Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 6,815 : : Positions : : 4,025 4,825 0 795 0 1,205 0 120 1,035 515 310 : : : : Changes from: March 26, 2013 : : -30 -115 0 -15 0 -15 0 0 0 90 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 70.8 0.0 11.7 0.0 17.7 0.0 1.8 15.2 7.6 4.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 50,827 : : Positions : : 19,198 19,730 1,380 1,901 2,693 276 4,190 3,355 11,666 6,684 11,824 : : : : Changes from: March 26, 2013 : : -235 383 -275 -177 129 -190 800 -730 559 -1,222 -507 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 38.8 2.7 3.7 5.3 0.5 8.2 6.6 23.0 13.2 23.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 13 11 . . 4 . 4 4 13 13 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 16,622 : : Positions : : 6,570 5,775 270 570 250 1,545 0 870 4,407 6,172 2,530 : : : : Changes from: March 26, 2013 : : -935 -1,310 -55 55 -65 -35 0 -275 -315 -175 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 34.7 1.6 3.4 1.5 9.3 0.0 5.2 26.5 37.1 15.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 8 . . . . 0 . 6 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 172,008 : : Positions : : 85,443 124,059 20,643 8,602 17,894 13,201 1,360 11,957 16,025 1,691 5,886 : : : : Changes from: March 26, 2013 : : 2,941 3,283 -468 -87 988 -150 547 15 1,230 -104 -530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 72.1 12.0 5.0 10.4 7.7 0.8 7.0 9.3 1.0 3.4 : : : : Number of Traders in Each Category Total Traders: 82 : : 44 45 . 7 8 4 . 6 9 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 61,167 : : Positions : : 35,904 54,081 18,281 2,858 3,508 2,654 0 381 126 26 313 : : : : Changes from: March 26, 2013 : : -4,836 -2,449 1,381 -81 -484 847 -26 -411 74 22 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 88.4 29.9 4.7 5.7 4.3 0.0 0.6 0.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 25 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 595,388 : : Positions : : 464,232 492,004 68,305 70,594 26,782 24,661 0 1,592 5,400 0 4,416 : : : : Changes from: March 26, 2013 : : -21,853 -13,719 -5,205 -5,559 -12,252 7,035 0 -4,130 745 0 249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 82.6 11.5 11.9 4.5 4.1 0.0 0.3 0.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 24 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 1,640,034 : : Positions : :1,104,650 1,303,278 132,597 151,256 81,490 151,168 50,444 16,073 124,878 8,315 29,178 : : : : Changes from: March 26, 2013 : : 26,547 15,894 5,048 1,488 0 0 5,538 -1,224 -9,043 -368 1,936 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 79.5 8.1 9.2 5.0 9.2 3.1 1.0 7.6 0.5 1.8 : : : : Number of Traders in Each Category Total Traders: 64 : : 33 42 4 4 5 . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 65,821 : : Positions : : 47,833 48,146 846 1,834 11,012 1,634 0 3,282 231 564 983 : : : : Changes from: March 26, 2013 : : 1,311 367 -1,097 0 1,024 102 0 2 0 -51 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 73.1 1.3 2.8 16.7 2.5 0.0 5.0 0.4 0.9 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 24 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 411,883 : : Positions : : 214,599 341,345 163,313 51,529 6,129 13,567 0 7,809 2,026 631 4,440 : : : : Changes from: March 26, 2013 : : -2,945 6,031 8,960 0 0 632 0 0 -944 -328 1,264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 82.9 39.7 12.5 1.5 3.3 0.0 1.9 0.5 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 49,863 : : Positions : : 42,923 17,438 270 26,237 1,244 30 1,562 2,108 2,030 20 80 : : : : Changes from: March 26, 2013 : : -2,322 -1,523 -36 -1,235 -255 -850 -160 618 170 -76 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 35.0 0.5 52.6 2.5 0.1 3.1 4.2 4.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 24 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 11,174 : : Positions : : 5,440 7,549 577 432 1,407 1,474 0 988 128 0 62 : : : : Changes from: March 26, 2013 : : -496 -275 55 -14 -37 22 0 -100 24 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 67.6 5.2 3.9 12.6 13.2 0.0 8.8 1.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 6,120 : : Positions : : 5,197 2,774 0 1,401 17 0 1,024 0 0 0 0 : : : : Changes from: March 26, 2013 : : -287 -184 0 -43 -5 0 -74 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 45.3 0.0 22.9 0.3 0.0 16.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 11 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 11,025 : : Positions : : 5,371 8,011 1,740 0 972 868 360 272 230 0 898 : : : : Changes from: March 26, 2013 : : -353 -483 -34 0 -68 254 -40 -34 -408 0 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 72.7 15.8 0.0 8.8 7.9 3.3 2.5 2.1 0.0 8.