Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 78,776 : : Positions : : 16,506 40,189 4,367 3,151 2,436 5,485 3,335 4,681 32,942 12,755 11,614 : : : : Changes from: December 17, 2013 : : -526 1,290 -15 355 -370 0 -2,085 60 -11 -28 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 51.0 5.5 4.0 3.1 7.0 4.2 5.9 41.8 16.2 14.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 11 12 . . 4 . . . 18 14 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 33,900 : : Positions : : 20,815 7,670 1,596 3,265 25 0 6,586 300 7,722 11,953 3,191 : : : : Changes from: December 17, 2013 : : 65 -180 -75 120 0 0 -20 0 450 625 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 22.6 4.7 9.6 0.1 0.0 19.4 0.9 22.8 35.3 9.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 10 7 . . . 0 . . 10 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 178,142 : : Positions : : 106,948 112,465 9,017 15,477 29,027 15,453 2,136 6,917 6,085 7,547 4,080 : : : : Changes from: December 17, 2013 : : 261 208 1,106 252 -1,177 84 188 -248 94 816 226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 63.1 5.1 8.7 16.3 8.7 1.2 3.9 3.4 4.2 2.3 : : : : Number of Traders in Each Category Total Traders: 78 : : 46 42 . 7 7 4 . 4 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 52,624 : : Positions : : 29,420 42,552 14,498 3,499 3,279 1,700 0 3,141 459 26 127 : : : : Changes from: December 17, 2013 : : -643 1,234 351 -336 652 830 0 -380 359 -1 -128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 80.9 27.6 6.6 6.2 3.2 0.0 6.0 0.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 489,722 : : Positions : : 345,037 397,164 100,672 36,019 19,456 0 13,831 23,252 1,305 0 0 : : : : Changes from: December 17, 2013 : : 448 8,190 6,222 0 -2,440 0 0 0 0 -1,520 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 81.1 20.6 7.4 4.0 0.0 2.8 4.7 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 1,619,257 : : Positions : :1,184,164 1,354,623 176,580 53,960 172,938 43,130 0 24,724 8,628 3,919 9,093 : : : : Changes from: December 17, 2013 : : 4,677 1,846 -885 811 -1,827 -1,880 0 392 744 0 -744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 83.7 10.9 3.3 10.7 2.7 0.0 1.5 0.5 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 38 4 5 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 51,259 : : Positions : : 39,553 25,853 270 5,878 5,676 0 7,361 4,434 455 1,203 450 : : : : Changes from: December 17, 2013 : : -1,063 545 194 -1,440 868 0 227 -144 184 0 -206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 50.4 0.5 11.5 11.1 0.0 14.4 8.6 0.9 2.3 0.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 337,952 : : Positions : : 218,905 232,726 103,948 29,704 3,856 0 59,487 8,787 456 1,392 2,000 : : : : Changes from: December 17, 2013 : : 10,458 6,030 -2,829 0 0 0 1,599 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 68.9 30.8 8.8 1.1 0.0 17.6 2.6 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 24, 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 527,318 : : Positions : : 419,874 365,995 40,059 118,190 37,629 22,988 0 4,352 2,008 744 408 : : : : Changes from: December 17, 2013 : : 4,872 4,872 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 69.4 7.6 22.4 7.1 4.4 0.0 0.8 0.4 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 24 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 56,591 : : Positions : : 34,539 52,303 14,076 1,168 1,089 1,649 0 1,484 3,057 0 399 : : : : Changes from: December 17, 2013 : : 529 615 44 0 0 64 0 -42 -22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 92.4 24.9 2.1 1.9 2.9 0.0 2.6 5.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 28 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 2,243,434 : : Positions : :2,035,834 2,196,794 199,440 38,480 8,160 0 0 0 0 0 0 : : : : Changes from: December 17, 2013 : : 119,040 119,040 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 97.9 8.9 1.7 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 1,029,180 : : Positions : : 927,230 1,026,030 101,950 0 0 0 0 0 0 3,150 0 : : : : Changes from: December 17, 2013 : : 8,400 8,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 99.7 9.9 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 24, 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 17, 2013 : : 0 0 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 24, 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 290,280 : : Positions : : 193,832 249,688 53,760 8,192 30,816 9,880 816 768 1,224 0 0 : : : : Changes from: December 17, 2013 : : -40 752 392 0 -392 400 0 384 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 86.0 18.5 2.8 10.6 3.4 0.3 0.3 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 24, 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 11,895 : : Positions : : 7,918 6,742 806 3,170 849 977 65 189 707 473 44 : : : : Changes from: December 17, 2013 : : 110 88 0 0 0 0 0 0 -44 0 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 56.7 6.8 26.6 7.1 8.2 0.5 1.6 5.9 4.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 17, 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 24, 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 98,620 : : Positions : : 81,145 74,635 17,475 15,300 0 0 8,685 0 0 0 0 : : : : Changes from: December 17, 2013 : : 210 -8,475 0 0 0 0 8,685 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 75.7 17.7 15.5 0.0 0.0 8.