Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 76,766 : : Positions : : 17,977 38,186 4,806 3,754 2,430 1,151 5,200 5,406 31,491 8,174 12,811 : : : : Changes from: October 29, 2013 : : -192 -2 45 -675 360 125 1,685 115 583 -443 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 49.7 6.3 4.9 3.2 1.5 6.8 7.0 41.0 10.6 16.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 11 11 . . 4 . . . 18 15 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 32,238 : : Positions : : 23,205 7,130 420 3,749 491 0 5,646 125 4,908 11,783 2,829 : : : : Changes from: October 29, 2013 : : -820 65 105 -200 95 0 -155 35 275 0 279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 22.1 1.3 11.6 1.5 0.0 17.5 0.4 15.2 36.6 8.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 8 . . . 0 4 . 7 17 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 174,205 : : Positions : : 108,847 108,835 5,235 15,507 29,125 12,834 0 8,226 5,827 8,546 3,616 : : : : Changes from: October 29, 2013 : : -5,846 -8,885 -4,703 -971 4,679 989 -585 -2,188 -16 819 -522 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 62.5 3.0 8.9 16.7 7.4 0.0 4.7 3.3 4.9 2.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 47 43 . 6 6 7 0 4 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 51,272 : : Positions : : 30,197 40,763 14,499 4,850 2,401 1,595 0 2,504 0 678 76 : : : : Changes from: October 29, 2013 : : -3,026 -2,254 -196 -597 -52 273 -50 -213 0 -48 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 79.5 28.3 9.5 4.7 3.1 0.0 4.9 0.0 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 21 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 454,825 : : Positions : : 309,937 365,915 98,781 40,834 19,598 0 2,641 25,837 672 0 0 : : : : Changes from: October 29, 2013 : : -14,864 -18,686 -3,980 -4,680 -7,232 -2,824 2,641 1,812 672 -271 -672 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 80.5 21.7 9.0 4.3 0.0 0.6 5.7 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,567,892 : : Positions : :1,201,943 1,267,324 85,481 62,751 192,538 55,659 7,466 19,660 5,098 10,640 7,513 : : : : Changes from: October 29, 2013 : : -52,148 -103,877 -45,513 -2,736 17,802 -5,435 1,957 -1,902 -1,160 401 -401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 80.8 5.5 4.0 12.3 3.5 0.5 1.3 0.3 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 35 39 4 4 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 54,821 : : Positions : : 45,607 27,345 307 8,447 4,076 25 9,407 4,015 438 1,178 353 : : : : Changes from: October 29, 2013 : : 388 594 0 -476 83 -25 -35 51 -280 0 228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 49.9 0.6 15.4 7.4 0.0 17.2 7.3 0.8 2.1 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 332,874 : : Positions : : 217,265 221,056 97,319 34,768 4,799 0 47,529 12,539 0 11,231 952 : : : : Changes from: October 29, 2013 : : 4,098 4,116 961 0 943 0 943 -943 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 66.4 29.2 10.4 1.4 0.0 14.3 3.8 0.0 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 549,116 : : Positions : : 423,924 398,070 49,510 103,829 37,130 26,808 0 8,150 2,033 0 1,561 : : : : Changes from: October 29, 2013 : : -6,503 -16,590 -12,412 -376 10,149 2,325 0 -775 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 72.5 9.0 18.9 6.8 4.9 0.0 1.5 0.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 24 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 50,044 : : Positions : : 28,962 44,705 12,339 1,302 992 1,791 1,078 1,248 3,080 0 378 : : : : Changes from: October 29, 2013 : : -970 -1,972 -810 0 343 0 362 -85 42 0 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 89.3 24.7 2.6 2.0 3.6 2.2 2.5 6.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 26 5 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 mwh : CFTC Code #06439C Open Interest is 2,224,389 : : Positions : :1,977,759 2,177,749 222,930 22,940 23,700 0 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : 242,674 336,274 93,600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 97.9 10.0 1.