Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 11,785 : : Positions : : 8,010 7,840 550 0 120 0 1,465 0 1,325 161 1,675 : : : : Changes from: November 12, 2013 : : -1,551 -280 0 0 -120 0 0 0 965 -330 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 66.5 4.7 0.0 1.0 0.0 12.4 0.0 11.2 1.4 14.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 12 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 81,508 : : Positions : : 18,717 39,991 5,231 3,779 2,710 1,985 7,225 5,230 33,875 8,784 13,082 : : : : Changes from: November 12, 2013 : : 1,130 720 755 705 -218 264 1,265 179 934 401 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 49.1 6.4 4.6 3.3 2.4 8.9 6.4 41.6 10.8 16.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 11 11 . . 4 . . . 20 14 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 33,999 : : Positions : : 23,390 7,765 1,166 3,545 291 0 7,271 35 5,583 11,108 3,246 : : : : Changes from: November 12, 2013 : : -465 175 746 -394 -290 0 740 -60 355 275 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 22.8 3.4 10.4 0.9 0.0 21.4 0.1 16.4 32.7 9.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 8 . . . 0 4 . 8 16 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 179,115 : : Positions : : 109,227 110,564 7,169 16,138 29,403 13,938 822 8,060 6,520 9,385 4,248 : : : : Changes from: November 12, 2013 : : -1,309 724 3,261 -31 -645 968 822 -611 76 1,351 142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 61.7 4.0 9.0 16.4 7.8 0.5 4.5 3.6 5.2 2.4 : : : : Number of Traders in Each Category Total Traders: 79 : : 47 41 . 6 6 6 . 5 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 52,178 : : Positions : : 31,389 40,253 13,085 4,799 3,329 1,079 0 3,144 0 501 152 : : : : Changes from: November 12, 2013 : : 874 -601 -1,142 0 531 -434 0 332 0 -101 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 77.1 25.1 9.2 6.4 2.1 0.0 6.0 0.0 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 21 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 461,480 : : Positions : : 329,862 359,877 81,423 40,834 24,966 0 11,246 24,557 672 0 0 : : : : Changes from: November 12, 2013 : : 9,552 288 -6,426 0 3,464 0 2,838 -304 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 78.0 17.6 8.8 5.4 0.0 2.4 5.3 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 1,642,006 : : Positions : :1,216,671 1,328,414 149,119 77,313 189,850 46,680 7,058 19,660 6,619 6,304 13,407 : : : : Changes from: November 12, 2013 : : 22,503 70,004 61,532 6,718 -9,974 -370 -408 -1,567 -6,943 408 1,926 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 80.9 9.1 4.7 11.6 2.8 0.4 1.2 0.4 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 40 . 5 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 51,550 : : Positions : : 41,021 26,667 226 6,495 5,059 0 7,004 4,365 189 1,269 691 : : : : Changes from: November 12, 2013 : : -1,152 1,245 0 -1,508 1,070 0 -1,062 200 -82 91 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 51.7 0.4 12.6 9.8 0.0 13.6 8.5 0.4 2.5 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 LPM OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 310,996 : : Positions : : 200,282 204,595 92,017 32,272 6,726 0 46,193 11,059 0 9,239 912 : : : : Changes from: November 12, 2013 : : 3,297 3,523 -1,886 0 1,927 0 -2,904 1,952 0 792 -344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 65.8 29.6 10.4 2.2 0.0 14.9 3.6 0.0 3.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 531,375 : : Positions : : 403,479 380,013 50,599 104,314 41,097 27,840 0 5,142 2,409 0 809 : : : : Changes from: November 12, 2013 : : 7,111 3,568 -2,279 40 5,847 -1,224 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 71.5 9.5 19.6 7.7 5.2 0.0 1.0 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 24 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 51,441 : : Positions : : 30,725 46,814 12,720 1,187 805 2,486 820 1,167 3,034 0 378 : : : : Changes from: November 12, 2013 : : 2,344 2,731 281 -21 43 -231 -295 84 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 91.0 24.7 2.3 1.6 4.8 1.6 2.3 5.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 25 5 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 2,273,419 : : Positions : :2,037,749 2,226,779 219,490 30,460 16,180 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 167,060 171,140 4,080 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 97.9 9.7 1.3 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439F Open Interest is 1,023,780 : : Positions : : 914,830 1,017,630 108,950 0 0 0 0 0 0 6,150 0 : : : : Changes from: November 12, 2013 : : 79,550 79,550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 99.4 10.6 0.0 0.0 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 13 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439K Open Interest is 848,800 : : Positions : : 614,240 751,200 234,560 93,600 0 0 4,000 0 0 0 0 : : : : Changes from: November 12, 2013 : : -42,720 4,080 46,800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 88.5 27.6 11.0 0.0 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 287,120 : : Positions : : 199,400 243,752 45,416 9,784 31,616 8,712 808 1,160 816 0 0 : : : : Changes from: November 12, 2013 : : 10,008 4,512 -3,864 0 384 -1,224 0 0 -408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 84.9 15.8 3.4 11.0 3.0 0.3 0.4 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 13,122 : : Positions : : 8,815 7,818 1,039 2,919 1,036 1,216 0 254 453 593 122 : : : : Changes from: November 12, 2013 : : 1 257 -256 0 256 0 0 0 450 -62 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 59.6 7.9 22.2 7.9 9.3 0.0 1.9 3.5 4.5 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . 