CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,550 TONS) : : : Positions : All : 7,255: 4,225 4,120 0 1,065 405 595 0 155 1,210 520 445: 220 545 Old : 7,255: 4,225 4,120 0 1,065 405 595 0 155 1,210 520 445: 220 545 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -170: -140 -115 0 15 0 -15 0 0 40 -80 -75: 20 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 56.8 0.0 14.7 5.6 8.2 0.0 2.1 16.7 7.2 6.1: 3.0 7.5 Old : 100.0: 58.2 56.8 0.0 14.7 5.6 8.2 0.0 2.1 16.7 7.2 6.1: 3.0 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 9 11 0 . . . 0 . . . .: Old : 21: 9 11 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.0 43.5 83.4 67.7 44.0 34.5 55.6 47.4 Old : 62.0 43.5 83.4 67.7 44.0 34.5 55.6 47.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 TONS) : : : Positions : All : 11,884: 8,493 8,680 701 0 495 0 945 900 704 376 480: 111 8 Old : 11,884: 8,493 8,680 701 0 495 0 945 900 704 376 480: 111 8 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -857: -615 -743 -41 0 15 0 300 -300 101 -109 -15: -2 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 73.0 5.9 0.0 4.2 0.0 8.0 7.6 5.9 3.2 4.0: 0.9 0.1 Old : 100.0: 71.5 73.0 5.9 0.0 4.2 0.0 8.0 7.6 5.9 3.2 4.0: 0.9 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 16 16 . 0 . 0 . . . . .: Old : 21: 16 16 . 0 . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 57.2 80.4 76.4 20.5 22.0 28.5 29.4 Old : 58.1 57.2 80.4 76.4 20.5 22.0 28.5 29.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 69,926: 17,922 24,732 5,438 2,386 2,799 0 8,779 7,210 22,538 9,651 13,157: 862 1,212 Old : 69,926: 17,922 24,732 5,438 2,386 2,799 0 8,779 7,210 22,538 9,651 13,157: 862 1,212 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -1,902: -1,063 -105 418 -86 -373 -205 490 -540 1,394 50 -1,548: 15 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 35.4 7.8 3.4 4.0 0.0 12.6 10.3 32.2 13.8 18.8: 1.2 1.7 Old : 100.0: 25.6 35.4 7.8 3.4 4.0 0.0 12.6 10.3 32.2 13.8 18.8: 1.2 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 11 11 . . 4 0 4 . 16 12 26: Old : 48: 11 11 . . 4 0 4 . 16 12 26: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 41.0 59.1 59.3 31.6 26.8 46.1 41.6 Old : 39.2 41.0 59.1 59.3 31.6 26.8 46.1 41.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 21,976: 9,370 3,470 300 1,895 1,040 0 1,790 1,660 5,750 8,543 3,019: 837 559 Old : 21,976: 9,370 3,470 300 1,895 1,040 0 1,790 1,660 5,750 8,543 3,019: 837 559 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -2,020: -1,105 -1,250 10 183 -75 0 -1,015 -95 -393 214 -187: -175 205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.6 15.8 1.4 8.6 4.7 0.0 8.1 7.6 26.2 38.9 13.7: 3.8 2.5 Old : 100.0: 42.6 15.8 1.4 8.6 4.7 0.0 8.1 7.6 26.2 38.9 13.7: 3.8 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 7 6 . . . 0 . . 7 15 16: Old : 37: 7 6 . . . 0 . . 7 15 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 40.0 71.8 61.9 51.4 33.6 62.8 49.9 Old : 55.2 40.0 71.8 61.9 51.4 33.6 62.8 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 170,324: 100,413 115,599 10,935 8,864 16,130 16,202 5,797 11,320 9,688 7,241 4,690: 946 683 Old : 170,324: 100,413 115,599 10,935 8,864 16,130 16,202 5,797 11,320 9,688 7,241 4,690: 946 683 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 441: 1,590 -1,608 -1,197 1,101 -361 86 -33 106 -625 869 559: 283 -192 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 67.9 6.4 5.2 9.5 9.5 3.4 6.6 5.7 4.3 2.8: 0.6 0.4 Old : 100.0: 59.0 67.9 6.4 5.2 9.5 9.5 3.4 6.6 5.7 4.3 2.8: 0.6 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 85: 47 44 . 6 7 6 5 6 7 6 10: Old : 85: 47 44 . 6 7 6 5 6 7 6 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.4 31.9 43.7 50.6 18.4 26.0 29.9 37.5 Old : 26.4 31.9 43.7 50.6 18.4 26.0 29.9 37.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 56,456: 32,701 47,160 14,038 3,364 4,174 4,055 3 1,339 41 308 108: 0 0 Old : 56,456: 32,701 47,160 14,038 3,364 4,174 4,055 3 1,339 41 308 108: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 4,941: 1,115 4,908 2,550 276 -191 1,475 2 -108 19 -27 81: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.9 83.5 24.9 6.0 7.4 7.2 0.0 2.4 0.1 0.5 0.2: 0.0 0.0 Old : 100.0: 57.9 83.5 24.9 6.0 7.4 7.2 0.0 2.4 0.1 0.5 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 25 26 . . 4 . . . . . .: Old : 39: 25 26 . . 4 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 44.0 77.1 66.5 48.6 35.3 60.3 53.1 Old : 54.3 44.0 77.1 66.5 48.6 35.3 60.3 53.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 540,833: 416,186 444,556 63,707 59,178 35,851 20,520 0 936 3,321 0 312: 0 0 Old : 540,833: 416,186 444,556 63,707 59,178 35,851 20,520 0 936 3,321 0 312: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 12,985: 8,512 12,352 2,607 0 1,257 984 0 0 249 0 -624: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 82.2 11.8 10.9 6.6 3.8 0.0 0.2 0.6 0.0 0.1: 0.0 0.0 Old : 100.0: 77.0 82.2 11.8 10.9 6.6 3.8 0.0 0.2 0.6 0.0 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 25 24 . . . . 0 . . 0 .: Old : 37: 25 24 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 54.0 72.7 78.5 41.8 51.7 61.5 66.8 Old : 47.4 54.0 72.7 78.5 41.8 51.7 61.5 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 1,781,071: 1,195,611 1,458,304 183,551 86,646 148,355 201,805 10,087 24,991 401 26,331 26,357: 0 0 Old : 1,781,071: 1,195,611 1,458,304 183,551 86,646 148,355 201,805 10,087 24,991 401 26,331 26,357: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 42,205: 27,257 34,752 41,831 18,739 -9,727 -13,259 337 2,376 0 2,001 -6,273: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.1 81.9 10.3 4.9 8.3 11.3 0.6 1.4 0.0 1.5 1.5: 0.0 0.0 Old : 100.0: 67.1 81.9 10.3 4.9 8.3 11.3 0.6 1.4 0.0 1.5 1.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 37 38 4 4 5 4 . 4 . 4 4: Old : 65: 37 38 4 4 5 4 . 4 . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 43.4 60.0 59.7 36.1 37.3 49.1 48.8 Old : 43.7 43.4 60.0 59.7 36.1 37.3 49.1 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 58,739: 49,844 29,571 231 13,502 4,003 81 5,336 4,022 127 1,874 431: 0 0 Old : 58,739: 49,844 29,571 231 13,502 4,003 81 5,336 4,022 127 1,874 431: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 2,308: 2,376 900 0 1,614 -189 0 -48 0 0 -90 121: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 50.3 0.4 23.0 6.8 0.1 9.1 6.8 0.2 3.2 0.7: 0.0 0.0 Old : 100.0: 84.9 50.3 0.4 23.0 6.8 0.1 9.1 6.8 0.2 3.2 0.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 25 26 . . . . . . . . .: Old : 43: 25 26 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 46.0 70.9 69.3 37.2 33.5 50.9 53.0 Old : 48.2 46.0 70.9 69.3 37.2 33.5 50.9 53.