Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 32,136 : : Positions : : 10,407 8,485 1,340 2,148 1,772 0 4,249 2,255 8,850 5,706 7,114 : : : : Changes from: January 15, 2013 : : 715 280 -80 -35 135 0 -260 265 -435 365 942 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 26.4 4.2 6.7 5.5 0.0 13.2 7.0 27.5 17.8 22.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 10 9 . . . 0 . . 11 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 12,990 : : Positions : : 3,070 4,645 135 610 225 1,705 360 815 4,390 3,695 2,100 : : : : Changes from: January 15, 2013 : : 740 550 -15 -135 0 30 155 120 5 180 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 35.8 1.0 4.7 1.7 13.1 2.8 6.3 33.8 28.4 16.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 7 . . . . . . 5 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 167,034 : : Positions : : 77,826 120,567 26,817 9,281 16,501 15,228 2,081 11,256 12,621 985 5,874 : : : : Changes from: January 15, 2013 : : 1,489 1,277 806 -331 2,059 551 454 176 -1,115 314 373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 72.2 16.1 5.6 9.9 9.1 1.2 6.7 7.6 0.6 3.5 : : : : Number of Traders in Each Category Total Traders: 87 : : 44 39 5 6 9 7 . 7 12 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 63,428 : : Positions : : 44,602 53,947 12,356 2,970 4,277 0 19 1,628 77 99 462 : : : : Changes from: January 15, 2013 : : 957 1,526 138 4 -28 0 -952 387 -418 99 390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 85.1 19.5 4.7 6.7 0.0 0.0 2.6 0.1 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 23 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 571,167 : : Positions : : 488,830 416,639 12,604 84,496 53,813 0 8,422 7,165 8,123 0 632 : : : : Changes from: January 15, 2013 : : 10,364 -3,769 -12,784 -640 1,888 0 688 2,256 -1,301 0 304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 72.9 2.2 14.8 9.4 0.0 1.5 1.3 1.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 24 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 1,609,350 : : Positions : :1,046,896 1,264,054 141,112 156,801 81,452 198,672 48,333 16,776 96,600 14,092 27,842 : : : : Changes from: January 15, 2013 : : 5,621 -4,326 -15,142 -5,439 4,664 778 760 -408 872 1,134 5,504 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 78.5 8.8 9.7 5.1 12.3 3.0 1.0 6.0 0.9 1.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 40 . 5 5 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 62,933 : : Positions : : 44,052 47,507 3,718 997 10,634 355 0 3,283 741 338 150 : : : : Changes from: January 15, 2013 : : 568 -96 -421 53 209 -287 0 337 121 24 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 75.5 5.9 1.6 16.9 0.6 0.0 5.2 1.2 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 25 4 . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 395,296 : : Positions : : 217,794 334,671 153,364 54,865 3,856 16,451 0 976 1,927 0 928 : : : : Changes from: January 15, 2013 : : -7,965 -154 5,252 0 0 1,895 0 -952 664 0 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 84.7 38.8 13.9 1.0 4.2 0.0 0.2 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 56,296 : : Positions : : 47,676 19,109 508 30,656 1,289 1,280 1,882 1,684 2,040 145 140 : : : : Changes from: January 15, 2013 : : 260 144 0 116 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 33.9 0.9 54.5 2.3 2.3 3.3 3.0 3.6 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 21 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 12,991 : : Positions : : 6,867 8,601 778 620 1,498 1,506 0 1,200 0 158 120 : : : : Changes from: January 15, 2013 : : 48 48 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 66.2 6.0 4.8 11.5 11.6 0.0 9.2 0.0 1.2 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 22, 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 11,774 : : Positions : : 5,832 8,949 1,958 0 936 466 480 374 1,504 0 208 : : : : Changes from: January 15, 2013 : : -160 216 164 0 0 0 0 0 212 0 -192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 76.0 16.6 0.0 7.9 4.0 4.1 3.2 12.8 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 12,550 1,786 600 1,714 96 880 550 360 0 0 : : : : Changes from: January 15, 2013 : : 0 -72 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 73.3 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 22, 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 52,405 : : Positions : : 47,011 44,018 3,163 6,346 2,021 0 0 0 210 0 0 : : : : Changes from: January 15, 2013 : : 788 788 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 84.0 6.0 12.1 3.9 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 840,957 : : Positions : : 744,654 718,262 52,278 78,670 44,025 0 0 0 0 0 0 : : : : Changes from: January 15, 2013 : : 17,328 17,328 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 85.4 6.2 9.4 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 62,821 : : Positions : : 38,655 61,737 22,216 302 675 0 0 0 1,020 0 0 : : : : Changes from: January 15, 2013 : : 1,220 1,220 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 98.3 35.4 0.5 1.1 0.0 0.0 0.0 1.6 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 22, 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 815,882 : : Positions : : 610,741 781,835 174,271 3,177 30,870 0 0 0 0 0 0 : : : : Changes from: January 15, 2013 : : 22,774 22,774 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 95.8 21.4 0.4 3.8 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 22, 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 53,562 : : Positions : : 33,349 35,672 8,207 12,463 3,986 7,015 845 215 535 381 0 : : : : Changes from: January 15, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 66.6 15.3 23.3 7.4 13.1 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 22, 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: January 15, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 22, 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: January 15, 2013 : : 0 0 0 0 0 0 0 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 22, 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 34,375 : : Positions : : 22,967 26,557 11,240 1,275 168 0 6,375 0 0 0 0 : : : : Changes from: January 15, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 77.3 32.7 3.7 0.5 0.0 18.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 : : 18,371 15,149 2,473 3,386 1,505 0 126 0 0 2,460 0 : : : : Changes from: January 15, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 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: 26 : : 13 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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: January 15, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 22, 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 879,650 : : Positions : : 650,490 607,546 154,216 93,600 51,624 0 103,560 23,320 0 0 0 : : : : Changes from: January 15, 2013 : : 16,936 16,936 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 69.1 17.5 10.6 5.9 0.0 11.8 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 470,840 : : Positions : : 172,183 349,344 121,736 0 59,136 87,805 0 0 2,254 34,634 27,726 : : : : Changes from: January 15, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 74.2 25.9 0.0 12.6 18.6 0.0 0.0 0.5 7.4 5.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 13 5 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 22, 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 229,007 : : Positions : : 170,812 135,216 58,195 84,240 0 0 1,760 0 0 7,791 0 : : : : Changes from: January 15, 2013 : : -1,628 407 2,035 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 59.0 25.4 36.8 0.0 0.0 0.8 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . . 0 0 . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 25, 2013