4 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 1,107,497 : : Positions : : 931,140 605,107 16,020 266,660 95,090 16,180 0 0 0 91,573 49,067 : : : : Changes from: November 12, 2013 : : -8,160 38,480 0 46,640 0 0 0 0 0 -93,280 46,640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 54.6 1.4 24.1 8.6 1.5 0.0 0.0 0.0 8.3 4.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643AZ Open Interest is 320,475 : : Positions : : 254,910 250,825 64,565 69,650 0 1,000 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 8,250 12,600 12,750 8,400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 78.3 20.1 21.7 0.0 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV 16 MWH PER LOT : CFTC Code #0643B1 Open Interest is 209,245 : : Positions : : 167,365 150,221 6,375 27,169 31,855 3,650 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 11,575 12,625 0 -1,050 210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 71.8 3.0 13.0 15.2 1.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 20 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 22,875 : : Positions : : 15,688 14,625 2,168 3,721 1,982 855 84 292 0 1,156 42 : : : : Changes from: November 12, 2013 : : 97 730 276 -423 -21 20 42 -126 -63 0 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 63.9 9.5 16.3 8.7 3.7 0.4 1.3 0.0 5.1 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Any multiple of 5 MWh : CFTC Code #0643B9 Open Interest is 2,837,874 : : Positions : :2,251,091 1,984,498 146,537 139,532 166,676 0 159,035 261,805 11,765 126,328 0 : : : : Changes from: November 12, 2013 : : 205,348 47,370 9,368 15,058 6,247 -42,389 91,360 35,360 11,765 30,304 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 69.9 5.2 4.9 5.9 0.0 5.6 9.2 0.4 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 26 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 Peak Mon Mini - ICE FUTURES ENERGY DIV Any multiple of 16 MWh : CFTC Code #0643BA Open Interest is 842,281 : : Positions : : 645,976 586,540 95,575 70,000 48,445 2,800 64,622 45,735 3,141 26,330 609 : : : : Changes from: November 12, 2013 : : 43,177 17,802 3,040 11,795 420 -2,100 17,421 930 2,616 -285 609 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 69.6 11.3 8.3 5.8 0.3 7.7 5.4 0.4 3.1 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 26 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 2,249,745 : : Positions : :2,115,695 2,195,505 109,780 29,970 24,270 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 11,520 4,080 0 7,440 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 97.6 4.9 1.3 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #0643BE Open Interest is 650,535 : : Positions : : 599,985 637,555 44,400 6,830 6,150 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 6,930 11,130 0 -4,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 98.0 6.8 1.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 568,499 : : Positions : : 309,610 517,549 93,540 10,222 19,253 111,256 44 19,943 13,409 0 1,488 : : : : Changes from: November 12, 2013 : : 24,903 22,127 -1,890 0 -814 -1,222 0 814 336 0 -744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 91.0 16.5 1.8 3.4 19.6 0.0 3.5 2.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 26 5 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 41,814 : : Positions : : 25,929 33,991 5,488 2,450 1,927 6,594 2,781 419 578 0 162 : : : : Changes from: November 12, 2013 : : 1,878 1,470 -30 -22 108 -470 332 149 190 0 -169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 81.3 13.1 5.9 4.6 15.8 6.7 1.0 1.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 29 4 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 26,204 : : Positions : : 13,742 24,032 5,121 0 996 5,398 0 922 25 254 0 : : : : Changes from: November 12, 2013 : : 175 330 53 0 180 79 0 0 0 -23 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 91.7 19.5 0.0 3.8 20.6 0.0 3.5 0.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 13 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 245,856 : : Positions : : 95,355 220,110 32,256 7,865 14,289 93,442 0 665 9,849 2,927 0 : : : : Changes from: November 12, 2013 : : 2,641 -1,560 0 1,881 975 -1,976 0 0 952 1,296 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 89.5 13.1 3.2 5.8 38.0 0.0 0.3 4.