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 383,841: 233,862 305,844 131,801 42,576 9,464 0 15,665 8,370 0 1,578 344: 0 0 Old : 383,841: 233,862 305,844 131,801 42,576 9,464 0 15,665 8,370 0 1,578 344: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 7,036: 4,160 8,692 4,844 0 -1,968 0 0 0 0 312 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 79.7 34.3 11.1 2.5 0.0 4.1 2.2 0.0 0.4 0.1: 0.0 0.0 Old : 100.0: 60.9 79.7 34.3 11.1 2.5 0.0 4.1 2.2 0.0 0.4 0.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 15 . . . 0 . . 0 . .: Old : 29: 17 15 . . . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 61.0 79.7 82.1 51.9 55.5 68.1 72.2 Old : 61.6 61.0 79.7 82.1 51.9 55.5 68.1 72.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 672,982: 528,069 301,177 62,380 129,527 27,005 36,551 14,100 8,783 9,009 191,205 1,185: 0 0 Old : 672,982: 528,069 301,177 62,380 129,527 27,005 36,551 14,100 8,783 9,009 191,205 1,185: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 8,555: 12,475 -7,121 744 11,328 -5,056 392 4,740 0 0 4,664 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.5 44.8 9.3 19.2 4.0 5.4 2.1 1.3 1.3 28.4 0.2: 0.0 0.0 Old : 100.0: 78.5 44.8 9.3 19.2 4.0 5.4 2.1 1.3 1.3 28.4 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 22 20 . 4 . . . . . . .: Old : 41: 22 20 . 4 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.7 53.6 72.5 70.3 48.1 50.9 62.9 64.6 Old : 53.7 53.6 72.5 70.3 48.1 50.9 62.9 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 52,403: 28,071 25,861 15,683 1,385 383 2,713 635 2,143 3,153 21,169 0: 257 827 Old : 52,403: 28,071 25,861 15,683 1,385 383 2,713 635 2,143 3,153 21,169 0: 257 827 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 131: -81 -36 255 0 0 -42 0 21 0 0 0: -22 146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 49.4 29.9 2.6 0.7 5.2 1.2 4.1 6.0 40.4 0.0: 0.5 1.6 Old : 100.0: 53.6 49.4 29.9 2.6 0.7 5.2 1.2 4.1 6.0 40.4 0.0: 0.5 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 19 22 5 . . . . . . . 0: Old : 36: 19 22 5 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 60.3 73.5 75.2 52.2 57.7 68.3 69.8 Old : 53.3 60.3 73.5 75.2 52.2 57.7 68.3 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 mwh : : : Positions : All : 2,030,535: 1,822,575 864,770 196,200 0 0 0 0 0 11,760 1,165,765 0: 0 0 Old : 2,030,535: 1,822,575 864,770 196,200 0 0 0 0 0 11,760 1,165,765 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 110,080: 106,160 110,080 0 0 0 0 0 0 3,920 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.8 42.6 9.7 0.0 0.0 0.0 0.0 0.0 0.6 57.4 0.0: 0.0 0.0 Old : 100.0: 89.8 42.6 9.7 0.0 0.0 0.0 0.0 0.0 0.6 57.4 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 9 . 0 0 0 0 0 . . 0: Old : 22: 12 9 . 0 0 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.1 90.7 91.8 99.0 67.9 90.7 89.7 95.5 Old : 70.1 90.7 91.8 99.0 67.9 90.7 89.7 95.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 mwh : : : Positions : All : 598,100: 507,550 222,130 90,550 0 0 0 0 0 0 375,970 0: 0 0 Old : 598,100: 507,550 222,130 90,550 0 0 0 0 0 0 375,970 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 5,500: 5,500 5,500 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 37.1 15.1 0.0 0.0 0.0 0.0 0.0 0.0 62.9 0.0: 0.0 0.0 Old : 100.0: 84.9 37.1 15.1 0.0 0.0 0.0 0.0 0.0 0.0 62.9 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 11 . 0 0 0 0 0 0 . 0: Old : 23: 14 11 . 0 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.4 84.4 89.7 94.3 62.3 84.2 86.6 91.4 Old : 63.4 84.4 89.7 94.3 62.3 84.2 86.6 91.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 1,019,680: 808,480 851,600 211,200 164,160 0 0 0 0 0 3,920 0: 0 0 Old : 1,019,680: 808,480 851,600 211,200 164,160 0 0 0 0 0 3,920 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 -3,920 0 0 0 0 0 0 0 3,920 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 83.5 20.7 16.1 0.0 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0 Old : 100.0: 79.3 83.5 20.7 16.1 0.0 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 7 . . 0 0 0 0 0 . 0: Old : 22: 13 7 . . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.2 84.7 91.9 99.2 63.6 84.7 87.3 93.9 Old : 68.2 84.7 91.9 99.2 63.6 84.7 87.3 93.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 293,480: 227,824 245,720 45,000 38,288 2,752 14,784 2,368 1,976 0 1,624 752: 392 0 Old : 293,480: 227,824 245,720 45,000 38,288 2,752 14,784 2,368 1,976 0 1,624 752: 392 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -3,200: -2,024 -4,760 -1,152 1,568 768 -800 0 -384 0 -392 0: 392 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 83.7 15.3 13.0 0.9 5.0 0.8 0.7 0.0 0.6 0.3: 0.1 0.0 Old : 100.0: 77.6 83.7 15.3 13.0 0.9 5.0 0.8 0.7 0.0 0.6 0.3: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 22 17 . . . . . . 0 . .: Old : 36: 22 17 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 51.9 63.6 77.2 37.5 49.9 58.1 67.0 Old : 41.7 51.9 63.6 77.2 37.5 49.9 58.1 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 12,388: 7,975 8,374 1,114 1,461 966 1,187 158 681 80 682 0: 385 66 Old : 12,388: 7,975 8,374 1,114 1,461 966 1,187 158 681 80 682 0: 385 66 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 694: 434 582 106 -176 176 -84 26 84 0 66 0: -22 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.4 67.6 9.0 11.8 7.8 9.6 1.3 5.5 0.6 5.5 0.0: 3.1 0.5 Old : 100.0: 64.4 67.6 9.0 11.8 7.8 9.6 1.3 5.5 0.6 5.5 0.0: 3.1 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 22 18 . . 4 . . . . . 0: Old : 35: 22 18 . . 4 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.2 45.3 61.1 68.4 39.0 39.3 53.0 57.1 Old : 42.2 45.3 61.1 68.4 39.0 39.3 53.0 57.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 369,075: 311,990 295,625 57,085 73,450 0 0 0 0 0 0 0: 0 0 Old : 369,075: 311,990 295,625 57,085 73,450 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -5,500: -3,300 -6,600 -2,200 1,100 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.5 80.1 15.5 19.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 84.5 80.1 15.5 19.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 11 . . 0 0 0 0 0 0 0: Old : 25: 15 11 . . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 79.6 87.9 93.9 60.1 79.6 85.8 92.9 Old : 60.1 79.6 87.9 93.9 60.1 79.6 85.8 92.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWH PER LOT : : : Positions : All : 220,520: 179,610 156,310 1,130 23,280 38,180 0 1,150 1,600 0 0 0: 0 0 Old : 220,520: 179,610 156,310 1,130 23,280 38,180 0 1,150 1,600 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 7,990: 7,220 5,440 770 2,550 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 70.9 0.5 10.6 17.3 0.0 0.5 0.7 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 81.4 70.9 0.5 10.6 17.3 0.0 0.5 0.7 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 19 . . . 