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439F Open Interest is 998,830 : : Positions : : 885,280 978,880 103,200 0 10,350 0 0 0 0 9,600 0 : : : : Changes from: October 29, 2013 : : 139,230 164,730 25,500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 98.0 10.3 0.0 1.0 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439K Open Interest is 995,120 : : Positions : : 803,600 893,760 191,520 93,600 0 0 4,000 0 0 3,760 0 : : : : Changes from: October 29, 2013 : : 58,800 62,800 4,000 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 89.8 19.2 9.4 0.0 0.0 0.4 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 298,208 : : Positions : : 212,448 252,248 39,608 11,288 32,328 11,848 1,184 1,160 816 0 0 : : : : Changes from: October 29, 2013 : : 5,136 3,520 -800 0 0 -1,224 0 0 408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 84.6 13.3 3.8 10.8 4.0 0.4 0.4 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 14,604 : : Positions : : 10,064 9,299 1,778 2,919 849 1,356 6 275 9 678 60 : : : : Changes from: October 29, 2013 : : 2 -18 0 -64 0 -21 -63 63 0 62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 63.7 12.2 20.0 5.8 9.3 0.0 1.9 0.1 4.6 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 5MWh : CFTC Code #0643A8 Open Interest is 1,149,105 : : Positions : : 978,028 646,715 23,540 197,460 117,650 27,460 0 0 0 184,853 2,427 : : : : Changes from: October 29, 2013 : : 1,653 -179,370 0 -3,830 -8,020 0 0 0 0 184,853 2,427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 56.3 2.0 17.2 10.2 2.4 0.0 0.0 0.0 16.1 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643AZ Open Interest is 349,945 : : Positions : : 294,830 281,795 51,815 67,000 1,150 2,150 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : 13,750 13,750 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 80.5 14.8 19.1 0.3 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV 16 MWH PER LOT : CFTC Code #0643B1 Open Interest is 221,200 : : Positions : : 176,770 148,636 6,375 38,734 33,830 4,225 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : 12,775 6,711 0 6,064 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 67.2 2.9 17.5 15.3 1.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 20 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 23,788 : : Positions : : 16,900 14,805 1,391 4,106 2,164 1,033 0 292 0 1,248 0 : : : : Changes from: October 29, 2013 : : -2 -325 -278 -39 22 -212 0 63 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 62.2 5.8 17.3 9.1 4.3 0.0 1.2 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Any multiple of 5 MWh : CFTC Code #0643B9 Open Interest is 2,548,348 : : Positions : :1,972,603 1,942,567 182,049 92,530 149,646 63,317 80,835 180,733 0 102,037 0 : : : : Changes from: October 29, 2013 : : 45,894 28,197 -401 -9,360 401 -26,656 0 -744 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 76.2 7.1 3.6 5.9 2.5 3.2 7.1 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 25 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Any multiple of 16 MWh : CFTC Code #0643BA Open Interest is 808,520 : : Positions : : 605,250 574,949 106,315 48,930 49,830 4,900 55,536 40,385 0 35,440 0 : : : : Changes from: October 29, 2013 : : -1,588 862 -910 -1,520 -1,030 3,450 0 -3,450 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 71.1 13.1 6.1 6.2 0.6 6.9 5.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 23 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWH : CFTC Code #0643BC Open Interest is 2,344,721 : : Positions : :2,191,871 2,297,921 117,300 11,250 35,550 0 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : 148,630 148,630 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 98.0 5.0 0.5 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #0643BE Open Interest is 699,580 : : Positions : : 640,980 682,400 47,850 7,580 9,600 1,150 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : 48,825 47,775 0 0 0 -1,050 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 97.5 6.8 1.1 1.4 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 576,629 : : Positions : : 312,357 521,520 93,293 10,598 21,563 115,087 1,548 20,656 12,553 0 744 : : : : Changes from: October 29, 2013 : : -21,132 -11,634 9,602 0 -800 -480 408 -744 408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 90.4 16.2 1.8 3.7 20.0 0.3 3.6 2.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 27 5 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 41,617 : : Positions : : 25,119 33,783 6,032 2,434 1,825 6,490 2,287 913 501 0 268 : : : : Changes from: October 29, 2013 : : 204 618 605 64 78 -403 -488 -41 -192 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 81.2 14.5 5.8 4.4 15.6 5.5 2.2 1.