Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,645 : : Positions : : 4,250 5,445 0 855 0 1,155 0 60 1,470 565 440 : : : : Changes from: May 14, 2013 : : 310 270 0 -45 -45 105 0 0 -65 105 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 71.2 0.0 11.2 0.0 15.1 0.0 0.8 19.2 7.4 5.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 12,821 : : Positions : : 8,516 10,202 533 0 315 545 0 1,335 1,257 706 198 : : : : Changes from: May 14, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 79.6 4.2 0.0 2.5 4.3 0.0 10.4 9.8 5.5 1.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 14 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024653 Open Interest is 22,092 : : Positions : : 11,253 13,640 690 1,153 1,938 925 0 0 2,362 570 4,657 : : : : Changes from: May 14, 2013 : : -18 97 0 83 -54 150 0 0 -2 -50 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 61.7 3.1 5.2 8.8 4.2 0.0 0.0 10.7 2.6 21.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 54,368 : : Positions : : 18,578 19,163 2,039 1,954 2,869 0 5,434 3,428 13,833 8,287 12,918 : : : : Changes from: May 14, 2013 : : 347 1,045 90 -160 220 0 475 359 884 -34 834 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 35.2 3.8 3.6 5.3 0.0 10.0 6.3 25.4 15.2 23.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 15 13 . . 4 0 5 4 13 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 20,096 : : Positions : : 8,105 6,015 200 1,832 405 1,940 870 1,120 4,392 5,880 3,739 : : : : Changes from: May 14, 2013 : : 915 -145 5 275 10 45 20 210 -108 602 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 29.9 1.0 9.1 2.0 9.7 4.3 5.6 21.9 29.3 18.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 8 7 . . . . . . 4 17 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 OTC - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 220,832 : : Positions : : 113,043 144,755 18,976 13,650 32,855 17,577 2,890 14,395 14,525 1,910 8,598 : : : : Changes from: May 14, 2013 : : 3,394 6,895 270 -1,279 -434 53 -813 1,902 1,198 17 942 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 65.5 8.6 6.2 14.9 8.0 1.3 6.5 6.6 0.9 3.9 : : : : Number of Traders in Each Category Total Traders: 80 : : 42 42 . 6 7 8 . 8 10 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 OTC - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 55,780 : : Positions : : 35,100 44,243 12,074 2,986 6,725 390 1 1,285 0 334 206 : : : : Changes from: May 14, 2013 : : -1,278 340 1,231 -623 450 -237 0 210 -25 -26 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 79.3 21.6 5.4 12.1 0.7 0.0 2.3 0.0 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 OTC - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 611,623 : : Positions : : 475,519 449,486 13,199 69,777 84,880 13,551 0 5,216 16,994 0 2,264 : : : : Changes from: May 14, 2013 : : 6,914 30,976 -2,536 -17,333 12,742 2,873 -640 32 4,800 -952 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 73.5 2.2 11.4 13.9 2.2 0.0 0.9 2.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 23 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 OTC - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,680,773 : : Positions : :1,152,161 1,357,680 130,268 112,799 115,234 226,244 31,737 16,442 8,805 15,262 31,619 : : : : Changes from: May 14, 2013 : : 16,081 10,222 -2,511 -1,398 -1,011 -4,680 784 -408 0 -718 -816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 80.8 7.8 6.7 6.9 13.5 1.9 1.0 0.5 0.9 1.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 38 . 5 5 4 . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 74,802 : : Positions : : 58,440 48,538 384 8,208 11,430 544 0 3,540 0 2,622 464 : : : : Changes from: May 14, 2013 : : -1,313 -574 0 -421 510 263 0 -257 0 -55 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 64.9 0.5 11.0 15.3 0.7 0.0 4.7 0.0 3.5 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 23 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 412,117 : : Positions : : 207,602 343,535 186,131 47,112 3,856 0 3,123 13,216 37 0 1,275 : : : : Changes from: May 14, 2013 : : 9,008 9,752 5,360 0 -3,912 -1,493 3,123 1,493 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 83.4 45.2 11.4 0.9 0.0 0.8 3.2 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 591,908 : : Positions : : 397,804 273,737 78,597 114,835 42,635 58,695 9,760 2,383 10,609 147,373 1,185 : : : : Changes from: May 14, 2013 : : 1,138 -2,801 15 -5,448 6,232 0 0 0 0 9,402 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 46.2 13.3 19.4 7.2 9.9 1.6 0.4 1.8 24.9 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 19 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 49,225 : : Positions : : 23,168 23,796 14,200 1,507 702 1,832 518 3,471 5,618 18,552 0 : : : : Changes from: May 14, 2013 : : 2,460 865 -202 20 -43 -492 518 137 0 339 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 48.3 28.8 3.1 1.4 3.7 1.1 7.1 11.4 37.