0 . . 0 0 0: Old : 26: 16 19 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 47.1 76.0 73.3 43.6 26.3 49.7 37.7 Old : 52.6 47.1 76.0 73.3 43.6 26.3 49.7 37.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 26,007: 17,715 15,082 3,432 6,104 1,670 1,253 0 150 0 1,276 42: 1,745 1,683 Old : 26,007: 17,715 15,082 3,432 6,104 1,670 1,253 0 150 0 1,276 42: 1,745 1,683 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -139: -2,440 1 881 -130 -52 323 -24 -20 0 -22 22: 1,147 86 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.1 58.0 13.2 23.5 6.4 4.8 0.0 0.6 0.0 4.9 0.2: 6.7 6.5 Old : 100.0: 68.1 58.0 13.2 23.5 6.4 4.8 0.0 0.6 0.0 4.9 0.2: 6.7 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 19 18 . . 4 . 0 . 0 . .: Old : 29: 19 18 . . 4 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 47.2 62.9 71.7 29.5 44.8 46.1 62.9 Old : 41.7 47.2 62.9 71.7 29.5 44.8 46.1 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Any multiple of 5 MWh : : : Positions : All : 1,864,260: 1,490,475 1,351,828 118,666 162,337 52,109 50,083 82,915 152,927 0 62,144 0: 0 0 Old : 1,864,260: 1,490,475 1,351,828 118,666 162,337 52,109 50,083 82,915 152,927 0 62,144 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 29,756: 27,143 9,536 405 0 2,208 0 0 0 0 18,012 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 72.5 6.4 8.7 2.8 2.7 4.4 8.2 0.0 3.3 0.0: 0.0 0.0 Old : 100.0: 79.9 72.5 6.4 8.7 2.8 2.7 4.4 8.2 0.0 3.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 25 22 . . . . . . 0 . 0: Old : 40: 25 22 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.2 44.3 69.6 68.4 38.2 38.8 54.1 56.8 Old : 45.2 44.3 69.6 68.4 38.2 38.8 54.1 56.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Any multiple of 16 MWh : : : Positions : All : 651,450: 498,740 466,060 97,010 30,450 40,045 0 57,640 15,655 0 41,600 0: 0 0 Old : 651,450: 498,740 466,060 97,010 30,450 40,045 0 57,640 15,655 0 41,600 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 9,785: 12,345 10,885 0 -1,100 0 0 2,560 -2,560 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 71.5 14.9 4.7 6.1 0.0 8.8 2.4 0.0 6.4 0.0: 0.0 0.0 Old : 100.0: 76.6 71.5 14.9 4.7 6.1 0.0 8.8 2.4 0.0 6.4 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 27 21 . . 4 0 . . 0 . 0: Old : 40: 27 21 . . 4 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 39.1 67.2 66.2 42.0 34.9 63.1 54.3 Old : 43.0 39.1 67.2 66.2 42.0 34.9 63.1 54.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWH : : : Positions : All : 1,106,334: 882,444 1,059,534 177,090 0 46,800 0 0 0 0 0 0: 0 0 Old : 1,106,334: 882,444 1,059,534 177,090 0 46,800 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 3,920: 3,920 3,920 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 95.8 16.0 0.0 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 79.8 95.8 16.0 0.0 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 11 . 0 . 0 0 0 0 0 0: Old : 23: 15 11 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.1 84.7 75.2 96.6 41.8 60.9 58.7 70.6 Old : 48.1 84.7 75.2 96.6 41.8 60.9 58.7 70.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 mwh : : : Positions : All : 367,045: 279,695 337,115 59,650 7,530 22,400 5,300 0 0 0 0 0: 0 0 Old : 367,045: 279,695 337,115 59,650 7,530 22,400 5,300 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 1,100 0 0 0 0 -1,100 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 91.8 16.3 2.1 6.1 1.4 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 76.2 91.8 16.3 2.1 6.1 1.4 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 14 . . . . 0 0 0 0 0: Old : 30: 19 14 . . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.5 74.3 59.8 95.2 31.1 59.8 49.3 71.3 Old : 38.5 74.3 59.8 95.2 31.1 59.8 49.3 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 629,469: 393,949 534,968 64,010 11,471 31,940 113,017 8,204 23,417 0 16,333 3,136: 0 0 Old : 629,469: 393,949 534,968 64,010 11,471 31,940 113,017 8,204 23,417 0 16,333 3,136: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 10,144: 2,064 9,401 1,649 0 -81 6,120 0 0 0 432 392: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.6 85.0 10.2 1.8 5.1 18.0 1.3 3.7 0.0 2.6 0.5: 0.0 0.0 Old : 100.0: 62.6 85.0 10.2 1.8 5.1 18.0 1.3 3.7 0.0 2.6 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 26 24 . . 4 . . . 0 . .: Old : 40: 26 24 . . 4 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.5 54.3 77.9 70.2 51.1 52.0 65.9 62.5 Old : 58.5 54.3 77.9 70.2 51.1 52.0 65.9 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 44,479: 30,141 32,925 5,102 4,069 1,126 6,533 3,372 1,044 0 1,647 212: 321 84 Old : 44,479: 30,141 32,925 5,102 4,069 1,126 6,533 3,372 1,044 0 1,647 212: 321 84 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 1,054: 108 958 -168 103 20 1,072 0 0 0 15 0: 22 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 74.0 11.5 9.1 2.5 14.7 7.6 2.3 0.0 3.7 0.5: 0.7 0.2 Old : 100.0: 67.8 74.0 11.5 9.1 2.5 14.7 7.6 2.3 0.0 3.7 0.5: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 27 28 . . . . . . 0 . .: Old : 45: 27 28 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 48.9 77.0 73.9 46.7 48.1 68.8 72.9 Old : 51.4 48.9 77.0 73.9 46.7 48.1 68.8 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 23,845: 11,514 23,444 9,044 0 77 2,984 0 77 46 144 103: 0 0 Old : 23,845: 11,514 23,444 9,044 0 77 2,984 0 77 46 144 103: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 1,188: 330 1,142 751 0 -27 265 0 0 -160 44 29: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.3 98.3 37.9 0.0 0.3 12.5 0.0 0.3 0.2 0.6 0.4: 0.0 0.0 Old : 100.0: 48.3 98.3 37.9 0.0 0.3 12.5 0.0 0.3 0.2 0.6 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 20 18 . 0 . . 0 . . . .: Old : 33: 20 18 . 0 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 77.7 78.0 89.1 50.4 73.8 70.1 81.4 Old : 51.1 77.7 78.0 89.1 50.4 73.8 70.1 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 173,072: 85,994 166,240 65,312 0 4,544 13,988 0 1,952 1,282 336 0: 0 0 Old : 173,072: 85,994 166,240 65,312 0 4,544 13,988 0 1,952 1,282 336 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -2,578: -1,938 -2,578 -640 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.7 96.1 37.7 0.0 2.6 8.1 0.0 1.1 0.7 0.2 0.0: 0.0 0.0 Old : 100.0: 49.7 96.1 37.7 0.0 2.6 8.1 0.0 1.1 0.7 0.2 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 10 . 0 . . 0 . . . 0: Old : 24: 11 10 . 0 . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 77.9 83.8 94.5 55.7 67.1 73.0 79.1 Old : 61.0 77.9 83.8 94.5 55.7 67.1 73.0 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 585,760: 345,498 501,846 176,633 20,326 11,335 13,834 13,793 38,460 0 0 0: 0 0 Old : 585,760: 345,498 501,846 176,633 20,326 11,335 13,834 13,793 38,460 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 16,400: -376 14,800 15,992 -784 784 0 1,600 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 85.7 30.2 3.5 1.9 2.4 2.4 6.6 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 59.0 85.7 30.2 3.5 1.9 2.4 2.4 6.6 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 18 4 . . . . . 0 0 0: Old : 34: 20 18 4 . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 71.6 65.2 86.2 43.0 59.6 55.3 65.6 Old : 44.6 71.6 65.2 86.2 43.0 59.6 55.3 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 30,531: 23,980 23,829 41 3,635 2,280 3,485 0 362 0 0 0: 383 425 Old : 30,531: 23,980 23,829 41 3,635 2,280 3,485 0 362 0 0 0: 383 425 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -130: -130 -196 22 66 -44 -22 0 44 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.5 78.0 0.1 11.9 7.5 11.4 0.0 1.2 0.0 0.0 0.0: 1.3 1.4 Old : 100.0: 78.5 78.0 0.1 11.9 7.5 11.4 0.0 1.2 0.0 0.0 0.0: 1.3 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 21 . 4 4 . 0 . 0 0 0: Old : 34: 21 21 . 4 4 . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 77.4 66.5 85.6 35.8 57.9 53.7 63.2 Old : 40.0 77.4 66.5 85.6 35.8 57.9 53.7 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 90,188: 58,126 64,515 11,854 0 20,208 0 0 0 0 5,465 0: 0 0 Old : 90,188: 58,126 64,515 11,854 0 20,208 0 0 0 0 5,465 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.4 71.5 13.1 0.0 22.4 0.0 0.0 0.0 0.0 6.1 0.0: 0.0 0.0 Old : 100.0: 64.4 71.5 13.1 0.0 22.4 0.0 0.0 0.0 0.0 6.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 8 11 5 0 . 0 0 0 0 . 0: Old : 21: 8 11 5 0 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.6 75.7 94.4 93.5 46.6 56.7 58.9 63.2 Old : 73.6 75.7 94.4 93.5 46.6 56.7 58.9 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 22,613: 11,824 21,278 6,508 22 847 596 188 0 2,409 0 44: 385 234 Old : 22,613: 11,824 21,278 6,508 22 847 596 188 0 2,409 0 44: 385 234 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -635: -16 -94 -270 22 -348 64 -192 0 0 0 0: -65 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 94.1 28.8 0.1 3.7 2.6 0.8 0.0 10.7 0.0 0.2: 1.7 1.0 Old : 100.0: 52.3 94.1 28.8 0.1 3.7 2.6 0.8 0.0 10.7 0.0 0.2: 1.7 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 18 4 . 4 . . 0 . 0 .: Old : 32: 19 18 4 . 4 . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 51.2 64.3 73.4 41.1 45.3 54.8 63.4 Old : 45.5 51.2 64.3 73.4 41.1 45.3 54.8 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 348,899: 143,527 331,339 136,911 784 15,216 4,704 0 0 46,981 0 1,560: 0 0 Old : 348,899: 143,527 331,339 136,911 784 15,216 4,704 0 0 46,981 0 1,560: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 5,056: 392 10,128 8,952 -784 -4,288 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 95.0 39.2 0.2 4.4 1.3 0.0 0.0 13.5 0.0 0.4: 0.0 0.0 Old : 100.0: 41.1 95.0 39.2 0.2 4.4 1.3 0.0 0.0 13.5 0.0 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 18 4 . . . 0 0 . 0 .: Old : 30: 17 18 4 . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 59.1 80.6 80.3 57.7 47.4 70.5 68.0 Old : 59.5 59.1 80.6 80.3 57.7 47.4 70.5 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 17,679: 9,237 11,143 5,317 4,861 1,378 172 0 84 1,110 0 40: 341 173 Old : 17,679: 9,237 11,143 5,317 4,861 1,378 172 0 84 1,110 0 40: 341 173 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -340: -759 -148 232 -420 186 -42 0 42 0 0 0: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 63.0 30.1 27.5 7.8 1.0 0.0 0.5 6.3 0.0 0.2: 1.9 1.0 Old : 100.0: 52.2 63.0 30.1 27.5 7.8 1.0 0.0 0.5 6.3 0.0 0.2: 1.9 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 21 4 . 4 . 0 . . 0 .: Old : 31: 18 21 4 . 4 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 52.2 67.4 69.2 38.8 44.4 54.1 56.0 Old : 46.0 52.2 67.4 69.2 38.8 44.4 54.1 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 237,982: 99,988 142,731 129,256 88,962 1,609 0 4,680 0 7,129 0 0: 0 0 Old : 237,982: 99,988 142,731 129,256 88,962 1,609 0 4,680 0 7,129 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 1,616: 392 392 0 1,224 0 0 0 0 1,224 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.0 60.0 54.3 37.4 0.7 0.0 2.0 0.0 3.0 0.0 0.0: 0.0 0.0 Old : 100.0: 42.0 60.0 54.3 37.4 0.7 0.0 2.0 0.0 3.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 14 4 . . 0 . 0 . 0 0: Old : 29: 15 14 4 . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.1 67.6 87.3 90.4 63.5 67.6 76.2 80.2 Old : 70.1 67.6 87.3 90.4 63.5 67.6 76.2 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 31,317: 21,385 26,066 6,015 77 995 0 1,257 2,922 0 0 0: 0 0 Old : 31,317: 21,385 26,066 6,015 77 995 0 1,257 2,922 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 224: 23 -390 201 0 0 0 614 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.3 83.2 19.2 0.2 3.2 0.0 4.0 9.3 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 68.3 83.2 19.2 0.2 3.2 0.0 4.0 9.3 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 20 . . . 0 . . 0 0 0: Old : 30: 19 20 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 52.0 76.5 75.6 46.8 40.5 57.6 57.0 Old : 52.8 52.0 76.5 75.6 46.8 40.5 57.6 57.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25 MWh : : : Positions : All : 219,989: 191,970 128,149 1,937 67,991 23,521 2,233 0 328 0 0 0: 0 0 Old : 219,989: 191,970 128,149 1,937 67,991 23,521 2,233 0 328 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -929: -624 -929 0 305 -305 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 58.3 0.9 30.9 10.7 1.0 0.0 0.1 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 87.3 58.3 0.9 30.9 10.7 1.0 0.0 0.1 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 15 . . . . 0 . 0 0 0: Old : 27: 14 15 . . . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 63.7 79.7 82.5 45.8 52.9 62.9 64.7 Old : 54.5 63.7 79.7 82.5 45.8 52.9 62.9 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 780,180: 696,025 628,353 42,960 24,712 41,195 0 85,920 0 0 0 0: 0 0 Old : 780,180: 696,025 628,353 42,960 24,712 41,195 0 85,920 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 80.5 5.5 3.2 5.3 0.0 11.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.2 80.5 5.5 3.2 5.3 0.0 11.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 9 . . . 0 . 