Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 7,025 : : Positions : : 3,705 5,005 0 885 60 1,275 0 0 1,230 440 415 : : : : Changes from: April 9, 2013 : : -45 45 0 30 45 45 0 0 -60 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 71.2 0.0 12.6 0.9 18.1 0.0 0.0 17.5 6.3 5.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 11,985 : : Positions : : 8,350 9,501 678 0 315 1,015 0 900 205 578 420 : : : : Changes from: April 9, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 79.3 5.7 0.0 2.6 8.5 0.0 7.5 1.7 4.8 3.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024653 Open Interest is 18,845 : : Positions : : 10,575 10,600 670 1,345 1,370 245 205 0 675 45 5,145 : : : : Changes from: April 9, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 56.2 3.6 7.1 7.3 1.3 1.1 0.0 3.6 0.2 27.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 52,928 : : Positions : : 20,662 20,327 1,630 1,426 3,299 0 4,679 3,207 11,825 7,550 11,840 : : : : Changes from: April 9, 2013 : : 960 176 210 -95 55 0 475 -239 123 812 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 38.4 3.1 2.7 6.2 0.0 8.8 6.1 22.3 14.3 22.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 13 12 . . 4 0 5 4 10 16 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 18,341 : : Positions : : 7,415 7,285 330 1,274 225 2,345 150 560 4,446 5,432 2,885 : : : : Changes from: April 9, 2013 : : 410 1,420 0 354 -20 600 45 -190 189 -695 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 39.7 1.8 6.9 1.2 12.8 0.8 3.1 24.2 29.6 15.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 8 . . . . . . 7 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 170,119 : : Positions : : 81,434 119,978 19,114 9,361 20,514 14,700 1,709 12,087 17,415 1,590 4,088 : : : : Changes from: April 9, 2013 : : 1,724 1,176 -1,266 274 903 1,123 281 389 361 187 -711 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 70.5 11.2 5.5 12.1 8.6 1.0 7.1 10.2 0.9 2.4 : : : : Number of Traders in Each Category Total Traders: 82 : : 42 46 . 7 9 6 . 7 10 4 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 61,964 : : Positions : : 36,143 53,629 17,854 2,858 4,682 2,365 0 356 283 158 281 : : : : Changes from: April 9, 2013 : : -370 -572 -151 0 674 -24 0 26 105 132 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 86.5 28.8 4.6 7.6 3.8 0.0 0.6 0.5 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 25 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 602,393 : : Positions : : 479,469 474,381 35,316 70,594 49,418 20,022 0 4,232 10,168 0 3,768 : : : : Changes from: April 9, 2013 : : -1,505 -2,137 -4,442 0 4,431 1,298 0 -320 2,512 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 78.7 5.9 11.7 8.2 3.3 0.0 0.7 1.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 24 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 1,588,311 : : Positions : :1,037,877 1,259,402 142,399 145,665 90,081 158,005 33,099 16,842 110,008 10,123 33,099 : : : : Changes from: April 9, 2013 : : 8,530 15,725 12,896 4,680 2,697 4,410 -8,991 -408 -11,346 3,076 3,148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 79.3 9.0 9.2 5.7 9.9 2.1 1.1 6.9 0.6 2.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 32 39 . 5 5 . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 62,867 : : Positions : : 45,606 44,469 1,116 2,514 10,394 1,447 0 3,096 52 1,238 1,156 : : : : Changes from: April 9, 2013 : : -3,994 -4,007 577 528 -912 344 0 -357 -179 227 198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 70.7 1.8 4.0 16.5 2.3 0.0 4.9 0.1 2.0 1.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 398,716 : : Positions : : 201,327 323,960 159,893 49,240 10,016 10,326 0 8,786 1,654 0 6,714 : : : : Changes from: April 9, 2013 : : -20,615 -22,504 92 -2,289 3,887 -3,241 0 977 -1,660 -631 2,602 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 81.3 40.1 12.3 2.5 2.6 0.0 2.2 0.