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 24 5 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 1,798,315 : : Positions : :1,656,685 595,240 141,630 3,920 0 0 0 0 0 1,199,155 0 : : : : Changes from: May 14, 2013 : : 24,000 24,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 33.1 7.9 0.2 0.0 0.0 0.0 0.0 0.0 66.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 624,000 : : Positions : : 532,500 208,300 91,500 2,200 0 0 0 0 0 413,500 0 : : : : Changes from: May 14, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 33.4 14.7 0.4 0.0 0.0 0.0 0.0 0.0 66.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 1,053,600 : : Positions : : 802,640 951,040 250,960 102,560 0 0 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 8,000 8,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 90.3 23.8 9.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 281,936 : : Positions : : 231,696 217,328 24,416 55,488 3,176 19,912 3,160 1,984 0 48 752 : : : : Changes from: May 14, 2013 : : -4,264 -2,680 -1,184 0 0 2,768 0 -400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 77.1 8.7 19.7 1.1 7.1 1.1 0.7 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 10,285 : : Positions : : 6,028 6,683 523 1,907 670 1,495 0 487 0 0 0 : : : : Changes from: May 14, 2013 : : 217 750 117 68 -5 130 -213 82 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 65.0 5.1 18.5 6.5 14.5 0.0 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 423,475 : : Positions : : 345,190 368,575 75,085 52,700 2,200 1,000 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 8,540 5,540 -200 3,800 200 1,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 87.0 17.7 12.4 0.5 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 233,230 : : Positions : : 190,895 168,635 2,355 24,065 38,380 0 550 1,600 0 0 0 : : : : Changes from: May 14, 2013 : : -1,600 0 1,600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 72.3 1.0 10.3 16.5 0.0 0.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 29,398 : : Positions : : 21,377 16,570 2,432 6,740 2,500 1,176 194 209 68 1,478 40 : : : : Changes from: May 14, 2013 : : 1,630 786 342 43 -342 82 8 2 -22 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 56.4 8.3 22.9 8.5 4.0 0.7 0.7 0.2 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 1,658,928 : : Positions : :1,305,983 1,282,752 117,863 63,100 58,984 50,451 110,635 117,127 0 17,810 8,520 : : : : Changes from: May 14, 2013 : : 44,502 45,382 0 0 0 0 0 0 0 -880 2,800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 77.3 7.1 3.8 3.6 3.0 6.7 7.1 0.0 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 19 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 547,095 : : Positions : : 409,240 370,575 78,445 11,880 44,600 0 54,290 14,810 0 50,940 0 : : : : Changes from: May 14, 2013 : : 3,650 5,300 0 1,075 -6,400 0 -25 6,400 0 -2,700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 67.7 14.3 2.2 8.2 0.0 9.9 2.7 0.0 9.3 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 21 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 1,278,430 : : Positions : :1,007,020 1,231,630 224,610 0 46,800 0 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 12,000 12,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 96.3 17.6 0.0 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 393,420 : : Positions : : 289,270 363,490 66,820 0 29,930 7,400 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 2,000 2,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 92.4 17.0 0.0 7.6 1.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 13 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 648,591 : : Positions : : 427,222 541,035 46,963 7,599 33,956 109,994 9,812 27,360 0 25,733 3,096 : : : : Changes from: May 14, 2013 : : 9,672 16,754 -4,729 0 1,185 9,328 0 0 0 -2,483 -784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 83.4 7.2 1.2 5.2 17.0 1.5 4.2 0.0 4.0 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 43,842 : : Positions : : 30,124 31,809 3,587 2,980 2,572 5,401 4,197 1,382 0 424 477 : : : : Changes from: May 14, 2013 : : 973 1,082 -1 512 -154 489 180 -104 0 -314 226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 72.6 8.2 6.8 5.9 12.3 9.6 3.2 0.0 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 29 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 24,030 : : Positions : : 12,805 22,195 7,231 0 1,757 1,079 0 0 1,106 26 52 : : : : Changes from: May 14, 2013 : : 818 2,016 1,250 0 -230 0 0 0 -26 26 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 92.4 30.1 0.0 7.3 4.5 0.0 0.0 4.6 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 204,173 : : Positions : : 103,771 196,077 71,516 0 7,440 20,172 0 0 618 0 656 : : : : Changes from: May 14, 2013 : : 10,080 2,623 -7,457 0 640 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 96.0 35.0 0.0 3.6 9.9 0.0 0.0 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 592,556 : : Positions : : 345,010 503,751 183,133 28,638 10,543 9,760 5,514 44,110 0 0 0 : : : : Changes from: May 14, 2013 : : 23 8 1,185 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 85.0 30.9 4.8 1.8 1.6 0.9 7.