0 0 0 0: Old : 23: 13 9 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.8 73.7 85.7 94.4 66.8 73.7 80.0 83.9 Old : 66.8 73.7 85.7 94.4 66.8 73.7 80.0 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 250,365: 219,485 217,490 19,200 9,420 11,680 0 11,775 0 0 0 0: 0 0 Old : 250,365: 219,485 217,490 19,200 9,420 11,680 0 11,775 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.7 86.9 7.7 3.8 4.7 0.0 4.7 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 87.7 86.9 7.7 3.8 4.7 0.0 4.7 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 11 . . . 0 . 0 0 0 0: Old : 28: 17 11 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 68.6 75.8 89.4 57.2 64.0 72.0 78.9 Old : 57.5 68.6 75.8 89.4 57.2 64.0 72.0 78.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 135,740: 99,140 130,000 30,860 0 5,740 0 0 0 0 0 0: 0 0 Old : 135,740: 99,140 130,000 30,860 0 5,740 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -1,100: 0 -1,100 -1,100 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 95.8 22.7 0.0 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 73.0 95.8 22.7 0.0 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 10 . 0 . 0 0 0 0 0 0: Old : 20: 12 10 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 78.0 86.0 95.0 58.7 69.7 78.0 80.8 Old : 59.6 78.0 86.0 95.0 58.7 69.7 78.0 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 Mwh : : : Positions : All : 241,615: 193,065 125,965 40,950 108,050 7,600 0 0 0 0 0 0: 0 0 Old : 241,615: 193,065 125,965 40,950 108,050 7,600 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 52.1 16.9 44.7 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 79.9 52.1 16.9 44.7 3.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 11 . . . 0 0 0 0 0 0: Old : 25: 14 11 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 79.1 90.5 95.9 61.7 78.0 87.6 92.7 Old : 62.4 79.1 90.5 95.9 61.7 78.0 87.6 92.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 Mwh : : : Positions : All : 824,827: 646,301 409,027 170,646 407,920 7,880 0 0 0 0 0 0: 0 0 Old : 824,827: 646,301 409,027 170,646 407,920 7,880 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 1,960 1,960 0 -1,960 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.4 49.6 20.7 49.5 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.4 49.6 20.7 49.5 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 8 4 . . 0 0 0 0 0 0: Old : 22: 11 8 4 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.4 86.3 91.4 99.3 64.2 86.3 90.2 98.5 Old : 64.4 86.3 91.4 99.3 64.2 86.3 90.2 98.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 154,205: 123,015 127,045 10,190 6,600 20,560 0 0 0 440 0 0: 0 0 Old : 154,205: 123,015 127,045 10,190 6,600 20,560 0 0 0 440 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 1,100: 1,100 1,100 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 82.4 6.6 4.3 13.3 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 79.8 82.4 6.6 4.3 13.3 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 11 . . . 0 0 0 . 0 0: Old : 23: 15 11 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 63.3 75.7 85.0 37.1 55.5 54.6 64.4 Old : 44.5 63.3 75.7 85.0 37.1 55.5 54.6 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mwh : : : Positions : All : 523,919: 410,889 423,537 36,967 24,319 76,063 0 0 0 0 0 0: 0 0 Old : 523,919: 410,889 423,537 36,967 24,319 76,063 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.4 80.8 7.1 4.6 14.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.4 80.8 7.1 4.6 14.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 9 . . . 0 0 0 0 0 0: Old : 21: 14 9 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 73.4 82.5 93.3 41.2 61.3 59.0 66.1 Old : 51.6 73.4 82.5 93.3 41.2 61.3 59.0 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 193,825: 168,250 157,100 2,200 18,030 18,695 0 0 0 4,680 0 0: 0 0 Old : 193,825: 168,250 157,100 2,200 18,030 18,695 0 0 0 4,680 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 2,100: 3,200 2,100 0 1,100 -1,100 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.8 81.1 1.1 9.3 9.6 0.0 0.0 0.0 2.4 0.0 0.0: 0.0 0.0 Old : 100.0: 86.8 81.1 1.1 9.3 9.6 0.0 0.0 0.0 2.4 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 20 10 . 4 . 0 0 0 . 0 0: Old : 29: 20 10 . 4 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 69.3 72.3 88.3 44.8 59.5 66.2 72.9 Old : 48.0 69.3 72.3 88.3 44.8 59.5 66.2 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 571,432: 492,118 474,102 24,304 42,320 55,010 0 0 0 0 0 0: 0 0 Old : 571,432: 492,118 474,102 24,304 42,320 55,010 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 7,772: 7,772 7,772 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 83.0 4.3 7.4 9.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 86.1 83.0 4.3 7.4 9.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 14 7 . . . 0 0 0 0 0 0: Old : 20: 14 7 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 73.3 75.8 93.7 51.3 61.7 70.4 77.1 Old : 51.3 73.3 75.8 93.7 51.3 61.7 70.4 77.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 1,156,795: 1,079,895 1,145,067 73,764 4,672 3,136 0 3,920 0 0 0 0: 0 0 Old : 1,156,795: 1,079,895 1,145,067 73,764 4,672 3,136 0 3,920 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 255,016: 251,880 251,880 0 -3,920 3,136 0 3,920 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.4 99.0 6.4 0.4 0.3 0.0 0.3 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 93.4 99.0 6.4 0.4 0.3 0.0 0.3 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 7 . . . 0 . 0 0 0 0: Old : 24: 15 7 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.3 97.1 90.6 99.7 70.3 96.4 89.5 98.0 Old : 70.3 97.1 90.6 99.7 70.3 96.4 89.5 98.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 329,150: 313,370 324,720 11,350 0 4,430 0 0 0 0 0 0: 0 0 Old : 329,150: 313,370 324,720 11,350 0 4,430 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 59,400: 59,400 59,400 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.2 98.7 3.4 0.0 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 95.2 98.7 3.4 0.0 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 22 7 . 0 . 0 0 0 0 0 0: Old : 31: 22 7 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.3 94.0 82.1 99.6 64.3 93.7 81.9 98.3 Old : 64.3 94.0 82.1 99.6 64.3 93.7 81.9 98.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 6,686,920: 5,079,352 6,333,005 1,096,249 134,832 219,083 158,968 0 0 133,268 0 0: 0 0 Old : 6,686,920: 5,079,352 6,333,005 1,096,249 134,832 219,083 158,968 0 0 133,268 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 295,017: 263,838 326,438 33,020 -25,660 -5,761 3,920 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 94.7 16.4 2.0 3.3 2.4 0.0 0.0 2.0 0.0 0.0: 0.0 0.0 Old : 100.0: 76.0 94.7 16.4 2.0 3.3 2.4 0.0 0.0 2.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 32 28 4 . 4 . 0 0 . 0 0: Old : 47: 32 28 4 . 