Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 7,750 : : Positions : : 5,150 5,740 0 900 0 770 0 120 1,150 390 245 : : : : Changes from: February 19, 2013 : : 315 525 0 45 -15 90 0 0 0 40 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 74.1 0.0 11.6 0.0 9.9 0.0 1.5 14.8 5.0 3.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 36,762 : : Positions : : 12,956 12,305 1,205 942 2,576 466 3,560 2,345 7,815 6,135 8,699 : : : : Changes from: February 19, 2013 : : -132 -909 80 -777 434 -145 1,050 -405 -166 553 504 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 33.5 3.3 2.6 7.0 1.3 9.7 6.4 21.3 16.7 23.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 12 13 . . . . . 4 10 14 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 14,172 : : Positions : : 4,335 4,725 175 305 225 2,335 130 370 4,115 5,765 2,027 : : : : Changes from: February 19, 2013 : : -700 -940 -95 -55 -25 215 -235 -285 -263 322 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 33.3 1.2 2.2 1.6 16.5 0.9 2.6 29.0 40.7 14.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 8 7 . . . . . . 4 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 162,849 : : Positions : : 78,739 119,099 21,296 8,574 14,908 17,221 1,579 11,020 12,476 943 6,235 : : : : Changes from: February 19, 2013 : : -1,157 819 563 -82 -1,154 490 -85 212 98 -573 829 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 73.1 13.1 5.3 9.2 10.6 1.0 6.8 7.7 0.6 3.8 : : : : Number of Traders in Each Category Total Traders: 85 : : 43 42 6 4 8 5 . 6 9 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 65,404 : : Positions : : 42,798 57,619 16,333 3,519 3,374 1,954 0 589 5 0 303 : : : : Changes from: February 19, 2013 : : 1,360 2,767 1,412 289 -653 334 -26 -47 -76 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 88.1 25.0 5.4 5.2 3.0 0.0 0.9 0.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 24 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 597,355 : : Positions : : 488,930 452,601 46,049 86,311 41,867 0 1,696 13,640 5,629 0 1,240 : : : : Changes from: February 19, 2013 : : -20,208 5,680 22,959 232 -15,722 0 -7,884 6,961 -5,051 -328 912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 75.8 7.7 14.4 7.0 0.0 0.3 2.3 0.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 26 . 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 1,601,360 : : Positions : :1,084,739 1,253,520 131,779 174,753 78,794 159,134 40,480 19,176 102,952 9,851 24,786 : : : : Changes from: February 19, 2013 : : 13,017 9,263 5,997 2,771 1,943 814 -3,527 1,561 -11,321 0 -2,848 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 78.3 8.2 10.9 4.9 9.9 2.5 1.2 6.4 0.6 1.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 42 4 4 5 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 62,882 : : Positions : : 45,535 46,781 2,358 1,843 9,696 684 0 3,657 379 308 573 : : : : Changes from: February 19, 2013 : : 959 1,120 445 342 -622 -121 0 0 179 0 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 74.4 3.7 2.9 15.4 1.1 0.0 5.8 0.6 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 23 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 407,437 : : Positions : : 236,675 339,045 138,296 53,545 7,761 10,713 0 6,144 6,906 0 942 : : : : Changes from: February 19, 2013 : : 3,271 4,259 -1,340 0 -1,952 -4,562 0 2,928 4,954 -1,936 -2,002 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 83.2 33.9 13.1 1.9 2.6 0.0 1.5 1.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 54,496 : : Positions : : 42,771 19,390 573 28,799 1,551 1,190 1,742 1,552 5,424 0 216 : : : : Changes from: February 19, 2013 : : -3,002 386 0 -240 24 0 0 0 3,392 -20 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 35.6 1.1 52.8 2.8 2.2 3.2 2.8 10.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 23 . 4 5 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 12,392 : : Positions : : 6,021 7,192 615 558 1,480 1,508 0 1,120 0 860 340 : : : : Changes from: February 19, 2013 : : -384 -1,102 0 0 0 0 0 0 0 718 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 58.0 5.0 4.5 11.9 12.2 0.0 9.0 0.0 6.9 2.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 12,090 : : Positions : : 6,210 8,192 1,808 0 1,108 480 440 340 796 607 658 : : : : Changes from: February 19, 2013 : : 476 -597 -240 0 240 120 0 0 0 607 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 67.8 15.0 0.0 9.2 4.0 3.6 2.8 6.6 5.0 5.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 16,934 : : Positions : : 10,864 10,448 1,586 550 1,646 72 540 790 330 1,939 0 : : : : Changes from: February 19, 2013 : : -100 -1,919 120 0 -120 0 0 0 0 1,939 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 61.7 9.4 3.2 9.7 0.4 3.2 4.7 1.9 11.