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 19 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 33,668 : : Positions : : 26,141 23,649 401 6,914 1,280 4,425 510 1,104 0 0 0 : : : : Changes from: May 14, 2013 : : 1,571 1,979 0 97 642 229 0 492 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 70.2 1.2 20.5 3.8 13.1 1.5 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 23 . 5 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 102,076 : : Positions : : 66,854 71,691 13,886 48 21,336 0 0 0 0 9,001 0 : : : : Changes from: May 14, 2013 : : 400 0 -352 48 352 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 70.2 13.6 0.0 20.9 0.0 0.0 0.0 0.0 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 22,637 : : Positions : : 11,427 20,509 6,291 0 1,010 797 630 88 2,710 40 148 : : : : Changes from: May 14, 2013 : : 1,163 -50 -451 0 108 0 0 0 -552 40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 90.6 27.8 0.0 4.5 3.5 2.8 0.4 12.0 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 5 0 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 321,698 : : Positions : : 132,400 302,994 114,917 1,568 15,176 4,704 0 0 52,541 0 1,960 : : : : Changes from: May 14, 2013 : : 9,816 12,920 3,888 784 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 94.2 35.7 0.5 4.7 1.5 0.0 0.0 16.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 18,728 : : Positions : : 8,886 11,176 7,114 6,509 767 104 0 44 1,176 0 40 : : : : Changes from: May 14, 2013 : : 73 718 69 -414 42 0 0 0 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 59.7 38.0 34.8 4.1 0.6 0.0 0.2 6.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 258,677 : : Positions : : 113,163 155,570 134,048 95,626 2,801 0 4,680 0 8,665 0 0 : : : : Changes from: May 14, 2013 : : 1,976 3,920 1,160 -784 -1,160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 60.1 51.8 37.0 1.1 0.0 1.8 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 32,827 : : Positions : : 23,298 26,385 4,850 1,766 1,449 0 23 3,204 26 0 0 : : : : Changes from: May 14, 2013 : : 125 1,962 125 -896 -122 0 -816 768 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 80.4 14.8 5.4 4.4 0.0 0.1 9.8 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 214,919 : : Positions : : 195,453 120,199 3,561 79,792 14,928 977 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 9,328 672 0 7,679 977 -977 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 55.9 1.7 37.1 6.9 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 818,113 : : Positions : : 716,193 671,841 58,960 9,392 42,960 0 93,920 0 0 0 0 : : : : Changes from: May 14, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 82.1 7.2 1.1 5.3 0.0 11.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 250,720 : : Positions : : 220,970 217,680 14,050 4,240 15,700 0 13,100 0 0 0 0 : : : : Changes from: May 14, 2013 : : 2,500 0 -2,000 0 2,000 0 500 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 86.8 5.6 1.7 6.3 0.0 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 1X FIXED - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 3,477 : : Positions : : 1,546 1,913 749 722 233 0 11 65 331 0 528 : : : : Changes from: May 14, 2013 : : 118 87 34 9 -4 0 -0 -6 -59 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 55.0 21.5 20.8 6.7 0.0 0.3 1.9 9.5 0.0 15.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CR Open Interest is 136,345 : : Positions : : 112,245 128,605 16,360 0 7,740 0 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 94.3 12.0 0.0 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 233,485 : : Positions : : 194,965 95,935 37,420 136,450 1,100 0 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 1,500 1,500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 41.1 16.0 58.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 844,646 : : Positions : : 686,397 311,006 142,409 517,800 15,840 0 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : -7,840 0 7,840 0 -3,920 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 36.8 16.9 61.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 111,055 : : Positions : : 98,025 92,815 330 5,540 12,700 0 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 1,100 1,100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 83.6 0.3 5.0 11.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 189,705 : : Positions : : 169,875 150,270 1,130 26,315 13,120 500 0 0 5,080 0 0 : : : : Changes from: May 14, 2013 : : 4,700 5,200 1,000 1,000 0 500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 79.2 0.6 13.9 6.9 0.3 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 551,354 : : Positions : : 476,994 440,330 32,224 68,888 42,136 0 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 79.9 5.8 12.5 7.