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 4 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 25,972 : : Positions : : 14,220 24,592 4,957 0 817 5,415 0 538 25 25 0 : : : : Changes from: October 29, 2013 : : 101 282 -152 0 152 308 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 94.7 19.1 0.0 3.1 20.8 0.0 2.1 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 267,959 : : Positions : : 106,883 245,436 34,128 4,925 16,245 100,517 0 665 9,521 688 0 : : : : Changes from: October 29, 2013 : : 2,263 3,206 0 0 0 943 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 91.6 12.7 1.8 6.1 37.5 0.0 0.2 3.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 583,201 : : Positions : : 330,462 547,379 210,836 0 1,504 6,898 1,193 33,125 0 0 0 : : : : Changes from: October 29, 2013 : : -8,642 -8,642 -376 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 93.9 36.2 0.0 0.3 1.2 0.2 5.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 20 5 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 32,999 : : Positions : : 22,871 24,038 338 5,849 2,457 4,142 0 20 2,295 0 0 : : : : Changes from: October 29, 2013 : : 493 682 -67 1,020 0 188 0 0 1,020 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 72.8 1.0 17.7 7.4 12.6 0.0 0.1 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 15 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 7,432 : : Positions : : 3,390 4,933 1,345 269 1,239 0 0 0 0 591 21 : : : : Changes from: October 29, 2013 : : -142 -104 -305 -64 297 0 0 0 0 -69 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 66.4 18.1 3.6 16.7 0.0 0.0 0.0 0.0 8.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 20,615 : : Positions : : 10,255 20,003 5,607 0 446 980 0 0 3,266 0 0 : : : : Changes from: October 29, 2013 : : -721 -1,001 -270 0 -571 -203 0 0 193 0 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 97.0 27.2 0.0 2.2 4.8 0.0 0.0 15.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 5 0 4 . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 312,996 : : Positions : : 113,396 304,380 134,867 2,253 6,363 4,704 0 0 53,666 0 0 : : : : Changes from: October 29, 2013 : : -7,003 -15,193 -5,984 1,128 -1,128 0 0 0 -1,078 0 -376 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 97.2 43.1 0.7 2.0 1.5 0.0 0.0 17.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 16,310 : : Positions : : 7,716 9,843 5,679 3,868 1,817 0 126 254 716 83 21 : : : : Changes from: October 29, 2013 : : -1,131 -695 281 -242 -84 0 -4 0 -92 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 60.3 34.8 23.7 11.1 0.0 0.8 1.6 4.4 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 20 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 204,211 : : Positions : : 73,490 127,622 126,328 74,229 2,360 0 0 0 2,033 0 0 : : : : Changes from: October 29, 2013 : : -13,255 -3,712 2,690 -6,853 2,360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 62.5 61.9 36.3 1.2 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 23,632 : : Positions : : 15,504 18,776 4,357 291 777 0 794 2,994 0 0 0 : : : : Changes from: October 29, 2013 : : -2,053 -1,660 116 135 -486 0 -412 231 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 79.5 18.4 1.2 3.3 0.0 3.4 12.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 134,530 : : Positions : : 117,448 76,240 0 41,208 17,082 0 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : -4,056 -9,360 0 5,304 -6,240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 56.7 0.0 30.6 12.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 0 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643CJ Open Interest is 723,169 : : Positions : : 640,283 557,387 32,176 60,352 50,710 0 54,720 0 0 0 0 : : : : Changes from: October 29, 2013 : : 7,856 15,376 -3,640 -3,640 -120 0 -7,520 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 77.1 4.4 8.3 7.0 0.0 7.