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 9 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 553,681 : : Positions : : 308,094 522,435 209,700 0 0 9,154 4,513 26,733 0 0 0 : : : : Changes from: November 12, 2013 : : 408 1,968 744 0 0 0 -816 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 94.4 37.9 0.0 0.0 1.7 0.8 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 5 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 31,233 : : Positions : : 21,663 22,661 296 5,508 2,453 3,443 0 20 2,551 0 0 : : : : Changes from: November 12, 2013 : : -126 -168 -42 -42 42 -42 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 72.6 0.9 17.6 7.9 11.0 0.0 0.1 8.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 15 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 8,087 : : Positions : : 4,090 5,651 1,429 269 1,323 0 0 0 0 507 21 : : : : Changes from: November 12, 2013 : : 679 294 126 0 84 0 0 0 -126 -84 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 69.9 17.7 3.3 16.4 0.0 0.0 0.0 0.0 6.3 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 19,996 : : Positions : : 10,909 19,467 5,753 0 384 1,086 0 0 1,740 0 63 : : : : Changes from: November 12, 2013 : : 634 -368 505 0 -41 43 0 0 -1,422 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 97.4 28.8 0.0 1.9 5.4 0.0 0.0 8.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 20 5 0 4 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 312,027 : : Positions : : 118,997 300,147 133,721 2,253 6,363 5,520 0 0 44,978 408 2,448 : : : : Changes from: November 12, 2013 : : -711 -2,271 816 0 0 0 0 0 -1,560 408 816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 96.2 42.9 0.7 2.0 1.8 0.0 0.0 14.4 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 17,882 : : Positions : : 8,219 10,566 6,201 4,468 2,281 84 146 212 716 83 21 : : : : Changes from: November 12, 2013 : : 360 238 74 344 166 0 -43 -42 0 -126 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 59.1 34.7 25.0 12.8 0.5 0.8 1.2 4.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 20 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 216,279 : : Positions : : 73,110 120,597 136,433 90,163 4,703 0 816 0 2,033 0 0 : : : : Changes from: November 12, 2013 : : 4,742 -5,440 1,552 11,734 775 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 55.8 63.1 41.7 2.2 0.0 0.4 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 22,097 : : Positions : : 17,116 16,499 826 291 1,622 0 1,152 2,533 0 0 0 : : : : Changes from: November 12, 2013 : : 1,689 -2,380 -3,787 0 870 0 282 -435 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 74.7 3.7 1.3 7.3 0.0 5.2 11.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 160,555 : : Positions : : 144,416 76,567 0 67,849 16,139 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 26,968 0 0 26,968 -1,270 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 47.7 0.0 42.3 10.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 0 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 723,169 : : Positions : : 640,283 557,387 32,176 60,352 50,710 0 54,720 0 0 0 0 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 77.1 4.4 8.3 7.0 0.0 7.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 212,420 : : Positions : : 188,050 178,795 8,620 12,600 15,750 0 5,275 0 0 0 0 : : : : Changes from: November 12, 2013 : : 525 525 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 84.2 4.1 5.9 7.4 0.0 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 265,075 : : Positions : : 212,925 115,590 50,625 147,960 1,525 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 38,350 6,425 12,750 44,675 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 43.6 19.1 55.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 Mwh : CFTC Code #0643CV Open Interest is 924,643 : : Positions : : 738,717 388,995 185,926 535,648 0 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 147,920 31,080 46,800 163,640 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 42.1 20.1 57.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 4 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CZ Open Interest is 165,010 : : Positions : : 136,810 127,350 5,350 14,810 22,850 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 77.2 3.2 9.0 13.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 721,970 : : Positions : : 618,300 570,854 19,600 67,046 84,070 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 79.1 2.7 9.3 11.6 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 November 19, 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 193,510 : : Positions : : 181,360 153,695 4,390 34,995 4,820 0 0 0 2,940 0 0 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 79.4 2.3 18.1 2.5 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 648,168 : : Positions : : 593,872 527,416 13,752 80,208 40,544 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 81.4 2.1 12.4 6.