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 881,603 : : Positions : : 871,783 842,379 4,680 34,084 5,140 0 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 95.6 0.5 3.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 273,800 : : Positions : : 267,230 255,210 3,485 15,505 3,085 0 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 1,100 0 0 1,100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 93.2 1.3 5.7 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 6,375,857 : : Positions : :4,777,333 6,023,237 1,074,552 135,828 216,792 165,808 0 0 141,372 0 0 : : : : Changes from: May 14, 2013 : : 75,953 47,793 -46,960 -10,960 4,272 7,840 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 94.5 16.9 2.1 3.4 2.6 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 31 5 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 2,125,995 : : Positions : :1,642,990 2,015,750 316,505 23,480 86,765 42,855 0 0 36,880 0 0 : : : : Changes from: May 14, 2013 : : -3,250 -8,800 -10,100 -4,550 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 94.8 14.9 1.1 4.1 2.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 36 31 7 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 2,233,599 : : Positions : :1,452,723 1,202,676 150,740 279,157 162,190 1,000 188,971 35,310 324,837 259,145 99,190 : : : : Changes from: May 14, 2013 : : 102,508 41,627 -7,258 18,906 13,543 -6,960 0 0 -16,517 10,790 -3,135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 53.8 6.7 12.5 7.3 0.0 8.5 1.6 14.5 11.6 4.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 36 29 7 . 9 . 4 . 4 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 4,052,628 : : Positions : :3,396,191 2,818,778 172,781 558,959 251,797 47,425 47,415 112,061 44,343 235,588 28,030 : : : : Changes from: May 14, 2013 : : -2,131 91,949 0 -70,560 0 23,520 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 69.6 4.3 13.8 6.2 1.2 1.2 2.8 1.1 5.8 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 27 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 582,090 : : Positions : : 493,620 429,090 76,040 138,090 12,430 0 2,480 0 0 0 0 : : : : Changes from: May 14, 2013 : : 8,700 21,900 0 -13,200 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 73.7 13.1 23.7 2.1 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 14 . 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 1,928,825 : : Positions : :1,695,012 1,445,861 174,480 406,253 59,333 0 17,378 0 0 0 0 : : : : Changes from: May 14, 2013 : : 27,223 56,903 0 -37,520 -2,000 0 7,840 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 75.0 9.0 21.1 3.1 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 13 . 4 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 88,743 : : Positions : : 59,302 36,982 234 24,825 18,716 1,199 1,407 4,131 1,778 0 575 : : : : Changes from: May 14, 2013 : : 414 618 0 459 -190 536 -17 -627 -9 0 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 41.7 0.3 28.0 21.1 1.4 1.6 4.7 2.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 24 . 5 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 13,789 : : Positions : : 7,524 9,107 553 1,269 1,951 1,725 0 888 148 0 42 : : : : Changes from: May 14, 2013 : : 93 15 50 39 -41 -89 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 66.0 4.0 9.2 14.1 12.5 0.0 6.4 1.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #06465I Open Interest is 6,073 : : Positions : : 5,128 2,610 0 1,386 12 0 1,110 0 0 0 0 : : : : Changes from: May 14, 2013 : : 1 1 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 43.0 0.0 22.8 0.2 0.0 18.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 11 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 10,810 : : Positions : : 5,058 7,492 1,586 0 904 1,362 320 238 0 388 990 : : : : Changes from: May 14, 2013 : : 50 -70 -120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 69.3 14.7 0.0 8.4 12.6 3.0 2.2 0.0 3.6 9.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 16,646 : : Positions : : 9,788 11,741 1,732 400 1,658 0 520 1,390 240 0 0 : : : : Changes from: May 14, 2013 : : 0 120 120 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 70.5 10.4 2.4 10.0 0.0 3.1 8.4 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 40,062 : : Positions : : 35,961 34,820 2,825 4,050 1,192 0 0 0 84 0 0 : : : : Changes from: May 14, 2013 : : 412 412 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 86.9 7.1 10.1 3.