4 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 62.1 62.0 79.4 34.3 55.0 49.8 66.0 Old : 38.7 62.1 62.0 79.4 34.3 55.0 49.8 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 2,315,500: 1,830,335 2,201,885 340,460 32,040 76,075 33,230 2,200 0 35,400 3,300 0: 0 0 Old : 2,315,500: 1,830,335 2,201,885 340,460 32,040 76,075 33,230 2,200 0 35,400 3,300 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 49,260: 26,515 59,810 21,895 -7,000 -250 0 0 0 1,100 -3,300 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.0 95.1 14.7 1.4 3.3 1.4 0.1 0.0 1.5 0.1 0.0: 0.0 0.0 Old : 100.0: 79.0 95.1 14.7 1.4 3.3 1.4 0.1 0.0 1.5 0.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 34 32 5 . 4 . . 0 . . 0: Old : 55: 34 32 5 . 4 . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 59.2 59.8 76.8 33.4 55.0 52.1 69.6 Old : 35.1 59.2 59.8 76.8 33.4 55.0 52.1 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 2,683,802: 1,635,541 1,456,257 170,366 320,105 185,539 0 181,196 43,695 555,176 405,725 91,285: 2,200 0 Old : 2,683,802: 1,635,541 1,456,257 170,366 320,105 185,539 0 181,196 43,695 555,176 405,725 91,285: 2,200 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 87,289: 50,155 50,323 31,218 5,350 -4,109 0 2,200 0 1,425 27,125 6,400: 2,200 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 54.3 6.3 11.9 6.9 0.0 6.8 1.6 20.7 15.1 3.4: 0.1 0.0 Old : 100.0: 60.9 54.3 6.3 11.9 6.9 0.0 6.8 1.6 20.7 15.1 3.4: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 36 32 5 5 8 0 4 . 5 5 6: Old : 65: 36 32 5 5 8 0 4 . 5 5 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 45.8 60.1 63.1 46.8 42.3 58.0 57.9 Old : 46.9 45.8 60.1 63.1 46.8 42.3 58.0 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :MWh (Megawatt Hours) : : : Positions : All : 5,328,305: 4,437,767 3,847,459 219,085 533,572 394,507 84,655 82,335 93,479 44,759 322,900 54,053: 0 0 Old : 5,328,305: 4,437,767 3,847,459 219,085 533,572 394,507 84,655 82,335 93,479 44,759 322,900 54,053: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -7,854: -31,374 -29,819 -2,370 -27,445 25,890 0 0 0 0 23,520 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 72.2 4.1 10.0 7.4 1.6 1.5 1.8 0.8 6.1 1.0: 0.0 0.0 Old : 100.0: 83.3 72.2 4.1 10.0 7.4 1.6 1.5 1.8 0.8 6.1 1.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 30 25 4 4 4 . . . . . 4: Old : 51: 30 25 4 4 4 . . . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 65.4 61.8 80.6 43.6 59.2 59.5 71.9 Old : 43.9 65.4 61.8 80.6 43.6 59.2 59.5 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 MWh : : : Positions : All : 661,305: 559,555 520,475 84,780 123,680 16,310 0 180 660 0 0 0: 0 0 Old : 661,305: 559,555 520,475 84,780 123,680 16,310 0 180 660 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 385: 1,985 -17,740 -7,000 12,725 5,400 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 78.7 12.8 18.7 2.5 0.0 0.0 0.1 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 84.6 78.7 12.8 18.7 2.5 0.0 0.0 0.1 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 27 10 4 . . 0 . . 0 0 0: Old : 34: 27 10 4 . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 69.0 67.0 92.7 43.3 66.5 63.9 82.2 Old : 43.5 69.0 67.0 92.7 43.3 66.5 63.9 82.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :5 MWh : : : Positions : All : 2,150,302: 1,880,881 1,719,976 186,093 332,380 83,328 0 14,618 0 0 0 0: 0 0 Old : 2,150,302: 1,880,881 1,719,976 186,093 332,380 83,328 0 14,618 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 29,008: 25,872 4,032 -25,660 -3,820 28,796 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.5 80.0 8.7 15.5 3.9 0.0 0.7 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 87.5 80.0 8.7 15.5 3.9 0.0 0.7 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 24 11 . . . 0 . 0 0 0 0: Old : 33: 24 11 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 67.2 72.3 88.7 50.3 66.1 68.5 80.0 Old : 50.3 67.2 72.3 88.7 50.3 66.1 68.5 80.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 44,039: 37,718 15,736 520 23,344 1,282 170 1,512 1,332 1,938 0 52: 1,027 781 Old : 44,039: 37,718 15,736 520 23,344 1,282 170 1,512 1,332 1,938 0 52: 1,027 781 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 301: -475 679 130 -780 -69 -200 380 20 272 -8 -8: 631 87 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 35.7 1.2 53.0 2.9 0.4 3.4 3.0 4.4 0.0 0.1: 2.3 1.8 Old : 100.0: 85.6 35.7 1.2 53.0 2.9 0.4 3.4 3.0 4.4 0.0 0.1: 2.3 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 21 25 . 5 5 . . . 4 0 .: Old : 40: 21 25 . 5 5 . . . 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 58.5 73.9 78.0 58.8 57.2 70.1 75.0 Old : 60.7 58.5 73.9 78.0 58.8 57.2 70.1 75.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 9,484: 4,408 6,526 498 426 1,212 1,626 0 668 70 0 106: 896 546 Old : 9,484: 4,408 6,526 498 426 1,212 1,626 0 668 70 0 106: 896 546 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 82: 80 0 -60 60 -24 160 0 -60 -120 0 106: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.5 68.8 5.3 4.5 12.8 17.1 0.0 7.0 0.7 0.0 1.1: 9.4 5.8 Old : 100.0: 46.5 68.8 5.3 4.5 12.8 17.1 0.0 7.0 0.7 0.0 1.1: 9.4 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 8 . . 4 . 0 . . 0 .: Old : 20: 11 8 . . 4 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 60.4 68.7 81.1 39.6 54.8 54.2 62.4 Old : 45.1 60.4 68.7 81.1 39.6 54.8 54.2 62.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5 MEGAWATTS PER HOUR) : : : Positions : All : 5,343: 4,614 2,186 0 1,300 11 0 952 0 0 0 0: 718 894 Old : 5,343: 4,614 2,186 0 1,300 11 0 952 0 0 0 0: 718 894 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.4 40.9 0.0 24.3 0.2 0.0 17.8 0.0 0.0 0.0 0.0: 13.4 16.7 Old : 100.0: 86.4 40.9 0.0 24.3 0.2 0.0 17.8 0.0 0.0 0.0 0.0: 13.4 16.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 16 9 0 . . 0 . 0 0 0 0: Old : 20: 16 9 0 . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 46.8 74.4 68.6 41.4 42.1 55.1 54.6 Old : 52.6 46.8 74.4 68.6 41.4 42.1 55.1 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5 MEGAWATTS PER HOUR) : : : Positions : All : 9,834: 4,588 6,624 1,278 0 1,008 1,390 240 170 0 642 736: 664 414 Old : 9,834: 4,588 6,624 1,278 0 1,008 1,390 240 170 0 642 736: 664 414 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 67.4 13.0 0.0 10.3 14.1 2.4 1.7 0.0 6.5 7.5: 6.8 4.2 Old : 100.0: 46.7 67.4 13.0 0.0 10.3 14.1 2.4 1.7 0.0 6.5 7.5: 6.8 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 15 . 0 . . . . 0 . .: Old : 26: 15 15 . 0 . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 43.6 66.6 68.7 35.0 34.3 51.4 54.8 Old : 44.6 43.6 66.6 68.7 35.0 34.3 51.4 54.