Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 30,314 : : Positions : : 9,478 8,615 340 2,151 1,812 0 3,399 2,185 8,152 3,600 7,857 : : : : Changes from: January 22, 2013 : : -929 130 -1,000 3 40 0 -850 -70 -698 -2,106 743 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 28.4 1.1 7.1 6.0 0.0 11.2 7.2 26.9 11.9 25.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 10 9 . . 4 0 . . 11 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 12,555 : : Positions : : 3,395 4,880 230 605 175 1,970 250 410 3,970 3,515 1,790 : : : : Changes from: January 22, 2013 : : 325 235 95 -5 -50 265 -110 -405 -420 -180 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 38.9 1.8 4.8 1.4 15.7 2.0 3.3 31.6 28.0 14.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 5 6 . . . . . . 4 12 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 169,620 : : Positions : : 81,410 122,636 27,423 8,447 16,558 16,034 2,871 10,475 11,182 2,453 5,816 : : : : Changes from: January 22, 2013 : : 3,584 2,069 606 -834 57 806 790 -781 -1,439 1,468 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 72.3 16.2 5.0 9.8 9.5 1.7 6.2 6.6 1.4 3.4 : : : : Number of Traders in Each Category Total Traders: 89 : : 45 40 5 6 9 6 4 6 10 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 62,451 : : Positions : : 43,514 54,035 12,306 2,966 4,131 1,028 0 1,037 129 0 282 : : : : Changes from: January 22, 2013 : : -1,088 88 -50 -4 -146 1,028 -19 -591 52 -99 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 86.5 19.7 4.7 6.6 1.6 0.0 1.7 0.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 24 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 575,295 : : Positions : : 490,286 418,239 11,668 84,496 56,013 0 7,774 7,813 8,899 344 616 : : : : Changes from: January 22, 2013 : : 1,456 1,600 -936 0 2,200 0 -648 648 776 344 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 72.7 2.0 14.7 9.7 0.0 1.4 1.4 1.5 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 24 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 1,631,473 : : Positions : :1,041,335 1,272,621 155,130 166,814 84,947 191,880 52,661 16,424 117,483 13,732 24,274 : : : : Changes from: January 22, 2013 : : -5,561 8,567 14,018 10,013 3,495 -6,792 4,328 -352 20,883 -360 -3,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 78.0 9.5 10.2 5.2 11.8 3.2 1.0 7.2 0.8 1.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 36 41 . 5 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 62,148 : : Positions : : 44,682 46,414 2,800 1,211 10,380 0 16 3,614 491 308 181 : : : : Changes from: January 22, 2013 : : 630 -1,093 -918 214 -254 -355 16 331 -250 -30 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 74.7 4.5 1.9 16.7 0.0 0.0 5.8 0.8 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 24 4 . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 397,004 : : Positions : : 221,937 334,507 150,960 55,841 3,856 13,779 0 1,264 3,672 0 1,536 : : : : Changes from: January 22, 2013 : : 4,143 -164 -2,404 976 0 -2,672 0 288 1,745 0 608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 84.3 38.0 14.1 1.0 3.5 0.0 0.3 0.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 56,636 : : Positions : : 47,944 19,649 460 30,236 1,409 1,280 1,882 1,684 2,040 245 140 : : : : Changes from: January 22, 2013 : : 268 540 -48 -420 120 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 34.7 0.8 53.4 2.5 2.3 3.3 3.0 3.6 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 21 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 0 178 100 : : : : Changes from: January 22, 2013 : : 0 0 0 0 0 0 0 0 0 20 -20 : : : : 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 1.4 0.8 : : : : 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 29, 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 12,014 : : Positions : : 5,952 9,069 1,958 0 936 346 480 374 1,384 0 328 : : : : Changes from: January 22, 2013 : : 120 120 0 0 0 -120 0 0 -120 0 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 75.5 16.3 0.0 7.8 2.9 4.0 3.1 11.5 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 17,878 : : Positions : : 11,293 12,888 1,764 600 1,904 96 640 790 360 0 0 : : : : Changes from: January 22, 2013 : : 360 338 -22 0 190 0 -240 240 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 72.1 9.9 3.4 10.6 0.5 3.6 4.4 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 19 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 52,336 : : Positions : : 46,942 44,011 3,163 6,284 2,021 0 0 0 210 0 0 : : : : Changes from: January 22, 2013 : : -69 -7 0 -62 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 84.1 6.0 12.0 3.9 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 844,813 : : Positions : : 747,696 722,470 53,444 78,670 43,673 0 0 0 0 0 0 : : : : Changes from: January 22, 2013 : : 3,042 4,208 1,166 0 -352 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 85.5 6.3 9.3 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 62,881 : : Positions : : 38,715 61,797 22,216 302 675 0 0 0 1,020 0 0 : : : : Changes from: January 22, 2013 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 98.3 35.3 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 29, 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 817,994 : : Positions : : 612,853 783,947 174,271 3,177 30,870 0 0 0 0 0 0 : : : : Changes from: January 22, 2013 : : 2,112 2,112 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 95.8 21.3 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 19 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 53,622 : : Positions : : 33,409 35,732 8,207 12,463 3,986 7,015 845 215 535 381 0 : : : : Changes from: January 22, 2013 : : 60 60 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 23.2 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 29, 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 1,102,150 : : Positions : : 888,371 620,318 117,525 297,734 61,397 0 116,920 0 29,076 0 5,781 : : : : Changes from: January 22, 2013 : : -25,512 21,288 46,800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 56.3 10.7 27.0 5.6 0.0 10.6 0.0 2.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 17 . 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 22, 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 29, 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 34,455 : : Positions : : 23,047 26,637 11,240 1,275 168 0 6,375 0 0 0 0 : : : : Changes from: January 22, 2013 : : 80 80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 77.3 32.6 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 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 21,131 : : Positions : : 12,836 12,979 0 3,567 1,280 1,055 0 1,495 2,655 0 1,810 : : : : Changes from: January 22, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 61.4 0.0 16.9 6.1 5.0 0.0 7.1 12.6 0.0 8.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 15,559 : : Positions : : 11,551 12,043 1,011 410 1,232 126 0 0 0 0 0 : : : : Changes from: January 22, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 77.4 6.5 2.6 7.9 0.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 21,987 : : Positions : : 17,732 15,149 2,473 3,386 1,505 0 126 0 0 1,821 0 : : : : Changes from: January 22, 2013 : : -639 0 0 0 0 0 0 0 0 -639 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 68.9 11.2 15.4 6.8 0.0 0.6 0.0 0.0 8.3 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 29, 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 22, 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 29, 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 930,866 : : Positions : : 655,066 658,762 200,856 93,600 51,624 0 103,560 23,320 0 0 0 : : : : Changes from: January 22, 2013 : : 4,576 51,216 46,640 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 70.8 21.6 10.1 5.5 0.0 11.1 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 16 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 29, 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 517,640 : : Positions : : 218,983 372,744 121,736 0 59,136 87,805 0 0 2,254 58,034 27,726 : : : : Changes from: January 22, 2013 : : 46,800 23,400 0 0 0 0 0 0 0 23,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 72.0 23.5 0.0 11.4 17.0 0.0 0.0 0.4 11.2 5.4 : : : : 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 29, 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 22, 2013 : : 0 0 0 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 February 1, 2013