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 686,690 : : Positions : : 607,353 611,434 52,560 48,479 26,777 0 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 9,800 9,800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 89.0 7.7 7.1 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 50,982 : : Positions : : 33,431 48,641 15,021 44 2,275 0 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 0 1,270 1,270 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 95.4 29.5 0.1 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 22 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 766,555 : : Positions : : 613,451 698,996 139,824 54,279 13,280 0 0 0 0 0 0 : : : : Changes from: May 14, 2013 : : 0 23,480 0 -23,480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 91.2 18.2 7.1 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 20 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 51,562 : : Positions : : 33,424 37,119 8,738 9,048 2,560 5,305 850 1,280 0 705 0 : : : : Changes from: May 14, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 72.0 16.9 17.5 5.0 10.3 1.6 2.5 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 15 4 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,215,718 : : Positions : : 948,036 624,230 183,223 277,453 71,064 0 187,220 0 7,614 49,970 5,781 : : : : Changes from: May 14, 2013 : : 22,379 -24,421 -23,480 23,320 13,845 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 51.3 15.1 22.8 5.8 0.0 15.4 0.0 0.6 4.1 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 18 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 27,687 : : Positions : : 17,602 20,289 8,375 2,315 1,540 0 2,162 0 0 850 0 : : : : Changes from: May 14, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 73.3 30.2 8.4 5.6 0.0 7.8 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 34,536 : : Positions : : 22,859 27,287 11,252 950 44 0 6,255 0 126 0 0 : : : : Changes from: May 14, 2013 : : 1,155 -20 -1,275 0 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 79.0 32.6 2.8 0.1 0.0 18.1 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 15 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 32,596 : : Positions : : 22,557 19,072 0 8,087 0 3,945 0 2,330 767 0 2,887 : : : : Changes from: May 14, 2013 : : 1,344 1,471 0 -1,270 0 -100 0 100 -823 0 1,275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 58.5 0.0 24.8 0.0 12.1 0.0 7.1 2.4 0.0 8.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 0 . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 24,073 : : Positions : : 20,569 18,412 740 2,555 1,275 0 0 0 0 852 680 : : : : Changes from: May 14, 2013 : : 1,550 1,550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 76.5 3.1 10.6 5.3 0.0 0.0 0.0 0.0 3.5 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 34,822 : : Positions : : 31,558 25,947 1,336 6,067 1,758 0 0 0 0 1,050 0 : : : : Changes from: May 14, 2013 : : 1,050 440 100 710 -160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 74.5 3.8 17.4 5.0 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 472,398 : : Positions : : 279,572 399,503 127,694 47,415 0 18,763 0 23,480 20,889 0 2,000 : : : : Changes from: May 14, 2013 : : -8,060 -2,135 0 0 0 0 0 0 5,925 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 84.6 27.0 10.0 0.0 4.0 0.0 5.0 4.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 927,611 : : Positions : : 717,859 628,714 87,110 93,600 99,322 0 82,655 23,320 0 0 0 : : : : Changes from: May 14, 2013 : : 4,325 4,325 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 67.8 9.4 10.1 10.7 0.0 8.9 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 920,591 : : Positions : : 555,105 575,345 114,588 84,317 54,649 134,845 0 0 53,922 198,798 7,482 : : : : Changes from: May 14, 2013 : : 70,320 26,648 23,320 -160 -9,475 -23,520 0 0 3,168 46,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 62.5 12.4 9.2 5.9 14.6 0.0 0.0 5.9 21.6 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 223,326 : : Positions : : 181,257 200,121 26,681 13,845 0 0 0 0 6,028 0 9,360 : : : : Changes from: May 14, 2013 : : 0 3,920 0 -3,920 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 89.6 11.9 6.2 0.0 0.0 0.0 0.0 2.7 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 322,932 : : Positions : : 261,274 180,054 19,292 45,233 42,366 0 0 0 0 55,279 0 : : : : Changes from: May 14, 2013 : : 4,000 4,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 55.8 6.0 14.0 13.1 0.0 0.0 0.0 0.0 17.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 350,072 : : Positions : : 227,032 214,976 46,800 43,017 76,239 0 15,840 0 0 0 0 : : : : Changes from: May 14, 2013 : : -35,360 93,520 0 -130,879 76,239 0 2,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 61.4 13.4 12.3 21.8 0.0 4.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 4,989 : : Positions : : 1,753 4,035 2,159 0 761 103 0 43 47 18 117 : : : : Changes from: May 14, 2013 : : 120 181 25 0 28 -16 0 7 -1 -55 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 80.9 43.3 0.0 15.3 2.1 0.0 0.9 0.9 0.4 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 6 0 6 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated May 24, 2013