Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 74,016 : : Positions : : 15,335 38,185 4,578 2,405 2,215 5,490 4,535 3,381 31,877 12,405 10,149 : : : : Changes from: December 24, 2013 : : -1,171 -2,004 211 -746 -221 5 1,200 -1,300 -1,065 -350 -1,465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.7 51.6 6.2 3.2 3.0 7.4 6.1 4.6 43.1 16.8 13.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 10 11 . . . . . . 16 15 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 31,795 : : Positions : : 19,480 6,885 1,606 3,145 0 0 6,116 300 7,387 11,503 2,721 : : : : Changes from: December 24, 2013 : : -1,335 -785 10 -120 -25 0 -470 0 -335 -450 -470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 21.7 5.1 9.9 0.0 0.0 19.2 0.9 23.2 36.2 8.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 5 . . 0 0 . . 10 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 174,636 : : Positions : : 105,966 110,580 9,333 15,765 27,273 15,282 2,039 6,916 5,991 8,310 3,197 : : : : Changes from: December 24, 2013 : : -983 -1,885 317 288 -1,754 -171 -97 -1 -95 763 -883 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 63.3 5.3 9.0 15.6 8.8 1.2 4.0 3.4 4.8 1.8 : : : : Number of Traders in Each Category Total Traders: 78 : : 46 42 . 7 7 5 . 4 6 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 52,959 : : Positions : : 30,190 42,653 14,112 3,756 3,202 1,726 26 3,169 433 26 127 : : : : Changes from: December 24, 2013 : : 770 101 -386 257 -77 26 26 28 -26 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 80.5 26.6 7.1 6.0 3.3 0.0 6.0 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 494,183 : : Positions : : 344,397 404,522 104,799 36,019 18,800 0 9,960 24,882 1,305 0 0 : : : : Changes from: December 24, 2013 : : -640 7,358 4,127 0 -656 0 -3,871 1,630 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 81.9 21.2 7.3 3.8 0.0 2.0 5.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 1,607,567 : : Positions : :1,174,213 1,346,171 177,994 52,738 170,360 43,124 738 23,986 8,236 3,919 9,093 : : : : Changes from: December 24, 2013 : : -9,951 -8,452 1,414 -1,221 -2,579 -6 738 -738 -392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 83.7 11.1 3.3 10.6 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 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 51,866 : : Positions : : 39,655 26,189 1,249 5,936 5,700 26 7,913 4,333 361 1,252 542 : : : : Changes from: December 24, 2013 : : 102 336 979 58 24 26 553 -100 -94 49 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 50.5 2.4 11.4 11.0 0.1 15.3 8.4 0.7 2.4 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 344,728 : : Positions : : 215,007 237,591 107,836 29,704 3,856 0 54,612 15,573 456 1,392 2,000 : : : : Changes from: December 24, 2013 : : -3,898 4,865 3,888 0 0 0 -4,875 6,786 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 68.9 31.3 8.6 1.1 0.0 15.8 4.5 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 31, 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 529,686 : : Positions : : 423,730 368,363 37,827 118,190 37,629 23,732 0 4,352 2,008 744 408 : : : : Changes from: December 24, 2013 : : 3,856 2,368 -2,232 0 0 744 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 69.5 7.1 22.3 7.1 4.5 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 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 57,037 : : Positions : : 34,900 52,684 14,077 1,168 1,217 1,668 0 1,421 3,057 0 399 : : : : Changes from: December 24, 2013 : : 361 381 1 0 128 19 0 -63 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 92.4 24.7 2.0 2.1 2.9 0.0 2.5 5.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 28 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 2,258,314 : : Positions : :2,028,394 2,211,674 221,760 38,480 8,160 0 0 0 0 0 0 : : : : Changes from: December 24, 2013 : : -7,440 14,880 22,320 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 97.9 9.8 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 31, 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 1,028,280 : : Positions : : 919,730 1,025,130 108,550 0 0 0 0 0 0 3,150 0 : : : : Changes from: December 24, 2013 : : -7,500 -900 6,600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 99.7 10.6 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 31, 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 865,640 : : Positions : : 622,760 767,960 230,800 97,680 0 8,000 0 0 4,080 0 0 : : : : Changes from: December 24, 2013 : : 42,320 46,240 0 0 0 3,920 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 88.7 26.7 11.3 0.0 0.9 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 8 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 287,640 : : Positions : : 192,768 247,048 53,760 8,192 30,816 8,304 816 768 1,224 0 0 : : : : Changes from: December 24, 2013 : : -1,064 -2,640 0 0 0 -1,576 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 85.9 18.7 2.8 10.7 2.9 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 