Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 7,975 : : Positions : : 5,125 6,180 0 660 0 1,085 0 120 1,170 390 270 : : : : Changes from: March 5, 2013 : : 45 345 0 -30 0 375 0 0 -25 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 77.5 0.0 8.3 0.0 13.6 0.0 1.5 14.7 4.9 3.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 44,071 : : Positions : : 16,526 15,405 1,365 1,628 2,653 466 3,260 3,120 9,683 7,717 9,788 : : : : Changes from: March 5, 2013 : : 1,580 1,180 -140 571 -168 0 -215 460 140 4 1,289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 35.0 3.1 3.7 6.0 1.1 7.4 7.1 22.0 17.5 22.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 12 . . . . . 4 12 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 16,757 : : Positions : : 6,450 5,935 305 400 355 1,735 15 695 4,335 6,340 2,462 : : : : Changes from: March 5, 2013 : : 715 665 120 -345 90 -590 -540 410 175 675 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 35.4 1.8 2.4 2.1 10.4 0.1 4.1 25.9 37.8 14.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 9 8 . . . . . . 4 16 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 157,770 : : Positions : : 75,318 117,230 22,149 8,097 14,114 14,900 9 11,352 13,410 818 5,613 : : : : Changes from: March 5, 2013 : : -4,283 -3,069 224 -359 -564 -2,170 -1,445 119 1,636 228 -1,782 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 74.3 14.0 5.1 8.9 9.4 0.0 7.2 8.5 0.5 3.6 : : : : Number of Traders in Each Category Total Traders: 79 : : 41 41 4 5 8 7 . 6 9 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 62,265 : : Positions : : 40,097 54,596 16,018 3,091 3,552 1,340 0 767 232 0 259 : : : : Changes from: March 5, 2013 : : 28 -434 -415 -130 330 -309 0 25 132 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 87.7 25.7 5.0 5.7 2.2 0.0 1.2 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 24 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 586,027 : : Positions : : 478,452 462,574 51,782 77,739 34,953 6,096 0 7,650 3,983 0 3,111 : : : : Changes from: March 5, 2013 : : 11,560 34,912 22,880 -4,128 -9,066 -2,832 0 0 -824 0 936 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 78.9 8.8 13.3 6.0 1.0 0.0 1.3 0.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 24 . 4 . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 1,559,127 : : Positions : :1,038,709 1,213,366 124,781 175,196 77,961 148,038 37,174 19,185 123,570 9,362 26,883 : : : : Changes from: March 5, 2013 : : -51,753 -55,532 -5,873 -3,862 -4,704 -12,320 -4,882 1,185 5,356 -2,426 505 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 77.8 8.0 11.2 5.0 9.5 2.4 1.2 7.9 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 31 40 4 4 5 . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 62,995 : : Positions : : 45,015 46,715 2,834 2,395 9,427 1,629 0 3,361 216 584 513 : : : : Changes from: March 5, 2013 : : -1,026 -2,313 -808 458 147 689 0 -194 -458 276 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 74.2 4.5 3.8 15.0 2.6 0.0 5.3 0.3 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 23 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 394,698 : : Positions : : 217,224 324,366 141,811 51,529 11,012 10,793 0 5,856 6,067 0 1,935 : : : : Changes from: March 5, 2013 : : -23,184 -17,803 3,165 -2,016 2,275 1,272 0 -288 -1,072 0 -288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 82.2 35.9 13.1 2.8 2.7 0.0 1.5 1.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 51,873 : : Positions : : 44,811 18,105 316 27,668 1,451 880 1,722 1,490 1,840 72 60 : : : : Changes from: March 5, 2013 : : 3,260 -30 0 96 0 0 0 0 -3,194 0 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 34.9 0.6 53.3 2.8 1.7 3.3 2.9 3.5 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 23 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 11,700 : : Positions : : 5,912 7,800 522 446 1,444 1,452 0 1,088 104 0 86 : : : : Changes from: March 5, 2013 : : 240 770 0 0 0 0 0 0 0 -610 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 66.7 4.5 3.8 12.3 12.4 0.0 9.3 0.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 11,442 : : Positions : : 5,724 8,494 1,774 0 1,040 614 400 306 638 0 658 : : : : Changes from: March 5, 2013 : : 0 730 0 0 0 0 0 0 0 -562 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 74.2 15.5 0.0 9.1 5.4 3.5 2.7 5.6 0.0 5.