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CK Open Interest is 210,845 : : Positions : : 186,475 178,270 9,645 12,575 14,725 0 5,275 0 0 0 0 : : : : Changes from: October 29, 2013 : : -3,745 -4,015 -2,300 -1,955 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 84.6 4.6 6.0 7.0 0.0 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 Mwh : CFTC Code #0643CU Open Interest is 213,975 : : Positions : : 174,575 109,165 37,875 103,285 1,525 0 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : -11,615 -7,015 1,725 -2,875 -2,300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 51.0 17.7 48.3 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 Mwh : CFTC Code #0643CV Open Interest is 729,923 : : Positions : : 590,797 357,915 139,126 372,008 0 0 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : -17,296 -11,280 -7,144 -13,160 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 49.0 19.1 51.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CZ Open Interest is 152,235 : : Positions : : 124,035 114,575 5,350 14,810 22,850 0 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : -2,060 -4,780 -590 2,130 590 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 75.3 3.5 9.7 15.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV mwh : CFTC Code #0643D1 Open Interest is 675,250 : : Positions : : 571,580 524,134 19,600 67,046 84,070 0 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : 93,536 82,248 -2,527 8,761 2,527 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 77.6 2.9 9.9 12.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D4 Open Interest is 193,510 : : Positions : : 181,360 153,695 4,390 34,995 4,820 0 0 0 2,940 0 0 : : : : Changes from: October 29, 2013 : : -14,090 -11,425 3,125 0 -2,210 0 0 0 -460 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 79.4 2.3 18.1 2.5 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D5 Open Interest is 648,168 : : Positions : : 593,872 527,416 13,752 80,208 40,544 0 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : -25,071 -28,831 -1,880 1,880 -3,760 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 81.4 2.1 12.4 6.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D7 Open Interest is 917,104 : : Positions : : 852,663 815,547 49,108 86,224 15,333 0 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : -97,008 -101,144 -4,888 -752 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 88.9 5.4 9.4 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D8 Open Interest is 238,095 : : Positions : : 223,095 208,530 8,295 22,860 6,705 0 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : -28,175 -27,830 -115 -460 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 87.6 3.5 9.6 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DB Open Interest is 7,523,955 : : Positions : :5,131,830 7,268,397 1,943,371 0 255,558 122,248 0 0 70,948 0 0 : : : : Changes from: October 29, 2013 : : -158,668 331,169 499,613 0 -19,792 -8,272 0 0 -1,504 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 96.6 25.8 0.0 3.4 1.6 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 33 26 6 0 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DC Open Interest is 2,451,255 : : Positions : :1,794,765 2,399,915 550,495 0 51,340 32,160 0 0 22,495 0 0 : : : : Changes from: October 29, 2013 : : -113,180 -3,435 107,175 0 -12,995 -1,455 -4,600 0 -575 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 97.9 22.5 0.0 2.1 1.3 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 31 6 0 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DF Open Interest is 2,914,969 : : Positions : :1,725,428 2,002,939 308,235 255,514 199,466 0 132,646 54,330 574,426 216,990 53,085 : : : : Changes from: October 29, 2013 : : -29,629 -12,181 4,392 4,398 -17,982 0 -12,721 11,370 -3,264 -7,997 -3,858 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 68.7 10.6 8.8 6.8 0.0 4.6 1.9 19.7 7.4 1.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 32 4 6 7 0 6 . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV MWh (Megawatt Hours) : CFTC Code #0643DK Open Interest is 6,275,987 : : Positions : :5,385,310 4,961,977 140,049 575,570 408,341 63,647 152,215 128,647 124,156 23,400 25,837 : : : : Changes from: October 29, 2013 : : -124,020 -105,676 7,429 17,749 -37,589 -1,504 -5,640 -752 24,528 0 -1,880 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 79.1 2.2 9.2 6.5 1.0 2.4 2.0 2.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 24 . 