31, 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 12,203 : : Positions : : 8,336 6,654 872 3,170 849 977 65 189 468 806 107 : : : : Changes from: December 24, 2013 : : 418 -88 66 0 0 0 0 0 -239 333 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 54.5 7.1 26.0 7.0 8.0 0.5 1.5 3.8 6.6 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 24, 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 31, 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 24, 2013 : : 0 0 0 0 0 0 0 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 31, 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 360,500 : : Positions : : 298,085 293,700 52,915 66,800 0 9,500 0 0 0 0 0 : : : : Changes from: December 24, 2013 : : 13,200 18,450 0 0 0 5,250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 81.5 14.7 18.5 0.0 2.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 11 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 24, 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 31, 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 21,958 : : Positions : : 14,299 14,573 2,413 3,423 1,825 998 39 298 0 863 21 : : : : Changes from: December 24, 2013 : : 152 45 -86 -22 22 -106 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 66.4 11.0 15.6 8.3 4.5 0.2 1.4 0.0 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 3,010,991 : : Positions : :2,486,225 2,024,785 104,353 187,680 180,265 0 237,291 238,580 0 140,822 1,568 : : : : Changes from: December 24, 2013 : : 10,022 8,816 0 0 0 0 5,126 0 0 -3,920 1,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 67.2 3.5 6.2 6.0 0.0 7.9 7.9 0.0 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 26 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 922,676 : : Positions : : 733,623 626,067 81,922 84,714 38,446 4,715 66,621 62,103 0 42,655 1,867 : : : : Changes from: December 24, 2013 : : 2,035 -3,013 720 2,063 -610 -710 3,998 710 0 -1,120 572 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 67.9 8.9 9.2 4.2 0.5 7.2 6.7 0.0 4.6 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 28 . 5 7 . . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 2,222,869 : : Positions : :2,093,989 2,168,629 116,640 42,000 12,240 0 0 0 0 0 0 : : : : Changes from: December 24, 2013 : : 7,440 7,440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 97.6 5.2 1.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 662,305 : : Positions : : 613,555 649,325 45,600 9,830 3,150 0 0 0 0 0 0 : : : : Changes from: December 24, 2013 : : 13,950 13,950 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 98.0 6.9 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 31, 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 542,357 : : Positions : : 289,522 488,189 92,886 11,748 15,322 106,450 0 21,146 17,031 5,952 0 : : : : Changes from: December 24, 2013 : : -407 392 0 -407 407 0 0 0 392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 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 31, 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 40,302 : : Positions : : 24,531 32,581 5,165 1,865 2,018 6,041 2,665 735 951 338 16 : : : : Changes from: December 24, 2013 : : 64 3 3 -86 -16 -64 0 42 -86 -43 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 80.8 12.8 4.6 5.0 15.0 6.6 1.8 2.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 27 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 28,996 : : Positions : : 13,148 28,180 7,003 0 0 8,002 0 614 179 152 50 : : : : Changes from: December 24, 2013 : : 414 545 102 0 0 180 0 0 -27 124 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 97.2 24.2 0.0 0.0 27.6 0.0 2.1 0.6 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 254,780 : : Positions : : 83,908 235,228 35,174 0 17,304 114,266 0 344 3,784 1,904 0 : : : : Changes from: December 24, 2013 : : 1,952 3,560 -6,181 0 0 7,789 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 92.3 13.8 0.0 6.8 44.8 0.0 0.1 1.5 0.7 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 31, 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 531,400 : : Positions : : 298,489 499,471 196,677 0 2,753 11,560 7,255 21,921 0 0 0 : : : : Changes from: December 24, 2013 : : -40 -40 0 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 31, 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 30,447 : : Positions : : 21,336 22,147 173 5,766 2,197 3,127 0 40 3,318 0 0 : : : : Changes from: December 24, 2013 : : -89 168 0 0 0 44 0 -44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 72.7 0.6 18.9 7.2 10.3 0.0 0.1 10.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 17 . 