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 16,498 : : Positions : : 9,774 11,358 1,560 450 1,806 0 516 1,414 270 0 0 : : : : Changes from: March 26, 2013 : : -521 -813 -188 -50 -18 0 4 -24 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 68.8 9.5 2.7 10.9 0.0 3.1 8.6 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 42,493 : : Positions : : 37,497 36,580 2,869 3,914 1,999 0 0 0 128 0 0 : : : : Changes from: March 26, 2013 : : -3,795 -2,892 -42 -987 0 0 0 0 -42 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 86.1 6.8 9.2 4.7 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 738,036 : : Positions : : 642,547 648,602 46,672 40,617 48,817 0 0 0 0 0 0 : : : : Changes from: March 26, 2013 : : -39,612 -30,675 -5,308 -14,245 3,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 87.9 6.3 5.5 6.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 53,528 : : Positions : : 34,961 51,121 15,247 88 2,275 0 0 0 790 0 0 : : : : Changes from: March 26, 2013 : : -2,373 -3,822 -1,428 -42 0 0 0 0 -84 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 95.5 28.5 0.2 4.3 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 22 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 709,149 : : Positions : : 540,221 618,110 151,968 74,079 16,960 0 0 0 0 0 0 : : : : Changes from: March 26, 2013 : : -40,700 -58,201 -13,431 4,070 -4,070 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 87.2 21.4 10.4 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 50,419 : : Positions : : 32,621 34,440 8,606 11,896 2,852 5,755 740 110 220 381 0 : : : : Changes from: March 26, 2013 : : -1,401 -1,674 63 -189 -336 -315 105 -210 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 68.3 17.1 23.6 5.7 11.4 1.5 0.2 0.4 0.8 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 April 2, 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 1,194,952 : : Positions : : 907,683 651,743 200,815 258,421 63,107 0 169,100 0 17,566 46,800 5,781 : : : : Changes from: March 26, 2013 : : -34,925 -84,244 6,512 -15,059 -6,512 0 20,020 0 -4,070 46,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 54.5 16.8 21.6 5.3 0.0 14.2 0.0 1.5 3.9 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 18 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 33,481 : : Positions : : 22,453 26,666 11,028 960 0 0 5,855 0 0 0 0 : : : : Changes from: March 26, 2013 : : -634 -424 -105 -105 0 0 -210 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 79.6 32.9 2.9 0.0 0.0 17.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 15 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 18,682 : : Positions : : 11,222 10,501 0 3,236 1,280 1,270 0 1,600 1,245 0 2,065 : : : : Changes from: March 26, 2013 : : -1,050 -1,113 0 -252 0 0 0 -105 -315 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 56.2 0.0 17.3 6.9 6.8 0.0 8.6 6.7 0.0 11.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 18,639 : : Positions : : 15,368 12,866 843 2,490 1,194 0 0 0 0 896 680 : : : : Changes from: March 26, 2013 : : 2,138 -315 0 1,194 0 0 0 0 -384 896 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 69.0 4.5 13.4 6.4 0.0 0.0 0.0 0.0 4.8 3.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 25,030 : : Positions : : 21,564 17,173 1,246 4,869 2,028 0 0 0 0 960 0 : : : : Changes from: March 26, 2013 : : -570 -507 -84 -21 -105 0 0 0 0 -147 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 68.6 5.0 19.5 8.1 0.0 0.0 0.0 0.0 3.8 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 April 2, 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 445,361 : : Positions : : 290,728 363,146 134,686 52,935 0 0 3,533 19,947 0 5,800 0 : : : : Changes from: March 26, 2013 : : -29,304 -30,118 -7,733 -6,105 0 0 1,221 -1,221 0 -2,035 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 81.5 30.2 11.9 0.0 0.0 0.8 4.5 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 882,213 : : Positions : : 659,997 590,068 113,686 93,600 85,210 0 90,015 23,320 0 0 0 : : : : Changes from: March 26, 2013 : : -33,257 -34,054 -6,902 0 0 0 -6,105 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 66.9 12.9 10.6 9.7 0.0 10.2 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 587,414 : : Positions : : 235,639 376,205 119,598 43,271 35,138 134,845 0 0 47,536 118,142 14,658 : : : : Changes from: March 26, 2013 : : -17,094 14,647 -8,954 407 -814 0 0 0 45,986 4,884 -4,884 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 64.0 20.4 7.4 6.0 23.0 0.0 0.0 8.1 20.1 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 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 250,627 : : Positions : : 204,750 135,255 42,348 63,246 3,529 0 0 0 0 48,597 0 : : : : Changes from: March 26, 2013 : : 13,862 1,358 -6,919 -5,698 0 0 0 0 0 11,283 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 54.0 16.9 25.2 1.4 0.0 0.0 0.0 0.0 19.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 5, 2013