5 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DL Open Interest is 592,405 : : Positions : : 529,280 466,235 52,795 115,430 10,330 0 410 0 0 0 0 : : : : Changes from: October 29, 2013 : : -6,795 -14,485 -7,145 775 0 0 -230 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 78.7 8.9 19.5 1.7 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DM Open Interest is 2,081,966 : : Positions : :1,790,471 1,686,121 146,218 246,910 145,277 0 3,658 0 0 0 0 : : : : Changes from: October 29, 2013 : : -58,258 -77,906 3,562 23,962 -14,090 0 -752 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 81.0 7.0 11.9 7.0 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 56,801 : : Positions : : 39,916 21,301 151 17,733 10,469 0 1,850 1,332 659 0 199 : : : : Changes from: October 29, 2013 : : -3,889 -2,298 151 -854 -904 0 -494 -1,227 33 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 37.5 0.3 31.2 18.4 0.0 3.3 2.3 1.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 26 . 6 7 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 7,879 : : Positions : : 3,606 5,413 686 680 942 1,385 0 468 96 0 0 : : : : Changes from: October 29, 2013 : : -454 -480 99 -208 -158 -237 0 0 -48 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 68.7 8.7 8.6 12.0 17.6 0.0 5.9 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #06465K Open Interest is 8,119 : : Positions : : 3,777 6,270 1,332 90 646 1,196 80 284 0 0 0 : : : : Changes from: October 29, 2013 : : -296 -849 8 -68 10 -236 -40 216 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 77.2 16.4 1.1 8.0 14.7 1.0 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 11,314 : : Positions : : 6,486 6,684 386 148 1,420 0 734 1,176 0 0 0 : : : : Changes from: October 29, 2013 : : -870 -1,353 -570 20 -178 0 34 -34 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 59.1 3.4 1.3 12.6 0.0 6.5 10.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 27,410 : : Positions : : 18,475 23,936 6,287 1,152 1,182 0 1,055 0 955 0 0 : : : : Changes from: October 29, 2013 : : -2,470 -2,208 449 187 -603 0 445 0 445 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 87.3 22.9 4.2 4.3 0.0 3.8 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 592,205 : : Positions : : 431,324 566,677 135,353 0 20,848 0 4,680 0 4,680 0 0 : : : : Changes from: October 29, 2013 : : -35,737 -29,328 6,409 0 -6,409 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 95.7 22.9 0.0 3.5 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A38 Open Interest is 14,139 : : Positions : : 10,559 13,261 1,264 134 447 0 0 0 1,572 0 0 : : : : Changes from: October 29, 2013 : : -2,045 -2,091 -46 -207 -69 0 0 0 -207 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 93.8 8.9 0.9 3.2 0.0 0.0 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 49,318 : : Positions : : 26,380 46,789 20,153 0 2,275 0 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : -2,070 -3,059 -989 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 94.9 40.9 0.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 16 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 752,399 : : Positions : : 462,116 709,925 247,809 0 42,474 0 0 0 0 0 0 : : : : Changes from: October 29, 2013 : : 7,736 1,720 -6,016 0 -376 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 94.4 32.9 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 99,133 : : Positions : : 71,990 56,467 11,483 36,136 2,336 9,625 205 2,550 771 1,020 378 : : : : Changes from: October 29, 2013 : : -1,177 -1,489 184 6,278 -598 5,575 -115 0 69 0 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 57.0 11.6 36.5 2.4 9.7 0.2 2.6 0.8 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 18 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,813,255 : : Positions : :1,539,837 1,022,593 54,631 386,731 188,952 0 184,060 23,520 534 1,618 5,781 : : : : Changes from: October 29, 2013 : : -54,888 -7,801 6,392 61,281 -9,897 0 -101,600 23,520 -376 -752 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 56.4 3.0 21.3 10.4 0.0 10.2 1.3 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 . 4 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 28,512 : : Positions : : 15,649 15,266 11,158 2,485 0 0 8,642 1,600 0 118 105 : : : : Changes from: October 29, 2013 : : -2,228 -1,820 4,686 -230 0 0 4,715 0 0 -184 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 53.5 39.1 8.7 0.0 0.0 30.3 5.6 0.