4 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 7,358 : : Positions : : 3,540 5,146 1,645 248 1,199 0 0 0 105 468 0 : : : : Changes from: December 24, 2013 : : 0 42 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 69.9 22.4 3.4 16.3 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 31, 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 24, 2013 : : 0 0 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 31, 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 24, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 31, 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 24, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 31, 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 16,991 : : Positions : : 7,444 9,789 5,355 4,084 2,367 633 19 256 531 264 0 : : : : Changes from: December 24, 2013 : : -2 86 88 0 -66 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 57.6 31.5 24.0 13.9 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 31, 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 197,652 : : Positions : : 59,556 104,415 128,177 79,582 6,687 816 1,480 784 1,632 4,704 0 : : : : Changes from: December 24, 2013 : : 40 40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 52.8 64.8 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 18 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 22,510 : : Positions : : 16,094 15,934 3,863 1,028 482 0 2,995 2,071 0 0 0 : : : : Changes from: December 24, 2013 : : -154 -462 691 537 -307 0 462 -77 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 70.8 17.2 4.6 2.1 0.0 13.3 9.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 161,362 : : Positions : : 136,394 81,310 0 62,796 17,256 7,712 0 0 0 0 0 : : : : Changes from: December 24, 2013 : : -3,815 8,672 0 -4,775 5,602 7,712 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 50.4 0.0 38.9 10.7 4.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 0 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 24, 2013 : : 0 0 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 31, 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 24, 2013 : : 0 0 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 31, 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 : : 222,135 111,990 36,365 146,510 1,790 0 0 0 0 0 0 : : : : Changes from: December 24, 2013 : : 12,750 0 -12,750 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 43.0 14.0 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 31, 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 : : 771,751 376,965 126,827 521,613 1,927 0 0 0 0 0 0 : : : : Changes from: December 24, 2013 : : 46,800 0 -46,800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 41.9 14.1 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 31, 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 24, 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 31, 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 24, 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 31, 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 24, 2013 : : 0 0 0 0 0 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 31, 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 24, 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 31, 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 24, 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 31, 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 24, 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 31, 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 9,433,822 : : Positions : :7,119,298 8,714,111 1,442,003 0 719,711 140,066 0 0 12,744 0 0 : : : : Changes from: December 24, 2013 : : 43,480 83,240 11,847 -12,633 3,155 7,840 0 0 7,440 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 92.4 15.3 0.0 7.6 1.5 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 27 7 0 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 3,069,825 : : Positions : :2,384,290 2,899,095 470,945 0 170,730 42,810 0 0 1,050 0 0 : : : : Changes from: December 24, 2013 : : 15,965 22,115 6,015 -135 -2,710 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 94.4 15.3 0.0 5.6 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 39 27 7 0 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 3,157,628 : : Positions : :1,947,990 2,239,425 309,161 265,492 292,144 15,775 102,916 69,525 509,871 174,963 13,162 : : : : Changes from: December 24, 2013 : : 734 1,655 1,631 -6,240 -927 -220 0 220 0 6,730 -3,695 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 70.9 9.8 8.4 9.3 0.5 3.3 2.2 16.1 5.5 0.4 : : : : 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 31, 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 6,671,915 : : Positions : :5,700,237 5,266,025 157,012 555,132 495,809 48,051 146,200 141,837 108,857 46,800 20,112 : : : : Changes from: December 24, 2013 : : -1,960 -1,960 0 0 0 0 0 0 0 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 31, 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 24, 2013 : : 0 0 0 0 0 0 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 31, 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 24, 2013 : : 0 0 0 0 0 0 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 31, 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 36,555 : : Positions : : 21,816 23,135 2,485 1,107 5,011 0 1,928 90 816 76 88 : : : : Changes from: December 24, 2013 : : -4,060 -2,640 -243 -796 -533 0 -580 -62 0 76 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 63.3 6.8 3.0 13.7 0.0 5.3 0.2 2.2 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 24, 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 31, 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 12,291 : : Positions : : 7,212 7,432 242 0 1,752 0 728 1,162 0 0 0 : : : : Changes from: December 24, 2013 : : 332 260 -72 0 72 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 60.5 2.0 0.0 14.3 0.0 5.9 9.