Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 7,170 : : Positions : : 4,435 4,855 0 1,135 5 480 0 75 1,299 310 363 : : : : Changes from: December 31, 2012 : : -125 -290 0 35 -20 0 0 -150 40 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 67.7 0.0 15.8 0.1 6.7 0.0 1.0 18.1 4.3 5.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 30,034 : : Positions : : 9,767 8,300 1,205 2,008 2,037 120 3,884 2,210 9,346 5,922 5,119 : : : : Changes from: December 31, 2012 : : 17 -20 65 581 -646 -225 -630 -150 -174 -542 -278 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 27.6 4.0 6.7 6.8 0.4 12.9 7.4 31.1 19.7 17.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 8 10 . . . . . . 12 9 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 11,665 : : Positions : : 2,345 4,150 240 775 190 1,495 255 680 4,320 3,195 1,750 : : : : Changes from: December 31, 2012 : : -445 -210 -225 70 -125 510 -50 -755 -195 40 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 35.6 2.1 6.6 1.6 12.8 2.2 5.8 37.0 27.4 15.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 4 7 . . . . . . 5 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 161,436 : : Positions : : 78,730 118,119 23,643 9,355 14,730 14,859 1,394 10,619 11,662 615 6,073 : : : : Changes from: December 31, 2012 : : -5,677 -2,000 3,563 -602 -1,558 -644 336 -1,690 32 -61 -241 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 73.2 14.6 5.8 9.1 9.2 0.9 6.6 7.2 0.4 3.8 : : : : Number of Traders in Each Category Total Traders: 82 : : 44 38 5 5 9 4 4 5 11 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 59,778 : : Positions : : 42,501 50,614 11,314 3,118 4,160 0 597 1,289 490 0 0 : : : : Changes from: December 31, 2012 : : -2,264 -1,729 -38 197 -216 0 -338 105 182 -50 -178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 84.7 18.9 5.2 7.0 0.0 1.0 2.2 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 . . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 551,127 : : Positions : : 466,965 398,252 25,452 86,449 49,623 0 12,661 2,590 5,554 609 943 : : : : Changes from: December 31, 2012 : : -5,727 -26,351 -20,936 1,032 12,322 0 -998 654 1,636 -774 367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 72.3 4.6 15.7 9.0 0.0 2.3 0.5 1.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 1,588,593 : : Positions : :1,043,345 1,246,295 141,448 171,841 71,044 209,269 49,948 17,592 85,869 11,847 20,026 : : : : Changes from: December 31, 2012 : : -50,329 -79,928 -3,699 21,547 -25,406 -10,152 792 -1,272 4,863 -1,728 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 78.5 8.9 10.8 4.5 13.2 3.1 1.1 5.4 0.7 1.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 36 . 5 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 67,391 : : Positions : : 48,381 51,111 3,997 1,886 10,891 624 0 3,067 331 312 100 : : : : Changes from: December 31, 2012 : : 2,423 1,079 -1,815 -128 1,000 80 0 -153 241 -22 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 75.8 5.9 2.8 16.2 0.9 0.0 4.6 0.5 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 24 4 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 OTC - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 429,863 : : Positions : : 264,043 359,985 143,316 61,721 5,920 12,345 0 1,279 2,002 0 958 : : : : Changes from: December 31, 2012 : : 2,033 2,631 607 320 0 638 0 -654 -327 0 327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 83.7 33.3 14.4 1.4 2.9 0.0 0.3 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 55,702 : : Positions : : 47,052 18,755 508 30,606 1,319 1,280 1,882 1,684 2,040 145 140 : : : : Changes from: December 31, 2012 : : -102 -56 0 150 0 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 33.7 0.9 54.9 2.4 2.3 3.4 3.0 3.7 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 21 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 12,973 : : Positions : : 6,839 8,543 788 620 1,498 1,506 0 1,200 0 208 120 : : : : Changes from: December 31, 2012 : : -636 -669 -55 10 -184 256 0 -256 0 -86 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 65.9 6.1 4.8 11.5 11.6 0.0 9.2 0.0 1.6 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 11,630 : : Positions : : 5,992 8,613 1,674 0 936 466 480 374 1,292 0 400 : : : : Changes from: December 31, 2012 : : 0 -108 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 74.1 14.4 0.0 8.0 4.0 4.1 3.2 11.1 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 17,110 : : Positions : : 10,933 12,622 1,786 600 1,714 96 880 550 