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 50,145 : : Positions : : 43,133 17,524 270 26,441 1,276 30 1,442 2,178 2,030 20 80 : : : : Changes from: April 9, 2013 : : 170 86 0 204 32 0 -120 70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 34.9 0.5 52.7 2.5 0.1 2.9 4.3 4.0 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 16, 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 LBMP SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS 0F 400 MEGAWATT HOURS) : CFTC Code #06465B Open Interest is 6,590 : : Positions : : 4,674 5,456 699 259 363 44 0 0 0 0 0 : : : : Changes from: April 9, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 82.8 10.6 3.9 5.5 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 7,549 697 432 1,407 1,474 0 988 128 0 62 : : : : Changes from: April 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 67.6 6.2 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 16, 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 6,248 : : Positions : : 5,325 2,774 0 1,409 17 0 1,144 0 0 0 0 : : : : Changes from: April 9, 2013 : : 128 0 0 8 0 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 44.4 0.0 22.6 0.3 0.0 18.3 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 16, 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: April 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 16, 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: April 9, 2013 : : 0 0 0 0 0 0 0 0 0 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 16, 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 42,603 : : Positions : : 37,607 36,690 2,869 3,914 1,999 0 0 0 128 0 0 : : : : Changes from: April 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 86.1 6.7 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 16, 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: April 9, 2013 : : 0 0 0 0 0 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 16, 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: April 9, 2013 : : 0 0 0 0 0 0 0 0 0 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 16, 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: April 9, 2013 : : 0 0 0 0 0 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 16, 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 50,931 : : Positions : : 33,133 36,227 8,606 10,621 2,852 5,755 740 110 220 381 0 : : : : Changes from: April 9, 2013 : : 0 1,275 0 -1,275 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 71.1 16.9 20.9 5.6 11.3 1.5 0.2 0.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 1,214,477 : : Positions : : 927,208 661,940 200,815 267,749 63,107 0 169,100 0 17,566 46,800 5,781 : : : : Changes from: April 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 54.5 16.5 22.0 5.2 0.0 13.9 0.0 1.4 3.9 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 18 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 33,929 : : Positions : : 21,116 26,604 12,813 960 0 0 6,365 0 0 0 0 : : : : Changes from: April 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 78.4 37.8 2.8 0.0 0.0 18.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 24,632 : : Positions : : 17,172 13,901 0 5,786 1,280 1,270 0 1,600 1,245 0 2,065 : : : : Changes from: April 9, 2013 : : 3,400 3,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 56.4 0.0 23.5 5.2 5.2 0.0 6.5 5.1 0.0 8.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 31,255 : : Positions : : 27,689 22,688 1,346 5,379 2,028 0 0 0 0 1,160 0 : : : : Changes from: April 9, 2013 : : 5,965 5,355 100 510 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 72.6 4.3 17.2 6.5 0.0 0.0 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 457,211 : : Positions : : 290,728 374,996 134,686 52,935 0 0 3,533 19,947 6,050 0 5,800 : : : : Changes from: April 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 82.0 29.5 11.6 0.0 0.0 0.8 4.4 1.3 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 900,099 : : Positions : : 677,883 593,842 99,574 93,600 99,322 0 90,015 23,320 0 0 0 : : : : Changes from: April 9, 2013 : : 267 -13,845 -14,112 0 14,112 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 66.0 11.1 10.4 11.0 0.0 10.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 661,922 : : Positions : : 300,819 450,713 128,926 43,271 35,138 134,845 0 0 47,536 118,142 14,658 : : : : Changes from: April 9, 2013 : : 65,180 65,180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 68.1 19.5 6.5 5.3 20.4 0.0 0.0 7.2 17.8 2.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 159,678 : : Positions : : 132,097 129,361 1,104 17,796 3,161 0 0 0 13,956 0 9,360 : : : : Changes from: April 9, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 81.0 0.7 11.1 2.0 0.0 0.0 0.0 8.7 0.0 5.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 284,981 : : Positions : : 223,299 144,249 18,948 47,441 42,734 0 0 0 0 50,557 0 : : : : Changes from: April 9, 2013 : : 11,885 4,290 -23,400 -15,805 39,205 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 50.6 6.6 16.6 15.0 0.0 0.0 0.0 0.0 17.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 19, 2013