Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 7,160 : : Positions : : 4,775 4,945 0 930 15 590 0 120 1,045 350 372 : : : : Changes from: February 5, 2013 : : -125 -170 0 0 0 0 0 0 -27 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 69.1 0.0 13.0 0.2 8.2 0.0 1.7 14.6 4.9 5.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 34,299 : : Positions : : 11,616 12,129 765 1,774 2,277 721 2,335 2,795 7,861 5,245 7,659 : : : : Changes from: February 5, 2013 : : 914 144 25 -942 940 530 -175 594 -621 2,041 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 35.4 2.2 5.2 6.6 2.1 6.8 8.1 22.9 15.3 22.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 11 11 . . 4 . . 4 7 17 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 14,030 : : Positions : : 4,475 5,490 300 495 180 2,275 290 590 3,895 4,705 1,850 : : : : Changes from: February 5, 2013 : : 490 220 30 -80 10 -5 50 110 15 50 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 39.1 2.1 3.5 1.3 16.2 2.1 4.2 27.8 33.5 13.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 8 8 . . . . . . 4 14 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 162,955 : : Positions : : 78,891 117,667 21,052 8,696 16,601 16,373 1,110 10,811 13,050 2,308 5,246 : : : : Changes from: February 5, 2013 : : -3,932 -1,951 -1,296 -290 -563 -207 -1,228 282 1,960 -194 -1,114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 72.2 12.9 5.3 10.2 10.0 0.7 6.6 8.0 1.4 3.2 : : : : Number of Traders in Each Category Total Traders: 86 : : 45 41 6 4 8 5 4 6 9 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 61,154 : : Positions : : 39,580 52,983 14,959 2,939 4,161 1,229 0 818 106 0 253 : : : : Changes from: February 5, 2013 : : 177 1,927 1,540 -315 371 -207 0 130 50 -28 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 86.6 24.5 4.8 6.8 2.0 0.0 1.3 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 24 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 592,646 : : Positions : : 498,016 434,254 20,675 79,897 60,334 0 12,137 5,088 7,925 328 608 : : : : Changes from: February 5, 2013 : : 28,604 35,410 6,515 0 3,903 0 1,078 240 1,353 -16 296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 73.3 3.5 13.5 10.2 0.0 2.0 0.9 1.3 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 27 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 1,591,969 : : Positions : :1,058,632 1,218,789 128,499 192,076 73,713 168,864 50,702 17,615 117,828 12,256 26,818 : : : : Changes from: February 5, 2013 : : -24,867 -61,275 -21,488 -735 3,920 -17,984 -1,151 383 1,986 -1,544 -5,192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 76.6 8.1 12.1 4.6 10.6 3.2 1.1 7.4 0.8 1.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 41 4 4 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 60,548 : : Positions : : 42,671 46,533 3,952 1,544 8,562 1,165 0 3,370 621 308 207 : : : : Changes from: February 5, 2013 : : -1,630 -1,160 -562 285 -1,279 1,077 0 -362 240 0 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 76.9 6.5 2.6 14.1 1.9 0.0 5.6 1.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 24 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 399,461 : : Positions : : 218,451 336,764 154,375 53,545 3,856 15,643 0 2,240 1,952 112 2,944 : : : : Changes from: February 5, 2013 : : -1,909 283 1,480 -2,296 0 -368 0 976 -1,104 112 800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 84.3 38.6 13.4 1.0 3.9 0.0 0.6 0.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 54,414 : : Positions : : 45,931 18,876 573 29,345 1,527 1,190 1,742 1,552 2,032 0 132 : : : : Changes from: February 5, 2013 : : 10 100 0 -120 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 34.7 1.1 53.9 2.8 2.2 3.2 2.9 3.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 . 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 12,526 : : Positions : : 6,405 8,294 615 558 1,480 1,508 0 1,120 0 142 100 : : : : Changes from: February 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 66.2 4.9 4.5 11.8 12.0 0.0 8.9 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 12, 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 11,650 : : Positions : : 5,754 8,669 2,048 0 868 360 440 340 796 0 658 : : : : Changes from: February 5, 2013 : : -10 -10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 74.4 17.6 0.0 7.5 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 12, 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 17,034 : : Positions : : 10,844 12,247 1,524 608 1,828 72 540 790 330 0 0 : : : : Changes from: February 5, 2013 : : 78 112 -42 58 -58 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 71.9 8.9 3.6 10.7 0.4 3.2 4.6 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 19 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 48,472 : : Positions : : 43,232 40,961 3,031 5,492 1,999 0 0 0 210 0 0 : : : : Changes from: February 5, 2013 : : 426 426 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 84.5 6.3 11.3 4.1 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 12, 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 808,358 : : Positions : : 711,241 698,951 53,836 66,126 43,281 0 0 0 0 0 0 : : : : Changes from: February 5, 2013 : : 7,872 7,872 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 86.5 6.7 8.2 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 12, 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: February 5, 2013 : : 0 0 0 0 0 0 0 0 0 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 12, 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: February 5, 2013 : : 0 0 0 0 0 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 12, 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: February 5, 2013 : : 0 0 0 0 0 0 0 0 0 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 12, 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 1,220,115 : : Positions : :1,010,256 719,859 120,269 279,702 58,653 0 156,120 0 25,156 0 5,781 : : : : Changes from: February 5, 2013 : : 3,875 3,875 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 59.0 9.9 22.9 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 12, 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: February 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 12, 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 33,080 : : Positions : : 21,847 25,680 11,153 1,165 80 0 6,155 0 0 0 0 : : : : Changes from: February 5, 2013 : : 0 -65 -65 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 77.6 33.7 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 12, 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: February 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 12, 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: February 5, 2013 : : 0 0 0 0 0 0 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 12, 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 22,949 : : Positions : : 19,223 16,239 1,708 3,440 1,785 0 60 0 0 1,425 0 : : : : Changes from: February 5, 2013 : : 1,313 466 -771 76 348 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 70.8 7.4 15.0 7.8 0.0 0.3 0.0 0.0 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . 4 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 518,467 : : Positions : : 345,376 421,072 149,107 64,320 0 504 0 23,480 0 9,595 0 : : : : Changes from: February 5, 2013 : : 23,400 23,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 81.2 28.8 12.4 0.0 0.1 0.0 4.5 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 12, 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 905,804 : : Positions : : 641,755 637,620 189,105 93,600 51,624 0 99,640 23,320 0 0 0 : : : : Changes from: February 5, 2013 : : 7,097 5,930 -1,167 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 70.4 20.9 10.3 5.7 0.0 11.0 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 12, 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: February 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 12, 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: February 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 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 15, 2013