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 1,150,944 : : Positions : :1,086,503 1,049,387 49,108 86,224 15,333 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 233,840 233,840 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 91.2 4.3 7.5 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 302,945 : : Positions : : 287,945 273,380 8,295 22,860 6,705 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 63,800 63,800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 90.2 2.7 7.5 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DB Open Interest is 8,574,644 : : Positions : :6,388,271 7,950,334 1,407,756 46,689 577,621 122,248 0 0 75,028 0 0 : : : : Changes from: November 12, 2013 : :1,073,877 491,933 -543,055 46,689 322,063 0 0 0 4,080 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 92.7 16.4 0.5 6.7 1.4 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 33 26 5 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DC Open Interest is 2,755,740 : : Positions : :2,157,960 2,606,070 393,990 1,585 148,085 32,160 0 0 22,495 0 0 : : : : Changes from: November 12, 2013 : : 345,580 186,390 -158,655 1,585 96,565 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 94.6 14.3 0.1 5.4 1.2 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 35 31 5 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 3,049,128 : : Positions : :1,804,128 2,057,042 318,301 278,178 224,542 730 138,766 67,555 574,906 224,080 58,965 : : : : Changes from: November 12, 2013 : : 45,014 -18,009 -21,226 21,459 22,000 730 6,654 6,405 -10 14,405 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 67.5 10.4 9.1 7.4 0.0 4.6 2.2 18.9 7.3 1.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 32 4 6 7 . 5 . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 6,524,812 : : Positions : :5,527,593 5,072,769 158,841 625,973 472,571 63,647 152,215 128,647 147,676 46,800 25,837 : : : : Changes from: November 12, 2013 : : -20,797 -8,328 20,872 31,923 37,637 0 0 0 23,520 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 77.7 2.4 9.6 7.2 1.0 2.3 2.0 2.3 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 24 . 5 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DL Open Interest is 621,085 : : Positions : : 561,160 479,015 48,965 130,700 10,960 0 410 0 0 0 0 : : : : Changes from: November 12, 2013 : : 29,780 11,780 -2,780 15,220 -1,420 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 77.1 7.9 21.0 1.8 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DM Open Interest is 2,095,526 : : Positions : :1,804,031 1,684,801 146,218 261,790 145,277 0 3,658 0 0 0 0 : : : : Changes from: November 12, 2013 : : 13,560 6,120 0 7,440 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 80.4 7.0 12.5 6.9 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 57,756 : : Positions : : 41,250 21,913 0 18,135 10,969 0 2,138 1,128 651 0 183 : : : : Changes from: November 12, 2013 : : 514 352 0 46 113 0 117 8 -10 0 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 37.9 0.0 31.4 19.0 0.0 3.7 2.0 1.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 27 0 7 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 7,954 : : Positions : : 3,589 5,402 685 726 1,018 1,384 0 468 94 0 19 : : : : Changes from: November 12, 2013 : : -105 -129 -11 10 44 -0 0 0 -2 0 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 67.9 8.6 9.1 12.8 17.4 0.0 5.9 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 4 . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #06465K Open Interest is 8,119 : : Positions : : 3,777 6,270 1,332 90 646 1,196 80 284 0 0 0 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 77.2 16.4 1.1 8.0 14.7 1.0 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 11,522 : : Positions : : 6,622 6,820 386 148 1,492 0 734 1,176 0 0 0 : : : : Changes from: November 12, 2013 : : 120 120 0 0 72 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 59.2 3.4 1.3 12.9 0.0 6.4 10.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 27,835 : : Positions : : 18,921 24,146 6,201 1,302 1,247 0 1,055 0 955 0 0 : : : : Changes from: November 12, 2013 : : 446 210 -86 150 65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 86.7 22.3 4.7 4.5 0.0 3.8 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 598,125 : : Positions : : 437,244 570,397 133,153 0 23,048 0 4,680 0 4,680 0 0 : : : : Changes from: November 12, 2013 : : 5,920 3,720 -2,200 0 2,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 95.4 22.3 0.0 3.9 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 14,139 : : Positions : : 10,559 13,261 1,264 134 447 0 0 0 1,572 0 0 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 93.8 8.9 0.9 3.2 0.0 0.0 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 49,318 : : Positions : : 26,380 46,789 20,153 0 2,275 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 94.9 40.9 0.