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 15,514: 9,088 10,854 1,572 200 1,674 0 558 1,332 180 0 0: 1,668 896 Old : 15,514: 9,088 10,854 1,572 200 1,674 0 558 1,332 180 0 0: 1,668 896 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 444: 72 484 372 -40 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 70.0 10.1 1.3 10.8 0.0 3.6 8.6 1.2 0.0 0.0: 10.8 5.8 Old : 100.0: 58.6 70.0 10.1 1.3 10.8 0.0 3.6 8.6 1.2 0.0 0.0: 10.8 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 17 4 . 4 0 . . . 0 0: Old : 30: 18 17 4 . 4 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.7 48.1 53.0 69.4 23.3 41.8 34.4 49.1 Old : 33.7 48.1 53.0 69.4 23.3 41.8 34.4 49.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 33,673: 29,754 29,084 2,681 3,351 1,150 0 88 0 88 0 0: 0 0 Old : 33,673: 29,754 29,084 2,681 3,351 1,150 0 88 0 88 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 264: 176 176 0 0 0 0 88 0 88 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 86.4 8.0 10.0 3.4 0.0 0.3 0.0 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 88.4 86.4 8.0 10.0 3.4 0.0 0.3 0.0 0.3 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 13 . . . 0 . 0 . 0 0: Old : 31: 16 13 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 74.7 79.0 90.9 54.6 70.3 79.0 86.5 Old : 54.6 74.7 79.0 90.9 54.6 70.3 79.0 86.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 646,098: 570,938 591,826 50,375 29,487 24,785 0 0 0 0 0 0: 0 0 Old : 646,098: 570,938 591,826 50,375 29,487 24,785 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 91.6 7.8 4.6 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 88.4 91.6 7.8 4.6 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 17 12 . . . 0 0 0 0 0 0: Old : 25: 17 12 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 85.4 74.3 96.4 47.8 82.1 73.6 91.1 Old : 48.5 85.4 74.3 96.4 47.8 82.1 73.6 91.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 21,571: 17,410 6,140 1,653 1,426 322 0 0 0 2,058 13,299 0: 128 384 Old : 21,571: 17,410 6,140 1,653 1,426 322 0 0 0 2,058 13,299 0: 128 384 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 28.5 7.7 6.6 1.5 0.0 0.0 0.0 9.5 61.7 0.0: 0.6 1.8 Old : 100.0: 80.7 28.5 7.7 6.6 1.5 0.0 0.0 0.0 9.5 61.7 0.0: 0.6 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 9 7 . . . 0 0 0 . . 0: Old : 21: 9 7 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.0 86.1 86.9 96.7 62.8 84.9 85.4 95.5 Old : 64.0 86.1 86.9 96.7 62.8 84.9 85.4 95.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 46,975: 31,900 44,700 12,290 0 2,275 0 0 0 0 0 0: 510 0 Old : 46,975: 31,900 44,700 12,290 0 2,275 0 0 0 0 0 0: 510 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.9 95.2 26.2 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0 Old : 100.0: 67.9 95.2 26.2 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 16 . 0 . 0 0 0 0 0 0: Old : 22: 10 16 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.4 45.5 93.2 73.2 69.5 45.5 82.7 70.1 Old : 74.4 45.5 93.2 73.2 69.5 45.5 82.7 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 MEGAWATT HOURS) : : : Positions : All : 696,812: 569,764 629,653 117,688 57,799 9,360 0 0 0 0 0 0: 0 0 Old : 696,812: 569,764 629,653 117,688 57,799 9,360 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 90.4 16.9 8.3 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 81.8 90.4 16.9 8.3 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 14 . . . 0 0 0 0 0 0: Old : 25: 13 14 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.3 48.3 92.1 78.7 75.4 42.7 81.4 67.1 Old : 79.3 48.3 92.1 78.7 75.4 42.7 81.4 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 70,038: 38,888 43,618 11,422 20,564 3,108 7,410 640 1,275 7,680 705 0: 255 128 Old : 70,038: 38,888 43,618 11,422 20,564 3,108 7,410 640 1,275 7,680 705 0: 255 128 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 1,738: -22 1,738 0 0 0 1,760 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 62.3 16.3 29.4 4.4 10.6 0.9 1.8 11.0 1.0 0.0: 0.4 0.2 Old : 100.0: 55.5 62.3 16.3 29.4 4.4 10.6 0.9 1.8 11.0 1.0 0.0: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 17 14 4 . . . . . . . 0: Old : 35: 17 14 4 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.3 53.1 70.5 75.5 40.4 49.6 60.0 65.8 Old : 44.3 53.1 70.5 75.5 40.4 49.6 60.0 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,530,917: 1,009,643 840,197 132,367 251,349 74,280 0 309,340 0 308,846 49,970 5,781: 0 0 Old : 1,530,917: 1,009,643 840,197 132,367 251,349 74,280 0 309,340 0 308,846 49,970 5,781: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -1,943: -1,943 -1,943 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 54.9 8.6 16.4 4.9 0.0 20.2 0.0 20.2 3.3 0.4: 0.0 0.0 Old : 100.0: 66.0 54.9 8.6 16.4 4.9 0.0 20.2 0.0 20.2 3.3 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 20 21 . 4 4 0 . 0 . . .: Old : 41: 20 21 . 4 4 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 48.8 75.6 69.6 50.5 48.5 68.6 66.5 Old : 51.3 48.8 75.6 69.6 50.5 48.5 68.6 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 23,857: 15,749 16,945 7,624 3,455 0 0 2,162 0 0 364 484: 0 447 Old : 23,857: 15,749 16,945 7,624 3,455 0 0 2,162 0 0 364 484: 0 447 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 924: 568 0 0 1,100 0 0 0 0 0 -660 484: -128 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 71.0 32.0 14.5 0.0 0.0 9.1 0.0 0.0 1.5 2.0: 0.0 1.9 Old : 100.0: 66.0 71.0 32.0 14.5 0.0 0.0 9.1 0.0 0.0 1.5 2.0: 0.0 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 10 . . 0 0 . 0 0 . .: Old : 22: 11 10 . . 0 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 77.1 87.1 91.7 57.7 67.0 75.5 79.6 Old : 60.5 77.1 87.1 91.7 57.7 67.0 75.5 79.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 42,980: 28,968 30,995 11,927 0 1,959 0 10,026 0 126 0 0: 0 0 Old : 42,980: 28,968 30,995 11,927 0 1,959 0 10,026 0 126 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.4 72.1 27.8 0.0 4.6 0.0 23.3 0.0 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 67.4 72.1 27.8 0.0 4.6 0.0 23.3 0.0 0.3 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 12 5 0 . 0 . 0 . 0 0: Old : 25: 12 12 5 0 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 74.1 81.3 90.5 48.3 54.1 67.4 69.0 Old : 54.0 74.1 81.3 90.5 48.3 54.1 67.4 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 47,396: 29,730 21,044 1,443 5,859 6,847 4,355 0 1,820 697 9,322 2,504: 0 0 Old : 47,396: 29,730 21,044 1,443 5,859 6,847 4,355 0 1,820 697 9,322 2,504: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 44.4 3.0 12.4 14.4 9.2 0.0 3.8 1.5 19.7 5.3: 0.0 0.0 Old : 100.0: 62.7 44.4 3.0 12.4 14.4 9.2 0.0 3.8 1.5 19.7 5.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 11 . 4 . . 0 . . . .: Old : 31: 18 11 . 