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 57,141 : : Positions : : 45,931 44,292 3,443 473 6,361 0 4,735 1,280 126 0 0 : : : : Changes from: October 29, 2013 : : -580 812 -1,055 473 -588 0 -2,920 1,280 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 77.5 6.0 0.8 11.1 0.0 8.3 2.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 55,529 : : Positions : : 39,072 36,646 3,228 9,085 6,468 3,005 0 3,165 426 0 165 : : : : Changes from: October 29, 2013 : : 4,560 1,405 1,426 2,371 -1,436 -2,210 0 930 0 0 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 66.0 5.8 16.4 11.6 5.4 0.0 5.7 0.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 40,436 : : Positions : : 23,392 32,806 11,183 2,685 1,622 0 0 0 1,936 1,020 2,048 : : : : Changes from: October 29, 2013 : : -3,682 -917 1,326 -256 -161 0 0 0 1,183 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 81.1 27.7 6.6 4.0 0.0 0.0 0.0 4.8 2.5 5.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 53,475 : : Positions : : 50,021 34,856 592 15,698 2,716 0 0 0 0 100 105 : : : : Changes from: October 29, 2013 : : -705 -1,273 -901 150 548 0 -391 0 0 -115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 65.2 1.1 29.4 5.1 0.0 0.0 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 . 5 4 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 22,411 : : Positions : : 15,897 18,201 4,413 762 2,019 0 0 0 0 1,280 0 : : : : Changes from: October 29, 2013 : : -720 -776 46 56 -276 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 81.2 19.7 3.4 9.0 0.0 0.0 0.0 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 367,980 : : Positions : : 212,856 308,685 86,506 12,135 0 13,552 3,420 43,740 11,326 0 0 : : : : Changes from: October 29, 2013 : : -12,072 -18,088 -5,264 -5,640 0 -1,128 0 0 -5,264 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 83.9 23.5 3.3 0.0 3.7 0.9 11.9 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 876,681 : : Positions : : 683,764 594,145 55,525 133,015 89,376 0 12,129 48,016 0 0 0 : : : : Changes from: October 29, 2013 : : -46,000 -44,216 -1,880 27,880 -4,360 0 -31,544 23,520 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 67.8 6.3 15.2 10.2 0.0 1.4 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,243,224 : : Positions : : 688,686 1,063,944 214,910 22,591 108,847 168,925 0 47,040 14,014 0 802 : : : : Changes from: October 29, 2013 : : -99,546 -40,666 135,346 -18,366 -28,650 -94,080 0 47,040 -752 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 85.6 17.3 1.8 8.8 13.6 0.0 3.8 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 4 . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 593,562 : : Positions : : 358,758 440,684 4,680 26,750 97,640 0 0 0 132,076 28,080 408 : : : : Changes from: October 29, 2013 : : -14,288 -12,408 0 -3,384 3,720 0 0 0 -1,504 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 74.2 0.8 4.5 16.4 0.0 0.0 0.0 22.3 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 587,737 : : Positions : : 439,436 334,766 39,132 127,747 109,169 0 0 0 0 16,055 0 : : : : Changes from: October 29, 2013 : : 13,619 -10,114 -16,773 9,216 12,597 0 0 0 0 -2,256 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 57.0 6.7 21.7 18.6 0.0 0.0 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 15 . 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A85 Open Interest is 342,844 : : Positions : : 254,777 197,166 28,374 108,704 32,648 0 2,703 0 25,422 0 1,618 : : : : Changes from: October 29, 2013 : : -6,768 -5,264 -2,256 -3,008 0 0 0 0 752 0 -752 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 57.5 8.3 31.7 9.5 0.0 0.8 0.0 7.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatts Per Hour) : CFTC Code #064A87 Open Interest is 412,144 : : Positions : : 170,296 307,568 158,880 12,888 82,968 0 8,720 0 0 0 0 : : : : Changes from: October 29, 2013 : : -25,400 -7,728 19,344 -1,128 -16,592 0 2,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 74.6 38.5 3.1 20.1 0.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 5,477 : : Positions : : 1,847 4,564 2,390 0 740 167 0 42 160 0 130 : : : : Changes from: October 29, 2013 : : 128 230 68 0 47 15 0 4 20 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 83.3 43.6 0.0 13.5 3.0 0.0 0.8 2.9 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 6 0 5 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated November 8, 2013