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 16 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 752,399 : : Positions : : 462,116 709,925 247,809 0 42,474 0 0 0 0 0 0 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 94.4 32.9 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 99,343 : : Positions : : 71,990 56,467 11,693 36,136 2,336 9,625 415 2,550 771 1,020 378 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 56.8 11.8 36.4 2.4 9.7 0.4 2.6 0.8 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 18 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 1,815,206 : : Positions : :1,549,205 1,022,593 54,631 396,099 181,535 0 184,060 23,520 534 1,618 5,781 : : : : Changes from: November 12, 2013 : : 9,368 0 0 9,368 -7,417 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 56.3 3.0 21.8 10.0 0.0 10.1 1.3 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 . 4 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 29,352 : : Positions : : 16,279 15,266 11,368 2,905 0 0 9,062 1,600 0 118 105 : : : : Changes from: November 12, 2013 : : 420 0 0 420 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 52.0 38.7 9.9 0.0 0.0 30.9 5.5 0.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 58,416 : : Positions : : 47,206 45,567 3,443 473 6,361 0 4,735 1,280 126 0 0 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 78.0 5.9 0.8 10.9 0.0 8.1 2.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 59,354 : : Positions : : 42,897 40,471 3,228 9,085 6,468 3,005 0 3,165 426 0 165 : : : : Changes from: November 12, 2013 : : 3,825 3,825 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 68.2 5.4 15.3 10.9 5.1 0.0 5.3 0.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 45,723 : : Positions : : 27,463 37,412 11,898 2,865 2,123 0 0 0 1,936 1,020 2,048 : : : : Changes from: November 12, 2013 : : 105 0 -105 0 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 81.8 26.0 6.3 4.6 0.0 0.0 0.0 4.2 2.2 4.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 57,957 : : Positions : : 52,739 36,873 592 17,674 3,205 0 0 0 1,275 100 105 : : : : Changes from: November 12, 2013 : : 630 210 0 420 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 63.6 1.0 30.5 5.5 0.0 0.0 0.0 2.2 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 23,041 : : Positions : : 15,687 18,831 5,253 762 2,019 0 0 0 0 1,280 0 : : : : Changes from: November 12, 2013 : : -315 525 840 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 81.7 22.8 3.3 8.8 0.0 0.0 0.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 364,260 : : Positions : : 205,056 304,965 90,586 12,135 0 13,552 3,420 43,740 11,326 0 0 : : : : Changes from: November 12, 2013 : : -3,720 -3,720 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 83.7 24.9 3.3 0.0 3.7 0.9 12.0 3.1 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 November 19, 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 888,151 : : Positions : : 695,234 605,615 55,525 133,015 89,376 0 12,129 48,016 0 0 0 : : : : Changes from: November 12, 2013 : : 11,470 11,470 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 68.2 6.3 15.0 10.1 0.0 1.4 5.4 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 November 19, 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 1,243,224 : : Positions : : 688,686 1,063,944 214,910 22,591 108,847 168,925 0 47,040 14,014 0 802 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 85.6 17.3 1.8 8.8 13.6 0.0 3.8 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 4 . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 663,740 : : Positions : : 428,936 473,502 4,680 64,110 97,640 0 0 0 132,076 28,080 408 : : : : Changes from: November 12, 2013 : : 28,080 37,440 0 -9,360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 71.3 0.7 9.7 14.7 0.0 0.0 0.0 19.9 4.2 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 672,986 : : Positions : : 494,461 364,478 49,532 163,460 128,993 0 0 0 0 16,055 0 : : : : Changes from: November 12, 2013 : : 9,441 3,336 0 6,105 6,120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 54.2 7.4 24.3 19.2 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 14 . 4 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 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 344,879 : : Positions : : 256,817 199,206 28,374 108,704 32,648 0 2,703 0 25,422 0 1,618 : : : : Changes from: November 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 57.8 8.2 31.5 9.5 0.0 0.8 0.0 7.4 0.0 0.5 : : : : 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 November 19, 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 423,624 : : Positions : : 167,784 319,048 172,872 12,888 82,968 0 8,720 0 0 0 0 : : : : Changes from: November 12, 2013 : : -2,512 11,480 13,992 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 75.3 40.8 3.0 19.6 0.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 19, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 5,646 : : Positions : : 2,064 4,713 2,359 0 719 168 0 34 122 0 179 : : : : Changes from: November 12, 2013 : : 59 133 43 0 17 7 0 -5 23 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 83.5 41.8 0.0 12.7 3.0 0.0 0.6 2.2 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 5 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated November 22, 2013