0 0 0 765 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 82.5 23.7 9.3 3.7 0.0 0.0 0.0 5.1 0.0 4.0 : : : : 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 17, 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 10, 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 17, 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 10, 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 17, 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 10, 2013 : : 0 0 0 0 0 0 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 17, 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 870,280 : : Positions : : 688,992 594,561 53,520 142,639 79,752 0 5,312 48,016 0 0 0 : : : : Changes from: December 10, 2013 : : 1,943 1,943 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 68.3 6.1 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 17, 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 1,247,679 : : Positions : : 729,092 1,032,242 120,699 22,992 145,405 192,245 0 47,040 13,198 0 0 : : : : Changes from: December 10, 2013 : : 24,064 -22,576 -69,960 0 46,640 23,320 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 82.7 9.7 1.8 11.7 15.4 0.0 3.8 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 5 . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 699,077 : : Positions : : 436,189 497,640 4,680 103,389 97,640 0 0 0 160,160 0 408 : : : : Changes from: December 10, 2013 : : 21,288 36,168 0 14,040 0 0 0 0 28,920 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 71.2 0.7 14.8 14.0 0.0 0.0 0.0 22.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 10, 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 : : 18 13 . 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 10, 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 17, 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 10, 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 17, 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 5,134 : : Positions : : 1,942 4,416 2,376 0 474 104 0 31 68 93 119 : : : : Changes from: December 10, 2013 : : 87 160 100 0 -57 -3 0 -3 1 26 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 86.0 46.3 0.0 9.2 2.0 0.0 0.6 1.3 1.8 2.3 : : : : 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 17, 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 20,528 : : Positions : : 8,375 19,345 2,910 0 0 0 0 0 8,353 0 50 : : : : Changes from: December 10, 2013 : : 940 940 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 94.2 14.2 0.0 0.0 0.0 0.0 0.0 40.7 0.0 0.2 : : : : 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 17, 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 19,507 : : Positions : : 8,200 18,762 2,160 0 0 0 0 0 8,283 0 0 : : : : Changes from: December 10, 2013 : : 1,030 1,030 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 96.2 11.1 0.0 0.0 0.0 0.0 0.0 42.5 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 17, 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 93,198 : : Positions : : 54,518 69,548 15,915 7,215 730 0 12,330 0 17,350 0 2,535 : : : : Changes from: December 10, 2013 : : 4,951 -229 -2,540 0 730 0 12,330 0 9,795 -525 2,535 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 74.6 17.1 7.7 0.8 0.0 13.2 0.0 18.6 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 4 . . 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 69,085 : : Positions : : 58,308 31,140 2,914 23,535 4,650 1,260 1,785 1,575 0 6,400 0 : : : : Changes from: December 10, 2013 : : 18,563 4,555 1,314 -786 2,886 -315 1,785 1,575 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 45.1 4.2 34.1 6.7 1.8 2.6 2.3 0.0 9.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . 4 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C77 Open Interest is 112,424 : : Positions : : 104,144 36,472 0 60,792 5,016 0 5,400 2,040 0 0 0 : : : : Changes from: December 10, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 32.4 0.0 54.1 4.5 0.0 4.8 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 4 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 51,133 : : Positions : : 48,610 44,903 0 3,740 720 0 1,050 0 1,103 0 0 : : : : Changes from: December 10, 2013 : : 180 180 0 1,510 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 87.8 0.0 7.3 1.4 0.0 2.1 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 46,315 : : Positions : : 44,245 40,255 0 3,740 720 0 1,050 0 1,050 0 0 : : : : Changes from: December 10, 2013 : : 180 180 0 1,510 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 86.9 0.0 8.1 1.6 0.0 2.3 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 15,565 : : Positions : : 15,165 8,155 0 990 260 0 150 0 0 6,010 0 : : : : Changes from: December 10, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 52.4 0.0 6.4 1.7 0.0 1.0 0.0 0.0 38.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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.EASTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EAS Open Interest is 14,915 : : Positions : : 11,450 13,990 575 300 0 150 0 0 2,105 0 500 : : : : Changes from: December 10, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 93.8 3.9 2.0 0.0 1.0 0.0 0.0 14.1 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 . . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 18,465 : : Positions : : 17,254 15,510 200 640 190 400 75 0 0 2,050 0 : : : : Changes from: December 10, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 84.0 1.1 3.5 1.0 2.2 0.4 0.0 0.0 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 16,580 : : Positions : : 15,214 14,860 805 0 95 200 0 0 0 1,550 0 : : : : Changes from: December 10, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 89.6 4.9 0.0 0.6 1.2 0.0 0.0 0.0 9.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 43,860 : : Positions : : 19,410 38,920 7,550 180 320 0 1,685 1,015 13,900 0 700 : : : : Changes from: December 10, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 88.7 17.2 0.4 0.7 0.0 3.8 2.3 31.7 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 19 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 26,315 : : Positions : : 12,215 20,065 250 1,315 650 0 3,465 650 12,500 0 0 : : : : Changes from: December 10, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 76.2 1.0 5.0 2.5 0.0 13.2 2.5 47.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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 ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 28,830 : : Positions : : 26,605 19,980 0 6,610 75 0 215 975 200 0 500 : : : : Changes from: December 10, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 69.3 0.0 22.9 0.3 0.0 0.7 3.4 0.7 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 16 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 38,710 : : Positions : : 34,980 23,635 930 300 80 1,675 0 25 0 13,740 30 : : : : Changes from: December 10, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 61.1 2.4 0.8 0.2 4.3 0.0 0.1 0.0 35.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 17, 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.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 28,294 : : Positions : : 23,059 26,160 2,581 0 1,049 1,050 0 0 0 1,050 0 : : : : Changes from: December 10, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 92.5 9.1 0.0 3.7 3.7 0.0 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 0 . . 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 20, 2013