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 24, 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 31, 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 24, 2013 : : 0 0 0 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 31, 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 24, 2013 : : 0 0 0 0 0 0 0 0 0 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 31, 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 24, 2013 : : 0 0 0 0 0 0 0 0 0 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 31, 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 47,153 19,592 0 2,275 0 0 0 0 0 0 : : : : Changes from: December 24, 2013 : : 0 254 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 95.4 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: 24 : : 11 18 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 805,590 : : Positions : : 521,340 763,517 242,177 0 42,073 0 0 0 0 0 0 : : : : Changes from: December 24, 2013 : : 43,152 43,152 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 94.8 30.1 0.0 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 18 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 103,308 : : Positions : : 77,015 61,312 12,684 35,956 1,879 8,925 315 2,550 0 1,020 255 : : : : Changes from: December 24, 2013 : : -1,320 -1,320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 59.3 12.3 34.8 1.8 8.6 0.3 2.5 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 31, 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 1,809,093 : : Positions : :1,540,479 1,105,097 54,368 290,523 184,812 0 199,360 23,520 133 0 5,781 : : : : Changes from: December 24, 2013 : : 9,016 -2,744 -11,760 0 10,976 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 61.1 3.0 16.1 10.2 0.0 11.0 1.3 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 19 . 5 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 24, 2013 : : 0 0 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 31, 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 24, 2013 : : 0 0 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 31, 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 24, 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 31, 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 24, 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 31, 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 36,120 1,827 17,994 3,105 0 0 0 0 0 105 : : : : Changes from: December 24, 2013 : : 0 -440 0 440 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 63.0 3.2 31.4 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 31, 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 24, 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 31, 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 24, 2013 : : 0 0 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 31, 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 24, 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 31, 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 24, 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 31, 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 24, 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 31, 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 651,107 : : Positions : : 481,003 344,027 54,344 174,992 115,760 0 9,800 0 0 6,528 0 : : : : Changes from: December 24, 2013 : : 9,800 0 0 0 0 0 9,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 52.8 8.3 26.9 17.8 0.0 1.5 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 13 . 5 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 24, 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 31, 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 431,000 : : Positions : : 169,280 339,904 189,032 11,688 72,688 0 6,720 0 0 0 0 : : : : Changes from: December 24, 2013 : : 0 5,880 5,880 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 78.9 43.9 2.7 16.9 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 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 19,507 : : Positions : : 8,200 18,762 2,160 0 0 0 0 0 8,283 0 0 : : : : Changes from: December 24, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 96.2 11.1 0.0 0.0 0.0 0.0 0.0 42.