4 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 66.8 67.3 88.3 29.2 53.0 49.4 61.7 Old : 45.9 66.8 67.3 88.3 29.2 53.0 49.4 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 35,684: 26,851 28,239 4,495 1,601 2,090 0 0 0 0 1,761 1,694: 554 299 Old : 35,684: 26,851 28,239 4,495 1,601 2,090 0 0 0 0 1,761 1,694: 554 299 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : -440: 328 -1,040 -768 88 0 0 0 0 0 512 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 79.1 12.6 4.5 5.9 0.0 0.0 0.0 0.0 4.9 4.7: 1.6 0.8 Old : 100.0: 75.2 79.1 12.6 4.5 5.9 0.0 0.0 0.0 0.0 4.9 4.7: 1.6 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 15 . . . 0 0 0 0 . .: Old : 25: 16 15 . . . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 58.7 75.7 81.9 42.4 53.6 60.1 69.5 Old : 49.0 58.7 75.7 81.9 42.4 53.6 60.1 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 40,224: 36,845 29,181 766 7,603 2,380 0 0 0 0 955 105: 128 0 Old : 40,224: 36,845 29,181 766 7,603 2,380 0 0 0 0 955 105: 128 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 344: 344 344 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.6 72.5 1.9 18.9 5.9 0.0 0.0 0.0 0.0 2.4 0.3: 0.3 0.0 Old : 100.0: 91.6 72.5 1.9 18.9 5.9 0.0 0.0 0.0 0.0 2.4 0.3: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 16 . 5 4 0 0 0 0 . .: Old : 30: 16 16 . 5 4 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 51.6 73.1 73.4 42.6 44.9 63.0 60.6 Old : 46.8 51.6 73.1 73.4 42.6 44.9 63.0 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 18,986: 14,084 15,918 3,387 1,660 1,259 0 0 0 0 0 0: 256 149 Old : 18,986: 14,084 15,918 3,387 1,660 1,259 0 0 0 0 0 0: 256 149 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 110: 110 110 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 83.8 17.8 8.7 6.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.8 Old : 100.0: 74.2 83.8 17.8 8.7 6.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 11 4 . . 0 0 0 0 0 0: Old : 21: 13 11 4 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 59.9 82.0 86.4 54.0 55.0 66.0 69.6 Old : 59.0 59.9 82.0 86.4 54.0 55.0 66.0 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 403,085: 233,982 340,518 112,646 35,535 0 16,387 0 23,480 13,038 0 3,552: 0 0 Old : 403,085: 233,982 340,518 112,646 35,535 0 16,387 0 23,480 13,038 0 3,552: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.0 84.5 27.9 8.8 0.0 4.1 0.0 5.8 3.2 0.0 0.9: 0.0 0.0 Old : 100.0: 58.0 84.5 27.9 8.8 0.0 4.1 0.0 5.8 3.2 0.0 0.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 14 . . 0 . 0 . . 0 .: Old : 26: 13 14 . . 0 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 63.6 79.6 84.7 41.8 48.3 55.0 60.5 Old : 60.0 63.6 79.6 84.7 41.8 48.3 55.0 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 910,721: 718,801 628,574 69,086 93,600 99,514 0 65,713 23,320 0 0 0: 0 0 Old : 910,721: 718,801 628,574 69,086 93,600 99,514 0 65,713 23,320 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 2,744: 2,744 784 0 0 0 0 1,960 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 69.0 7.6 10.3 10.9 0.0 7.2 2.6 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.9 69.0 7.6 10.3 10.9 0.0 7.2 2.6 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 19 . . . 0 . . 0 0 0: Old : 27: 14 19 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 51.7 77.2 75.0 29.4 26.4 41.6 39.4 Old : 54.4 51.7 77.2 75.0 29.4 26.4 41.6 39.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,161,298: 598,841 563,569 190,814 44,431 46,898 263,005 0 0 54,258 498,918 7,482: 0 0 Old : 1,161,298: 598,841 563,569 190,814 44,431 46,898 263,005 0 0 54,258 498,918 7,482: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 48.5 16.4 3.8 4.0 22.6 0.0 0.0 4.7 43.0 0.6: 0.0 0.0 Old : 100.0: 51.6 48.5 16.4 3.8 4.0 22.6 0.0 0.0 4.7 43.0 0.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 11 4 . 4 . 0 0 . . .: Old : 29: 14 11 4 . 4 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 73.8 78.7 89.9 55.3 71.4 74.7 85.4 Old : 56.1 73.8 78.7 89.9 55.3 71.4 74.7 85.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 418,062: 317,225 386,737 32,004 9,408 21,917 0 0 0 46,916 0 0: 0 0 Old : 418,062: 317,225 386,737 32,004 9,408 21,917 0 0 0 46,916 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.9 92.5 7.7 2.3 5.2 0.0 0.0 0.0 11.2 0.0 0.0: 0.0 0.0 Old : 100.0: 75.9 92.5 7.7 2.3 5.2 0.0 0.0 0.0 11.2 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 12 . . . 0 0 0 . 0 0: Old : 22: 14 12 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.7 80.1 77.1 94.0 42.9 60.1 62.3 67.2 Old : 51.7 80.1 77.1 94.0 42.9 60.1 62.3 67.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 508,228: 366,098 295,926 18,662 48,619 123,468 0 0 0 0 40,215 0: 0 0 Old : 508,228: 366,098 295,926 18,662 48,619 123,468 0 0 0 0 40,215 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 58.2 3.7 9.6 24.3 0.0 0.0 0.0 0.0 7.9 0.0: 0.0 0.0 Old : 100.0: 72.0 58.2 3.7 9.6 24.3 0.0 0.0 0.0 0.0 7.9 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 16 . 4 . 0 0 0 0 . 0: Old : 30: 14 16 . 4 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 53.1 73.6 77.5 30.5 31.1 44.3 44.6 Old : 49.8 53.1 73.6 77.5 30.5 31.1 44.3 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 295,490: 254,934 166,990 7,516 84,099 33,040 0 2,703 0 0 8,658 0: 0 0 Old : 295,490: 254,934 166,990 7,516 84,099 33,040 0 2,703 0 0 8,658 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 0: 0 0 0 1,960 0 0 0 0 0 0 0: 0 -1,960 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 56.5 2.5 28.5 11.2 0.0 0.9 0.0 0.0 2.9 0.0: 0.0 0.0 Old : 100.0: 86.3 56.5 2.5 28.5 11.2 0.0 0.9 0.0 0.0 2.9 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 . . . 0 . 0 0 . 0: Old : 22: 13 10 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.6 80.7 92.8 95.2 48.4 40.6 52.9 49.9 Old : 69.6 80.7 92.8 95.2 48.4 40.6 52.9 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87 Disaggregated Commitments of Traders - Futures Only, July 30, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatts Per Hour) : : : Positions : All : 391,344: 197,912 282,896 114,432 17,568 79,000 0 11,880 0 0 0 0: 0 0 Old : 391,344: 197,912 282,896 114,432 17,568 79,000 0 11,880 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 23, 2013 : : 5,440: 5,440 7,400 0 0 0 0 -1,960 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.6 72.3 29.2 4.5 20.2 0.0 3.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 50.6 72.3 29.2 4.5 20.2 0.0 3.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 . . . 0 . 0 0 0 0: Old : 22: 13 10 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 65.3 89.5 88.5 46.0 53.0 65.3 66.1 Old : 69.3 65.3 89.5 88.5 46.0 53.0 65.3 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 2, 2013