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 16,230 : : Positions : : 10,257 12,013 1,508 500 1,508 48 440 790 300 0 0 : : : : Changes from: March 5, 2013 : : 0 1,812 0 0 0 0 0 0 0 -1,812 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 74.0 9.3 3.1 9.3 0.3 2.7 4.9 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 44,677 : : Positions : : 39,597 37,882 2,911 4,796 1,999 0 0 0 170 0 0 : : : : Changes from: March 5, 2013 : : 201 177 0 44 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 84.8 6.5 10.7 4.5 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 762,006 : : Positions : : 664,889 663,479 53,452 54,862 43,665 0 0 0 0 0 0 : : : : Changes from: March 5, 2013 : : 2,576 1,840 -736 0 736 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 87.1 7.0 7.2 5.7 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 March 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 PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A38 Open Interest is 24,156 : : Positions : : 19,514 4,071 1,746 596 256 0 0 0 2,427 18,764 0 : : : : Changes from: March 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 16.9 7.2 2.5 1.1 0.0 0.0 0.0 10.0 77.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 57,413 : : Positions : : 37,334 54,943 16,675 130 2,275 0 0 0 874 0 0 : : : : Changes from: March 5, 2013 : : 780 0 0 0 0 0 0 0 -780 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 95.7 29.0 0.2 4.0 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 10 22 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 767,350 : : Positions : : 580,921 676,311 165,399 70,009 21,030 0 0 0 0 0 0 : : : : Changes from: March 5, 2013 : : 14,004 0 0 0 0 0 0 0 -14,004 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 88.1 21.6 9.1 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 52,723 : : Positions : : 34,022 36,114 8,543 12,085 3,188 6,070 635 320 325 381 0 : : : : Changes from: March 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 68.5 16.2 22.9 6.0 11.5 1.2 0.6 0.6 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 March 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 1,172,347 : : Positions : : 942,608 697,787 146,743 264,120 55,579 0 149,080 0 21,636 0 5,781 : : : : Changes from: March 5, 2013 : : 18,656 99,240 0 0 0 0 0 0 0 -80,584 -18,656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 59.5 12.5 22.5 4.7 0.0 12.7 0.0 1.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 17 4 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 30,515 : : Positions : : 20,938 23,607 9,364 3,405 0 0 2,162 0 0 1,128 0 : : : : Changes from: March 5, 2013 : : 1,065 0 0 0 0 0 0 0 -1,065 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 77.4 30.7 11.2 0.0 0.0 7.1 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 32,184 : : Positions : : 21,051 25,164 11,133 1,065 0 0 5,955 0 0 0 0 : : : : Changes from: March 5, 2013 : : 44 44 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 78.2 34.6 3.3 0.0 0.0 18.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 20,152 : : Positions : : 12,592 11,934 0 3,488 1,280 1,270 0 1,385 1,560 0 2,065 : : : : Changes from: March 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 59.2 0.0 17.3 6.4 6.3 0.0 6.9 7.7 0.0 10.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 24,947 : : Positions : : 21,271 16,817 1,330 4,890 2,133 0 0 0 0 1,107 0 : : : : Changes from: March 5, 2013 : : 1,234 -977 0 0 0 0 0 0 -2,211 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 67.4 5.3 19.6 8.6 0.0 0.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 483,619 : : Positions : : 320,032 393,264 142,419 59,040 0 0 2,312 21,168 0 7,835 0 : : : : Changes from: March 5, 2013 : : 0 14,040 0 0 0 0 0 0 0 -14,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 81.3 29.4 12.2 0.0 0.0 0.5 4.4 0.0 1.6 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 March 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 917,236 : : Positions : : 734,918 618,986 73,788 93,600 85,210 0 96,120 23,320 0 0 0 : : : : Changes from: March 5, 2013 : : 5,760 25,160 -3,920 0 0 0 0 0 0 -23,320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 67.5 8.0 10.2 9.3 0.0 10.5 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 549,774 : : Positions : : 229,333 361,558 109,088 0 55,416 134,845 0 0 1,550 113,258 19,542 : : : : Changes from: March 5, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 65.8 19.8 0.0 10.1 24.5 0.0 0.0 0.3 20.6 3.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 5 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 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 243,684 : : Positions : : 190,888 133,897 49,267 68,944 3,529 0 0 0 0 37,314 0 : : : : Changes from: March 5, 2013 : : 7,491 -381 0 0 0 0 0 0 -7,872 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 54.9 20.2 28.3 1.4 0.0 0.0 0.0 0.0 15.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 8 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 15, 2013