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 342,050 : : Positions : : 284,885 275,250 52,915 66,800 0 4,250 0 0 0 0 0 : : : : Changes from: December 17, 2013 : : 7,400 10,600 0 0 0 3,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 80.5 15.5 19.5 0.0 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 10 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 17, 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 24, 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 21,976 : : Positions : : 14,147 14,528 2,499 3,445 1,803 1,104 39 298 0 863 21 : : : : Changes from: December 17, 2013 : : -62 -191 0 -63 0 -214 -22 193 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 66.1 11.4 15.7 8.2 5.0 0.2 1.4 0.0 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 2,999,401 : : Positions : :2,476,203 2,015,969 104,353 187,680 180,265 0 232,165 238,580 0 144,742 0 : : : : Changes from: December 17, 2013 : : 74,053 81,728 26,387 0 0 0 19,104 -13,992 0 -392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 67.2 3.5 6.3 6.0 0.0 7.7 8.0 0.0 4.8 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 24, 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 919,959 : : Positions : : 731,588 629,080 81,202 82,651 39,056 5,425 62,623 61,393 0 43,775 1,295 : : : : Changes from: December 17, 2013 : : 21,224 39,740 10,543 -1,753 574 -500 -9,268 8,931 0 2,504 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 68.4 8.8 9.0 4.2 0.6 6.8 6.7 0.0 4.8 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 27 . 5 7 . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 2,215,429 : : Positions : :2,086,549 2,161,189 116,640 42,000 12,240 0 0 0 0 0 0 : : : : Changes from: December 17, 2013 : : 19,152 34,032 14,880 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 97.6 5.3 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 24, 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 648,355 : : Positions : : 599,605 635,375 45,600 9,830 3,150 0 0 0 0 0 0 : : : : Changes from: December 17, 2013 : : 12,260 16,460 4,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 98.0 7.0 1.5 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 24, 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 541,965 : : Positions : : 289,929 487,797 92,886 12,155 14,915 106,450 0 21,146 16,639 5,952 0 : : : : Changes from: December 17, 2013 : : 5,072 9,848 3,735 744 -744 3,545 0 392 0 1,760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 90.0 17.1 2.2 2.8 19.6 0.0 3.9 3.1 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 26 6 . 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 40,397 : : Positions : : 24,467 32,578 5,162 1,951 2,033 6,105 2,665 693 1,037 381 54 : : : : Changes from: December 17, 2013 : : 12 803 163 -150 -59 300 0 21 0 97 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 80.6 12.8 4.8 5.0 15.1 6.6 1.7 2.6 0.9 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 24, 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 28,377 : : Positions : : 12,734 27,635 6,901 0 0 7,822 0 614 206 28 100 : : : : Changes from: December 17, 2013 : : 1,434 3,081 1,311 0 -434 387 0 0 -23 28 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 97.4 24.3 0.0 0.0 27.6 0.0 2.2 0.7 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 251,220 : : Positions : : 81,956 231,668 41,355 0 17,304 106,477 0 344 3,784 1,904 0 : : : : Changes from: December 17, 2013 : : 0 943 0 0 0 943 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 92.2 16.5 0.0 6.9 42.4 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 24, 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 531,440 : : Positions : : 298,529 499,511 196,677 0 2,753 11,560 7,255 21,921 0 0 0 : : : : Changes from: December 17, 2013 : : 12,848 11,360 -1,488 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 94.0 37.0 0.0 0.5 2.2 1.4 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 19 5 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 30,323 : : Positions : : 21,425 21,979 173 5,766 2,197 3,083 0 84 3,318 0 0 : : : : Changes from: December 17, 2013 : : 1,376 912 -84 0 42 -84 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 72.5 0.6 19.0 7.2 10.2 0.0 0.3 10.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 17 . 4 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 7,316 : : Positions : : 3,540 5,104 1,645 248 1,199 0 0 0 105 468 0 : : : : Changes from: December 17, 2013 : : -63 42 0 0 0 0 0 0 105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 69.8 22.5 3.4 16.4 0.0 0.0 0.0 1.4 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 73,318 : : Positions : : 52,144 53,462 4,814 3,088 16,360 0 0 0 0 408 0 : : : : Changes from: December 17, 2013 : : 744 744 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 72.9 6.6 4.2 22.3 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 24, 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 19,872 : : Positions : : 12,039 17,995 5,235 68 640 897 23 105 830 872 63 : : : : Changes from: December 17, 2013 : : -359 -381 0 0 0 0 0 0 0 22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 90.6 26.3 0.3 3.2 4.5 0.1 0.5 4.2 4.4 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 19 6 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 285,026 : : Positions : : 108,124 271,530 130,750 3,456 2,712 5,520 0 0 33,432 2,840 4,488 : : : : Changes from: December 17, 2013 : : 744 352 0 0 0 0 0 0 0 392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 95.3 45.9 1.2 1.0 1.9 0.0 0.0 11.7 1.0 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 24, 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 16,949 : : Positions : : 7,446 9,703 5,267 4,084 2,433 633 19 256 531 264 0 : : : : Changes from: December 17, 2013 : : -48 -172 2 0 42 -42 0 42 -105 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 57.2 31.1 24.1 14.4 3.7 0.1 1.5 3.1 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 19 5 . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 197,612 : : Positions : : 59,516 104,375 128,177 79,582 6,687 816 1,480 784 1,632 4,704 0 : : : : Changes from: December 17, 2013 : : -1,936 -344 0 -1,592 792 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 52.8 64.9 40.3 3.4 0.4 0.7 0.4 0.8 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 17 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 22,357 : : Positions : : 16,248 16,396 3,172 491 789 0 2,533 2,148 0 0 0 : : : : Changes from: December 17, 2013 : : -437 -540 -103 0 103 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 73.3 14.2 2.2 3.5 0.0 11.3 9.6 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 24, 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 151,863 : : Positions : : 140,209 72,638 0 67,571 11,654 0 0 0 0 0 0 : : : : Changes from: December 17, 2013 : : 943 1,256 0 -313 -639 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 47.8 0.0 44.5 7.7 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 24, 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 717,010 : : Positions : : 644,049 557,343 32,176 72,182 40,785 0 46,700 0 0 0 0 : : : : Changes from: December 17, 2013 : : 30,833 30,833 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 77.7 4.5 10.1 5.7 0.0 6.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 210,660 : : Positions : : 188,840 179,185 7,620 13,000 14,200 0 4,275 0 0 0 0 : : : : Changes from: December 17, 2013 : : 10,515 10,515 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 85.1 3.6 6.2 6.7 0.0 2.0 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 24, 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 17, 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 24, 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 17, 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 24, 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 17, 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 24, 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 17, 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 24, 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 215,390 : : Positions : : 204,140 166,400 4,690 42,430 6,560 0 0 0 0 0 0 : : : : Changes from: December 17, 2013 : : 9,460 3,010 -2,540 3,910 2,540 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 77.3 2.2 19.7 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 9 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 17, 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 24, 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 17, 2013 : : 0 0 0 0 0 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 24, 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 17, 2013 : : 0 0 0 0 0 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 24, 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 9,360,060 : : Positions : :7,075,818 8,630,871 1,430,156 12,633 716,556 132,226 0 0 5,304 0 0 : : : : Changes from: December 17, 2013 : : 6,848 33,088 0 0 0 26,240 0 -7,440 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 92.2 15.3 0.1 7.7 1.4 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 27 6 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 3,050,555 : : Positions : :2,368,325 2,876,980 464,930 135 173,440 42,810 0 0 1,050 0 0 : : : : Changes from: December 17, 2013 : : 14,995 41,665 15,970 -2,100 -3,870 8,600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 94.3 15.2 0.0 5.7 1.4 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 24, 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 3,159,885 : : Positions : :1,947,256 2,237,770 307,529 271,732 293,072 15,995 102,916 69,305 509,871 168,233 16,857 : : : : Changes from: December 17, 2013 : : 90,943 -2,250 -36,591 20,831 7,743 -1,280 8,950 20 -3,825 21,717 -9,541 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 70.8 9.7 8.6 9.3 0.5 3.3 2.2 16.1 5.3 0.5 : : : : 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 24, 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 6,673,875 : : Positions : :5,702,197 5,267,985 157,012 555,132 495,809 48,051 146,200 141,837 108,857 46,800 20,112 : : : : Changes from: December 17, 2013 : : 44,168 44,288 0 23,400 -23,400 0 0 0 23,520 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 78.9 2.4 8.3 7.4 0.7 2.2 2.1 1.6 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 24, 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 630,485 : : Positions : : 565,130 502,060 48,290 111,200 13,865 3,200 3,360 0 0 0 0 : : : : Changes from: December 17, 2013 : : 0 50 -1,780 -730 -320 1,100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 79.6 7.7 17.6 2.2 0.5 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 24, 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 : :1,846,040 1,758,652 115,387 214,799 187,598 14,880 2,856 0 0 0 0 : : : : Changes from: December 17, 2013 : : -7,440 0 0 0 0 7,440 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 81.3 5.3 9.9 8.7 0.7 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 24, 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 41,145 : : Positions : : 25,876 25,775 2,728 1,904 5,544 0 2,508 152 816 0 0 : : : : Changes from: December 17, 2013 : : -13,190 6,698 2,728 -17,786 -443 0 276 0 400 0 -168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 62.6 6.6 4.6 13.5 0.0 6.1 0.4 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 25 . 4 7 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 17, 2013 : : 0 0 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 24, 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 17, 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 24, 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 11,959 : : Positions : : 6,880 7,172 314 0 1,680 0 728 1,162 0 0 0 : : : : Changes from: December 17, 2013 : : -160 -246 -90 0 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 60.0 2.6 0.0 14.0 0.0 6.1 9.