360 0 0 : : : : Changes from: December 31, 2012 : : -1,108 -550 448 -4 -690 30 -200 -30 -152 0 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 73.8 10.4 3.5 10.0 0.6 5.1 3.2 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 51,383 : : Positions : : 46,117 43,079 3,163 6,283 2,021 0 0 0 82 0 0 : : : : Changes from: December 31, 2012 : : -4,234 -3,918 -160 -394 -80 0 0 0 82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 83.8 6.2 12.2 3.9 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 803,366 : : Positions : : 726,144 677,166 40,558 89,536 36,664 0 0 0 0 0 0 : : : : Changes from: December 31, 2012 : : -50,584 -42,824 -2,968 -10,728 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 84.3 5.0 11.1 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 61,450 : : Positions : : 37,284 60,366 22,216 302 675 0 0 0 1,020 0 0 : : : : Changes from: December 31, 2012 : : -3,513 -6,098 -3,040 -220 0 0 0 0 215 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 98.2 36.2 0.5 1.1 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 23 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 787,574 : : Positions : : 582,433 753,527 174,271 3,177 30,870 0 0 0 0 0 0 : : : : Changes from: December 31, 2012 : : -56,816 -111,936 -54,359 -87 -1,609 0 0 0 -848 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 95.7 22.1 0.4 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 52,287 : : Positions : : 33,349 35,672 8,207 11,188 3,986 5,740 845 215 535 381 0 : : : : Changes from: December 31, 2012 : : -1,940 -1,760 180 -100 -300 845 845 -2,045 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 68.2 15.7 21.4 7.6 11.0 1.6 0.4 1.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 1,080,862 : : Positions : : 913,883 599,030 70,725 297,734 61,397 0 116,920 0 29,076 0 5,781 : : : : Changes from: December 31, 2012 : : -24,936 -14,760 22,896 -10,176 -25,440 0 19,080 0 -3,816 0 -2,544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 55.4 6.5 27.5 5.7 0.0 10.8 0.0 2.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 17 . 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 35,295 : : Positions : : 24,710 27,715 10,330 3,825 0 0 2,162 0 0 1,338 0 : : : : Changes from: December 31, 2012 : : -3,755 -3,300 560 360 -1,000 0 -20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 78.5 29.3 10.8 0.0 0.0 6.1 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 33,100 : : Positions : : 21,692 26,557 11,240 1,275 168 0 5,100 0 0 0 0 : : : : Changes from: December 31, 2012 : : -2,840 -2,400 320 -220 -400 -200 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 80.2 34.0 3.9 0.5 0.0 15.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 22,626 : : Positions : : 17,605 15,149 2,473 3,386 1,505 0 126 0 0 2,460 0 : : : : Changes from: December 31, 2012 : : -217 43 -260 0 -60 0 -400 0 -60 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 67.0 10.9 15.0 6.7 0.0 0.6 0.0 0.0 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 531,915 : : Positions : : 350,200 426,680 156,555 70,200 0 1,680 0 23,480 0 11,555 0 : : : : Changes from: December 31, 2012 : : -75,048 -47,424 10,600 -5,936 -12,296 1,680 -80 80 0 -9,328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 80.2 29.4 13.2 0.0 0.3 0.0 4.4 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 843,282 : : Positions : : 614,122 582,938 154,216 93,600 51,624 0 91,800 23,320 0 0 0 : : : : Changes from: December 31, 2012 : : -30,104 -25,016 -23,320 -5,088 0 -4,240 -27,560 23,320 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 69.1 18.3 11.1 6.1 0.0 10.9 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 458,149 : : Positions : : 171,252 336,653 121,736 0 59,136 76,045 0 0 2,254 34,634 27,726 : : : : Changes from: December 31, 2012 : : -11,872 -18,098 21,200 0 -29,680 -848 0 -1,272 1,830 28,408 -28,408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 73.5 26.6 0.0 12.9 16.6 0.0 0.0 0.5 7.6 6.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 12 5 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 8, 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 228,600 : : Positions : : 172,440 134,809 56,160 84,240 0 0 1,760 0 0 7,791 0 : : : : Changes from: December 31, 2012 : : -4,176 -5,512 4,240 3,816 -8,480 0 1,760 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 59.0 24.6 36.9 0.0 0.0 0.8 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . 0 0 . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 15, 2013