Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 7,405 : : Positions : : 4,900 5,115 0 930 15 590 0 120 1,072 350 378 : : : : Changes from: January 29, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 69.1 0.0 12.6 0.2 8.0 0.0 1.6 14.5 4.7 5.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 31,859 : : Positions : : 10,702 11,985 740 2,716 1,337 191 2,510 2,201 8,482 3,204 7,701 : : : : Changes from: January 29, 2013 : : 1,224 3,370 400 565 -475 191 -889 16 330 -396 -156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 37.6 2.3 8.5 4.2 0.6 7.9 6.9 26.6 10.1 24.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 11 10 . . . . . . 11 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 13,270 : : Positions : : 3,985 5,270 270 575 170 2,280 240 480 3,880 4,655 1,625 : : : : Changes from: January 29, 2013 : : 590 390 40 -30 -5 310 -10 70 -90 1,140 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 39.7 2.0 4.3 1.3 17.2 1.8 3.6 29.2 35.1 12.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 7 8 . . . . . . . 14 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 168,146 : : Positions : : 82,823 119,618 22,348 8,986 17,164 16,580 2,338 10,529 11,090 2,502 6,360 : : : : Changes from: January 29, 2013 : : 1,413 -3,018 -5,075 539 606 546 -533 54 -92 49 544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 71.1 13.3 5.3 10.2 9.9 1.4 6.3 6.6 1.5 3.8 : : : : Number of Traders in Each Category Total Traders: 84 : : 43 40 4 7 9 4 4 5 10 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 59,092 : : Positions : : 39,403 51,056 13,419 3,254 3,790 1,436 0 688 56 28 276 : : : : Changes from: January 29, 2013 : : -4,111 -2,979 1,113 288 -341 408 0 -349 -73 28 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 86.4 22.7 5.5 6.4 2.4 0.0 1.2 0.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 24 . 4 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 551,735 : : Positions : : 469,412 398,844 14,160 79,897 56,431 0 11,059 4,848 6,572 344 312 : : : : Changes from: January 29, 2013 : : -20,874 -19,395 2,492 -4,599 418 0 3,285 -2,965 -2,327 0 -304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 72.3 2.6 14.5 10.2 0.0 2.0 0.9 1.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 25 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 1,657,563 : : Positions : :1,083,499 1,280,064 149,987 192,811 69,793 186,848 51,853 17,232 115,842 13,800 32,010 : : : : Changes from: January 29, 2013 : : 42,164 7,443 -5,143 25,997 -15,154 -5,032 -808 808 -1,641 68 7,736 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 77.2 9.0 11.6 4.2 11.3 3.1 1.0 7.0 0.8 1.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 35 42 4 4 . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 63,117 : : Positions : : 44,301 47,693 4,514 1,259 9,841 88 0 3,732 381 308 260 : : : : Changes from: January 29, 2013 : : -381 1,279 1,714 48 -539 88 -16 118 -110 0 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 75.6 7.2 2.0 15.6 0.1 0.0 5.9 0.6 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 24 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 399,586 : : Positions : : 220,360 336,481 152,895 55,841 3,856 16,011 0 1,264 3,056 0 2,144 : : : : Changes from: January 29, 2013 : : -1,577 1,974 1,935 0 0 2,232 0 0 -616 0 608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 84.2 38.3 14.0 1.0 4.0 0.0 0.3 0.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 54,413 : : Positions : : 45,921 18,776 573 29,465 1,527 1,190 1,742 1,552 2,082 0 132 : : : : Changes from: January 29, 2013 : : -2,023 -873 113 -771 118 -90 -140 -132 42 -245 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 34.5 1.1 54.2 2.8 2.2 3.2 2.9 3.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 . 4 5 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 12,406 : : Positions : : 6,405 8,294 615 558 1,480 1,508 0 1,120 0 142 100 : : : : Changes from: January 29, 2013 : : -462 -307 -163 -62 -18 2 0 -80 0 -36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 66.9 5.0 4.5 11.9 12.2 0.0 9.0 0.0 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 11,660 : : Positions : : 5,764 8,679 2,048 0 868 360 440 340 796 0 658 : : : : Changes from: January 29, 2013 : : -188 -390 90 0 -68 14 -40 -34 -588 0 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 74.4 17.6 0.0 7.4 3.1 3.8 2.9 6.8 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 16,915 : : Positions : : 10,766 12,135 1,566 550 1,886 72 540 790 330 0 0 : : : : Changes from: January 29, 2013 : : -527 -753 -198 -50 -18 -24 -100 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 71.7 9.3 3.3 11.1 0.4 3.2 4.7 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 February 5, 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 48,046 : : Positions : : 42,806 40,535 3,031 5,492 1,999 0 0 0 210 0 0 : : : : Changes from: January 29, 2013 : : -4,136 -3,476 -132 -792 -22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 84.4 6.3 11.4 4.2 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 800,486 : : Positions : : 703,369 691,079 53,836 66,126 43,281 0 0 0 0 0 0 : : : : Changes from: January 29, 2013 : : -44,327 -31,391 392 -12,544 -392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 86.3 6.7 8.3 5.4 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 February 5, 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 60,467 : : Positions : : 39,658 57,837 17,225 170 2,375 0 0 0 954 0 0 : : : : Changes from: January 29, 2013 : : 943 -3,960 -4,991 -132 1,700 0 0 0 -66 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 95.7 28.5 0.3 3.9 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 23 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 813,442 : : Positions : : 621,237 722,403 177,015 75,849 15,190 0 0 0 0 0 0 : : : : Changes from: January 29, 2013 : : 8,384 -61,544 2,744 72,672 -15,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 88.8 21.8 9.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 19 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 55,584 : : Positions : : 36,163 38,420 8,383 12,265 3,568 6,575 735 215 425 381 0 : : : : Changes from: January 29, 2013 : : 2,754 2,688 176 -198 -418 -440 -110 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 69.1 15.1 22.1 6.4 11.8 1.3 0.4 0.8 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 13 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 1,216,240 : : Positions : :1,006,381 715,984 120,269 279,702 58,653 0 156,120 0 25,156 0 5,781 : : : : Changes from: January 29, 2013 : : 118,010 95,666 2,744 -18,032 -2,744 0 39,200 0 -3,920 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 58.9 9.9 23.0 4.8 0.0 12.8 0.0 2.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 16 . 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 32,787 : : Positions : : 22,730 25,559 9,824 3,605 0 0 2,162 0 0 1,228 0 : : : : Changes from: January 29, 2013 : : -1,980 -2,156 -506 -220 0 0 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 78.0 30.0 11.0 0.0 0.0 6.6 0.0 0.0 3.7 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 February 5, 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 33,145 : : Positions : : 21,847 25,745 11,218 1,165 80 0 6,155 0 0 0 0 : : : : Changes from: January 29, 2013 : : -1,200 -892 -22 -110 -88 0 -220 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 77.7 33.8 3.5 0.2 0.0 18.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 20,352 : : Positions : : 12,497 12,209 0 3,413 1,280 1,165 0 1,385 1,960 0 2,065 : : : : Changes from: January 29, 2013 : : -339 -770 0 -154 0 110 0 -110 -695 0 255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 60.0 0.0 16.8 6.3 5.7 0.0 6.8 9.6 0.0 10.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 14,965 : : Positions : : 11,111 11,581 923 366 1,232 60 0 0 0 0 0 : : : : Changes from: January 29, 2013 : : -440 -462 -88 -44 0 -66 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 77.4 6.2 2.4 8.2 0.4 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 February 5, 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 22,059 : : Positions : : 17,910 15,773 2,479 3,364 1,437 0 60 0 0 1,425 0 : : : : Changes from: January 29, 2013 : : 178 624 6 -22 -68 0 -66 0 0 -396 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 71.5 11.2 15.3 6.5 0.0 0.3 0.0 0.0 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 495,067 : : Positions : : 321,976 397,672 149,107 64,320 0 504 0 23,480 0 9,595 0 : : : : Changes from: January 29, 2013 : : -28,224 -29,008 -7,448 -5,880 0 -1,176 0 0 0 -1,960 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 80.3 30.1 13.0 0.0 0.1 0.0 4.7 0.0 1.9 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 February 5, 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 899,874 : : Positions : : 634,658 631,690 190,272 93,600 51,624 0 99,640 23,320 0 0 0 : : : : Changes from: January 29, 2013 : : -20,408 -27,072 -10,584 0 0 0 -3,920 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 70.2 21.1 10.4 5.7 0.0 11.1 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 542,336 : : Positions : : 209,575 352,360 115,072 0 57,176 134,845 0 0 2,254 109,386 23,414 : : : : Changes from: January 29, 2013 : : -9,408 -20,384 -6,664 0 -1,960 47,040 0 0 0 51,352 -4,312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 65.0 21.2 0.0 10.5 24.9 0.0 0.0 0.4 20.2 4.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 12 5 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 5, 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 217,247 : : Positions : : 163,756 129,336 53,491 78,752 0 0 1,760 0 0 7,399 0 : : : : Changes from: January 29, 2013 : : -7,056 -5,880 -4,704 -5,488 0 0 0 0 0 -392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 59.5 24.6 36.2 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 8, 2013