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 17, 2013 : : 0 0 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 24, 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 : : 399,972 535,561 135,589 0 16,622 0 4,680 0 4,680 0 0 : : : : Changes from: December 17, 2013 : : 784 0 -784 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 96.2 24.3 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 24, 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 11,568 : : Positions : : 8,362 10,890 1,170 0 401 0 0 0 1,358 0 0 : : : : Changes from: December 17, 2013 : : 0 66 0 0 0 0 0 0 66 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 94.1 10.1 0.0 3.5 0.0 0.0 0.0 11.7 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 24, 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 139,682 : : Positions : : 92,777 128,308 24,907 4,664 6,710 0 0 0 15,288 0 0 : : : : Changes from: December 17, 2013 : : 0 2,664 0 0 0 0 0 0 2,664 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 91.9 17.8 3.3 4.8 0.0 0.0 0.0 10.9 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 24, 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 17, 2013 : : 0 0 0 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 24, 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 17, 2013 : : 0 0 0 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 24, 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 104,628 : : Positions : : 78,335 62,632 12,684 35,956 1,879 8,925 315 2,550 0 1,020 255 : : : : Changes from: December 17, 2013 : : -525 -525 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 59.9 12.1 34.4 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 24, 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 1,800,861 : : Positions : :1,531,463 1,107,841 66,128 290,523 173,836 0 199,360 23,520 133 0 5,781 : : : : Changes from: December 17, 2013 : : 41,589 41,589 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 61.5 3.7 16.1 9.7 0.0 11.1 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 24, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 29,021 : : Positions : : 16,628 16,094 11,008 1,905 0 0 9,382 1,280 42 0 63 : : : : Changes from: December 17, 2013 : : 2,384 2,384 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 55.5 37.9 6.6 0.0 0.0 32.3 4.4 0.1 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 24, 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 59,402 : : Positions : : 48,412 46,893 3,383 533 6,201 0 4,495 1,280 126 0 0 : : : : Changes from: December 17, 2013 : : 2,385 2,385 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 78.9 5.7 0.9 10.4 0.0 7.6 2.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 17, 2013 : : 0 0 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 24, 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 17, 2013 : : 0 0 0 0 0 0 0 0 0 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 24, 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 57,324 : : Positions : : 52,266 36,560 1,827 17,554 3,105 0 0 0 0 0 105 : : : : Changes from: December 17, 2013 : : 126 126 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 63.8 3.2 30.6 5.4 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . 5 . 0 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 17, 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 24, 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 388,132 : : Positions : : 222,049 334,852 88,982 6,120 0 35,669 11,440 35,720 5,712 0 0 : : : : Changes from: December 17, 2013 : : 43,504 43,504 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 86.3 22.9 1.6 0.0 9.2 2.9 9.2 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 17, 2013 : : 0 0 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 24, 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 17, 2013 : : 0 0 0 0 0 0 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 24, 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 17, 2013 : : 0 0 0 0 0 0 0 0 0 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 24, 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 17, 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 24, 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 17, 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 24, 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 17, 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 24, 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 101,603 : : Positions : : 63,998 78,073 14,840 7,095 730 0 12,330 0 17,350 0 2,535 : : : : Changes from: December 17, 2013 : : 9,480 8,525 -1,075 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 76.8 14.6 7.0 0.7 0.0 12.1 0.0 17.1 0.0 2.5 : : : : 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 24, 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 99,910 : : Positions : : 85,183 40,835 1,600 36,506 9,804 1,260 7,365 1,575 0 3,825 0 : : : : Changes from: December 17, 2013 : : 26,875 9,695 -1,314 12,971 5,154 0 5,580 0 0 -2,575 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 40.9 1.6 36.5 9.8 1.3 7.4 1.6 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . 5 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 142,800 : : Positions : : 125,192 68,808 2,896 54,360 11,448 0 5,400 2,040 0 0 0 : : : : Changes from: December 17, 2013 : : 21,048 32,336 2,896 -6,432 6,432 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 48.2 2.0 38.1 8.0 0.0 3.8 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 30, 2013