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 4 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 48,556 : : Positions : : 43,316 41,045 3,031 5,492 1,999 0 0 0 210 0 0 : : : : Changes from: February 19, 2013 : : 84 84 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 84.5 6.2 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 26, 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 19, 2013 : : 0 0 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 26, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 61,233 : : Positions : : 38,894 58,603 17,735 170 2,375 0 0 0 1,974 0 0 : : : : Changes from: February 19, 2013 : : -892 638 510 0 0 0 0 0 1,020 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 95.7 29.0 0.3 3.9 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 23 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 827,542 : : Positions : : 607,397 736,503 177,015 66,489 24,550 0 0 0 18,580 0 0 : : : : Changes from: February 19, 2013 : : -16,210 11,730 0 -9,360 9,360 0 0 0 18,580 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 89.0 21.4 8.0 3.0 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 19 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 55,263 : : Positions : : 35,842 37,994 8,383 12,265 3,568 6,470 735 320 425 381 0 : : : : Changes from: February 19, 2013 : : -321 -426 0 0 0 -105 0 105 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 68.8 15.2 22.2 6.5 11.7 1.3 0.6 0.8 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 February 26, 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 : : 991,600 618,859 120,269 279,702 58,653 0 156,120 0 25,156 82,344 24,437 : : : : Changes from: February 19, 2013 : : -18,656 -101,000 0 0 0 0 0 0 0 82,344 18,656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 50.7 9.9 22.9 4.8 0.0 12.8 0.0 2.1 6.7 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 15 . 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 32,895 : : Positions : : 21,673 25,667 9,824 3,605 0 0 2,162 0 1,165 1,228 0 : : : : Changes from: February 19, 2013 : : -1,057 108 0 0 0 0 0 0 1,165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 78.0 29.9 11.0 0.0 0.0 6.6 0.0 3.5 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 19, 2013 : : 0 0 0 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 26, 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 20,672 : : Positions : : 12,712 12,314 0 3,628 1,280 1,270 0 1,385 1,960 0 2,065 : : : : Changes from: February 19, 2013 : : 215 105 0 215 0 105 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 59.6 0.0 17.6 6.2 6.1 0.0 6.7 9.5 0.0 10.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 11 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 16,495 : : Positions : : 12,386 11,326 923 366 1,232 60 0 0 0 0 0 : : : : Changes from: February 19, 2013 : : 1,275 -255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 68.7 5.6 2.2 7.5 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 26, 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 26,818 : : Positions : : 20,881 17,768 976 5,006 2,517 0 60 0 2,211 1,467 0 : : : : Changes from: February 19, 2013 : : 1,616 1,529 -732 1,566 732 0 0 0 2,211 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 66.3 3.6 18.7 9.4 0.0 0.2 0.0 8.2 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 9 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 18,039 : : Positions : : 10,873 14,959 6,065 1,420 768 0 0 0 60 470 40 : : : : Changes from: February 19, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 82.9 33.6 7.9 4.3 0.0 0.0 0.0 0.3 2.6 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 : : 345,376 407,032 149,107 64,320 0 504 0 23,480 0 23,635 0 : : : : Changes from: February 19, 2013 : : 0 -14,040 0 0 0 0 0 0 0 14,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 78.5 28.8 12.4 0.0 0.1 0.0 4.5 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 933,659 : : Positions : : 722,112 631,969 126,417 93,600 61,810 0 99,640 23,320 0 23,320 0 : : : : Changes from: February 19, 2013 : : 74,437 -19,083 -70,200 0 10,186 0 0 0 0 23,320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 67.7 13.5 10.0 6.6 0.0 10.7 2.5 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 561,698 : : Positions : : 228,937 371,722 115,072 0 57,176 134,845 0 0 2,254 109,386 23,414 : : : : Changes from: February 19, 2013 : : 2,849 2,849 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 66.2 20.5 0.0 10.2 24.0 0.0 0.0 0.4 19.5 4.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 5 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 26, 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 254,350 : : Positions : : 188,754 139,558 53,491 73,872 3,529 0 1,760 0 8,576 35,631 0 : : : : Changes from: February 19, 2013 : : 24,184 9,408 0 -4,880 3,529 0 0 0 8,576 28,232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 54.9 21.0 29.0 1.4 0.0 0.7 0.0 3.4 14.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 . . . 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 1, 2013