Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 7,285 : : Positions : : 3,850 5,310 0 930 45 1,245 0 0 1,395 440 415 : : : : Changes from: April 16, 2013 : : 145 305 0 45 -15 -30 0 0 165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 72.9 0.0 12.8 0.6 17.1 0.0 0.0 19.1 6.0 5.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 19,520 : : Positions : : 10,815 11,260 820 1,285 1,370 305 205 0 795 15 5,250 : : : : Changes from: April 16, 2013 : : 240 660 150 -60 0 60 0 0 120 -30 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 57.7 4.2 6.6 7.0 1.6 1.1 0.0 4.1 0.1 26.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 53,137 : : Positions : : 20,631 19,653 1,530 1,285 3,636 0 5,234 3,307 12,092 8,076 11,041 : : : : Changes from: April 16, 2013 : : -31 -674 -100 -141 337 0 555 100 267 526 -799 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 37.0 2.9 2.4 6.8 0.0 9.9 6.2 22.8 15.2 20.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 14 12 . . 4 0 4 . 11 15 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 19,081 : : Positions : : 7,885 7,210 330 1,277 210 2,505 150 540 4,262 5,885 3,214 : : : : Changes from: April 16, 2013 : : 470 -75 0 3 -15 160 0 -20 -184 453 329 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 37.8 1.7 6.7 1.1 13.1 0.8 2.8 22.3 30.8 16.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 8 . . . . . . 6 14 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 177,643 : : Positions : : 87,116 124,401 19,680 8,668 21,048 15,433 2,823 12,599 15,747 2,126 4,848 : : : : Changes from: April 16, 2013 : : 5,682 4,423 566 -693 534 733 1,114 512 -1,668 536 760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 70.0 11.1 4.9 11.8 8.7 1.6 7.1 8.9 1.2 2.7 : : : : Number of Traders in Each Category Total Traders: 82 : : 42 45 4 6 9 5 . 6 11 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 62,755 : : Positions : : 36,742 53,739 17,591 2,858 5,159 2,497 0 406 179 412 181 : : : : Changes from: April 16, 2013 : : 599 110 -263 0 477 132 0 50 -104 254 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 85.6 28.0 4.6 8.2 4.0 0.0 0.6 0.3 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 24 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 600,787 : : Positions : : 485,683 463,911 24,480 70,594 57,650 18,710 0 4,544 5,952 320 3,768 : : : : Changes from: April 16, 2013 : : 6,214 -10,470 -10,836 0 8,232 -1,312 0 312 -4,216 320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 77.2 4.1 11.8 9.6 3.1 0.0 0.8 1.0 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 1,658,406 : : Positions : :1,103,578 1,335,538 142,554 119,118 103,345 183,597 35,004 16,842 74,335 14,404 34,155 : : : : Changes from: April 16, 2013 : : 65,701 76,136 155 -26,547 13,264 25,592 1,905 0 -35,673 4,281 1,056 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 80.5 8.6 7.2 6.2 11.1 2.1 1.0 4.5 0.9 2.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 34 39 . 5 5 . . . 4 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 63,228 : : Positions : : 46,814 45,145 698 2,497 10,666 1,469 0 2,894 52 1,391 635 : : : : Changes from: April 16, 2013 : : 1,208 676 -418 -17 272 22 0 -202 0 153 -521 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 71.4 1.1 3.9 16.9 2.3 0.0 4.6 0.1 2.2 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 406,097 : : Positions : : 199,073 336,229 173,048 49,240 9,064 9,670 0 8,786 3,678 0 2,778 : : : : Changes from: April 16, 2013 : : -2,254 12,269 13,155 0 -952 -656 0 0 2,024 0 -3,936 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 82.8 42.6 12.1 2.2 2.4 0.0 2.2 0.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 50,379 : : Positions : : 43,671 17,794 270 26,501 1,264 30 1,562 2,178 2,222 40 80 : : : : Changes from: April 16, 2013 : : 538 270 0 60 -12 0 120 0 192 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 35.3 0.5 52.6 2.5 0.1 3.1 4.3 4.4 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 25 . 