Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 7,535 : : Positions : : 4,560 5,145 0 1,100 25 480 0 225 1,259 310 408 : : : : Changes from: December 24, 2012 : : -110 -105 0 0 0 0 0 0 10 40 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 68.3 0.0 14.6 0.3 6.4 0.0 3.0 16.7 4.1 5.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 0 . . . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 31,415 : : Positions : : 9,750 8,320 1,140 1,427 2,683 345 4,514 2,360 9,520 6,464 5,397 : : : : Changes from: December 24, 2012 : : 0 -60 0 0 0 0 120 -15 120 0 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 26.5 3.6 4.5 8.5 1.1 14.4 7.5 30.3 20.6 17.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 9 10 . . . . . 4 11 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 12,800 : : Positions : : 2,790 4,360 465 705 315 985 305 1,435 4,515 3,155 1,900 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 -195 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 34.1 3.6 5.5 2.5 7.7 2.4 11.2 35.3 24.6 14.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 8 . . . . . . 5 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 108,568 : : Positions : : 67,034 43,010 454 26,552 26,990 1,349 1,903 8,395 2,061 0 454 : : : : Changes from: December 24, 2012 : : -3,285 -4,576 -156 1,222 -1,400 -202 1,789 -2,008 58 -672 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 39.6 0.4 24.5 24.9 1.2 1.8 7.7 1.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 23 . 5 7 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS 0F 400 MEGAWATT HOURS) : CFTC Code #06465A Open Interest is 6,140 : : Positions : : 4,450 4,921 1,141 564 64 0 0 0 84 0 0 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 80.1 18.6 9.2 1.0 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 19,329 : : Positions : : 10,567 11,660 494 2,141 3,142 2,486 0 1,456 0 294 120 : : : : Changes from: December 24, 2012 : : -177 -145 -1 36 -166 59 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 60.3 2.6 11.1 16.3 12.9 0.0 7.5 0.0 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 11,632 : : Positions : : 5,992 8,721 1,674 0 936 466 480 374 1,292 0 400 : : : : Changes from: December 24, 2012 : : -367 -671 61 0 -159 -30 40 -40 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 75.0 14.4 0.0 8.1 4.0 4.1 3.2 11.1 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 18,588 : : Positions : : 12,041 13,172 1,338 604 2,404 66 1,080 580 512 0 18 : : : : Changes from: December 24, 2012 : : 0 0 -48 -48 48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 70.9 7.2 3.2 12.9 0.4 5.8 3.1 2.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 4 . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 7,882 : : Positions : : 3,894 4,428 371 729 656 938 0 192 0 0 0 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 56.2 4.7 9.2 8.3 11.9 0.0 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 10,865 : : Positions : : 4,272 5,031 1,240 86 1,518 0 1,506 124 490 0 1,516 : : : : Changes from: December 24, 2012 : : 16 12 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 46.3 11.4 0.8 14.0 0.0 13.9 1.1 4.5 0.0 14.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 10,745 : : Positions : : 6,228 5,319 1,491 1,355 773 0 1,280 770 0 736 20 : : : : Changes from: December 24, 2012 : : 11 11 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 49.5 13.9 12.6 7.2 0.0 11.9 7.2 0.0 6.8 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 55,775 : : Positions : : 50,351 46,997 3,323 6,677 2,101 0 0 0 0 0 0 : : : : Changes from: December 24, 2012 : : 462 462 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 84.3 6.0 12.0 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 856,918 : : Positions : : 776,728 719,990 43,526 100,264 36,664 0 0 0 0 0 0 : : : : Changes from: December 24, 2012 : : 5,096 5,096 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 84.0 5.1 11.7 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A39 Open Interest is 456,710 : : Positions : : 334,145 74,299 72,371 4,664 5,538 0 0 0 44,656 372,209 0 : : : : Changes from: December 24, 2012 : : 3,528 6,504 0 0 0 0 0 0 2,976 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 16.3 15.8 1.0 1.2 0.0 0.0 0.0 9.8 81.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 67,788 : : Positions : : 40,797 66,464 25,256 522 675 0 0 0 805 0 0 : : : : Changes from: December 24, 2012 : : 66 66 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 98.0 37.3 0.8 1.0 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 24 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 901,206 : : Positions : : 639,249 865,463 228,630 3,264 32,479 0 0 0 848 0 0 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 96.0 25.4 0.4 3.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 21 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 55,647 : : Positions : : 35,289 37,432 8,027 11,288 4,286 4,895 0 2,260 635 381 0 : : : : Changes from: December 24, 2012 : : 447 66 0 0 0 0 0 0 0 381 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 67.3 14.4 20.3 7.7 8.8 0.0 4.1 1.1 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 15 4 . 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 1,114,702 : : Positions : : 938,819 613,790 47,829 307,910 86,837 0 97,840 0 32,892 0 8,325 : : : : Changes from: December 24, 2012 : : -1,568 -1,568 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 55.1 4.3 27.6 7.8 0.0 8.8 0.0 3.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 . 4 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 39,255 : : Positions : : 28,465 31,015 9,770 3,465 1,000 0 2,182 0 0 1,338 0 : : : : Changes from: December 24, 2012 : : 63 0 0 0 0 0 0 0 0 63 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 79.0 24.9 8.8 2.5 0.0 5.6 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 36,220 : : Positions : : 24,532 28,957 10,920 1,495 568 200 5,200 0 0 0 0 : : : : Changes from: December 24, 2012 : : 330 330 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 79.9 30.1 4.1 1.6 0.6 14.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 19 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 23,957 : : Positions : : 12,787 14,885 500 3,827 1,940 1,355 0 1,495 4,070 0 1,810 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 62.1 2.1 16.0 8.1 5.7 0.0 6.2 17.0 0.0 7.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 8,824 : : Positions : : 8,211 6,358 168 1,042 0 126 0 0 0 0 0 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 72.1 1.9 11.8 0.0 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 23,243 : : Positions : : 17,822 15,106 2,733 3,386 1,565 0 526 0 60 2,640 0 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 65.0 11.8 14.6 6.7 0.0 2.3 0.0 0.3 11.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 12,820 : : Positions : : 9,925 9,678 2,048 2,423 510 0 0 0 0 60 0 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 75.5 16.0 18.9 4.0 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 606,899 : : Positions : : 425,248 474,104 145,955 76,136 12,296 0 80 23,400 0 20,883 0 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 78.1 24.0 12.5 2.0 0.0 0.0 3.9 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 877,626 : : Positions : : 644,226 607,954 177,536 98,688 51,624 4,240 119,360 0 0 0 0 : : : : Changes from: December 24, 2012 : : 5,096 5,096 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 69.3 20.2 11.2 5.9 0.5 13.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 507,199 : : Positions : : 183,124 354,751 100,536 0 88,816 76,893 0 1,272 424 6,226 56,134 : : : : Changes from: December 24, 2012 : : 1,568 1,568 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 69.9 19.8 0.0 17.5 15.2 0.0 0.3 0.1 1.2 11.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 14 5 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 237,016 : : Positions : : 176,616 140,321 51,920 80,424 8,480 0 0 0 0 7,791 0 : : : : Changes from: December 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 59.2 21.9 33.9 3.6 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 31, 2012 : 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 4,332 : : Positions : : 1,171 3,598 2,374 0 645 99 0 33 0 47 10 : : : : Changes from: December 24, 2012 : : -27 -6 12 0 -3 6 0 -2 0 -4 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 83.1 54.8 0.0 14.9 2.3 0.0 0.8 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 6 0 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 4, 2013