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 16 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 101,845 : : Positions : : 64,262 78,007 15,082 7,095 488 0 12,330 0 17,328 0 2,535 : : : : Changes from: December 24, 2013 : : 264 -66 242 0 -242 0 0 0 -22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 76.6 14.8 7.0 0.5 0.0 12.1 0.0 17.0 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 4 . . 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 100,340 : : Positions : : 85,613 41,465 1,600 36,286 9,804 1,260 7,385 1,575 0 3,825 0 : : : : Changes from: December 24, 2013 : : 430 630 0 -220 0 0 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 41.3 1.6 36.2 9.8 1.3 7.4 1.6 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . 5 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 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 146,520 : : Positions : : 128,912 70,768 2,896 52,792 11,448 0 9,120 2,040 0 0 0 : : : : Changes from: December 24, 2013 : : 3,720 1,960 0 -1,568 0 0 3,720 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 48.3 2.0 36.0 7.8 0.0 6.2 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 51,293 : : Positions : : 48,770 45,063 0 3,740 720 0 1,050 0 1,103 0 0 : : : : Changes from: December 24, 2013 : : 160 160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 87.9 0.0 7.3 1.4 0.0 2.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 46,315 : : Positions : : 44,245 40,255 0 3,740 720 0 1,050 0 1,050 0 0 : : : : Changes from: December 24, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 86.9 0.0 8.1 1.6 0.0 2.3 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 15,565 : : Positions : : 15,165 8,155 0 990 260 0 150 0 0 6,010 0 : : : : Changes from: December 24, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 52.4 0.0 6.4 1.7 0.0 1.0 0.0 0.0 38.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.EASTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EAS Open Interest is 15,515 : : Positions : : 12,050 14,590 575 300 0 150 0 0 2,105 0 500 : : : : Changes from: December 24, 2013 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 94.0 3.7 1.9 0.0 1.0 0.0 0.0 13.6 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 . . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 11,840 : : Positions : : 6,365 10,945 0 665 110 0 0 0 5,245 0 0 : : : : Changes from: December 24, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 92.4 0.0 5.6 0.9 0.0 0.0 0.0 44.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 15 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 10,350 : : Positions : : 6,900 9,575 0 665 110 0 0 0 3,340 0 0 : : : : Changes from: December 24, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 92.5 0.0 6.4 1.1 0.0 0.0 0.0 32.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 15 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 18,885 : : Positions : : 17,504 15,930 200 640 190 550 75 0 0 2,050 0 : : : : Changes from: December 24, 2013 : : 250 420 0 0 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 84.4 1.1 3.4 1.0 2.9 0.4 0.0 0.0 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 16,880 : : Positions : : 15,164 15,160 805 0 95 550 0 0 0 1,550 0 : : : : Changes from: December 24, 2013 : : -50 300 0 0 0 350 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 89.8 4.8 0.0 0.6 3.3 0.0 0.0 0.0 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 43,660 : : Positions : : 19,810 38,720 7,550 180 320 0 1,685 1,015 13,300 0 700 : : : : Changes from: December 24, 2013 : : 400 -200 0 0 0 0 0 0 -600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 88.7 17.3 0.4 0.7 0.0 3.9 2.3 30.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 19 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 28,095 : : Positions : : 12,795 21,545 250 1,315 650 0 2,865 1,250 12,800 0 300 : : : : Changes from: December 24, 2013 : : 580 1,480 0 0 0 0 -600 600 300 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 76.7 0.9 4.7 2.3 0.0 10.2 4.4 45.6 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 29,370 : : Positions : : 27,145 20,520 0 6,610 75 0 215 975 200 0 500 : : : : Changes from: December 24, 2013 : : 540 540 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 69.9 0.0 22.5 0.3 0.0 0.7 3.3 0.7 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 16 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 38,775 : : Positions : : 35,045 24,300 930 300 80 1,675 0 25 0 13,140 30 : : : : Changes from: December 24, 2013 : : 65 665 0 0 0 0 0 0 0 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 62.7 2.4 0.8 0.2 4.3 0.0 0.1 0.0 33.9 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 28,294 : : Positions : : 23,059 26,160 2,581 0 1,049 1,050 0 0 0 1,050 0 : : : : Changes from: December 24, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 92.5 9.1 0.0 3.7 3.7 0.0 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 0 . . 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 6, 2014