5 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 16, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 23, 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 16, 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 23, 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 16, 2013 : : 0 0 0 0 0 0 0 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 23, 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 11,045 : : Positions : : 5,391 8,031 1,740 0 972 868 360 272 230 0 898 : : : : Changes from: April 16, 2013 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 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 23, 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 16,622 : : Positions : : 9,898 11,474 1,560 450 1,806 0 516 1,414 270 0 0 : : : : Changes from: April 16, 2013 : : 124 116 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 69.0 9.4 2.7 10.9 0.0 3.1 8.5 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 23, 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 16, 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 23, 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 16, 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 23, 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 53,738 : : Positions : : 35,171 51,331 15,247 88 2,275 0 0 0 790 0 0 : : : : Changes from: April 16, 2013 : : 210 210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 95.5 28.4 0.2 4.2 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 12 22 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 732,629 : : Positions : : 563,701 641,590 151,968 74,079 16,960 0 0 0 0 0 0 : : : : Changes from: April 16, 2013 : : 23,480 23,480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 87.6 20.7 10.1 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 19 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 51,189 : : Positions : : 33,391 36,161 8,606 10,621 2,852 5,755 740 110 220 705 0 : : : : Changes from: April 16, 2013 : : 258 -66 0 0 0 0 0 0 0 324 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 70.6 16.8 20.7 5.6 11.2 1.4 0.2 0.4 1.4 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 23, 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 : : 927,208 658,770 200,815 267,749 63,107 0 169,100 0 17,566 49,970 5,781 : : : : Changes from: April 16, 2013 : : 0 -3,170 0 0 0 0 0 0 0 3,170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 54.2 16.5 22.0 5.2 0.0 13.9 0.0 1.4 4.1 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 18 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 34,055 : : Positions : : 21,116 26,730 12,813 960 0 0 6,365 0 126 0 0 : : : : Changes from: April 16, 2013 : : 0 126 0 0 0 0 0 0 126 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 78.5 37.6 2.8 0.0 0.0 18.7 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 26,571 : : Positions : : 17,458 14,565 0 5,786 1,280 2,545 0 1,600 664 316 3,024 : : : : Changes from: April 16, 2013 : : 286 664 0 0 0 1,275 0 0 -581 316 959 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 54.8 0.0 21.8 4.8 9.6 0.0 6.0 2.5 1.2 11.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 0 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 31,711 : : Positions : : 27,991 23,144 1,500 5,379 2,028 0 0 0 0 1,160 0 : : : : Changes from: April 16, 2013 : : 302 456 154 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 73.0 4.7 17.0 6.4 0.0 0.0 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 462,325 : : Positions : : 290,728 382,070 134,686 52,935 0 0 3,533 19,947 13,124 0 3,840 : : : : Changes from: April 16, 2013 : : 0 7,074 0 0 0 0 0 0 7,074 0 -1,960 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 82.6 29.1 11.4 0.0 0.0 0.8 4.3 2.8 0.0 0.8 : : : : 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 23, 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 904,019 : : Positions : : 677,883 597,762 103,494 93,600 99,322 0 90,015 23,320 0 0 0 : : : : Changes from: April 16, 2013 : : 0 3,920 3,920 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 66.1 11.4 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 23, 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 725,151 : : Positions : : 356,516 513,942 128,926 43,271 35,138 134,845 0 0 57,028 120,102 12,698 : : : : Changes from: April 16, 2013 : : 55,697 63,229 0 0 0 0 0 0 9,492 1,960 -1,960 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 70.9 17.8 6.0 4.8 18.6 0.0 0.0 7.9 16.6 1.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 162,422 : : Positions : : 132,097 132,105 1,104 17,796 3,161 0 0 0 16,700 0 9,360 : : : : Changes from: April 16, 2013 : : 0 2,744 0 0 0 0 0 0 2,744 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 81.3 0.7 11.0 1.9 0.0 0.0 0.0 10.3 0.0 5.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 310,708 : : Positions : : 244,266 160,102 23,708 47,441 42,734 0 0 0 0 60,431 0 : : : : Changes from: April 16, 2013 : : 20,967 15,853 4,760 0 0 0 0 0 0 9,874 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 51.5 7.6 15.3 13.8 0.0 0.0 0.0 0.0 19.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 26, 2013