Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 7,280 : : Positions : : 4,030 5,250 0 900 45 1,110 0 0 1,440 475 455 : : : : Changes from: April 23, 2013 : : 180 -60 0 -30 0 -135 0 0 45 35 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 72.1 0.0 12.4 0.6 15.2 0.0 0.0 19.8 6.5 6.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 11,788 : : Positions : : 8,328 8,776 503 0 330 290 0 1,515 147 526 513 : : : : Changes from: April 23, 2013 : : -22 -725 -175 0 15 -725 0 615 -58 -52 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 74.4 4.3 0.0 2.8 2.5 0.0 12.9 1.2 4.5 4.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 18,970 : : Positions : : 10,670 11,070 690 1,790 1,090 285 210 0 1,400 0 4,675 : : : : Changes from: April 23, 2013 : : -145 -190 -130 505 -280 -20 5 0 605 -15 -575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 58.4 3.6 9.4 5.7 1.5 1.1 0.0 7.4 0.0 24.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 49,001 : : Positions : : 16,974 16,798 1,699 1,745 2,788 0 5,514 2,987 12,518 7,892 10,979 : : : : Changes from: April 23, 2013 : : -3,657 -2,855 169 460 -848 0 280 -320 426 -184 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 34.3 3.5 3.6 5.7 0.0 11.3 6.1 25.5 16.1 22.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 14 13 . . 4 0 5 4 10 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 17,396 : : Positions : : 6,545 4,925 245 1,777 195 2,405 685 470 4,209 5,747 3,227 : : : : Changes from: April 23, 2013 : : -1,340 -2,285 -85 500 -15 -100 535 -70 -53 -138 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 28.3 1.4 10.2 1.1 13.8 3.9 2.7 24.2 33.0 18.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 8 7 . . . . . . 6 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 180,557 : : Positions : : 90,144 124,267 20,095 11,113 20,280 15,898 3,237 12,567 14,720 2,198 5,681 : : : : Changes from: April 23, 2013 : : 3,028 -134 415 2,445 -768 465 414 -32 -1,027 72 833 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 68.8 11.1 6.2 11.2 8.8 1.8 7.0 8.2 1.2 3.1 : : : : Number of Traders in Each Category Total Traders: 81 : : 42 45 . 7 9 6 . 5 10 4 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 60,922 : : Positions : : 36,523 51,361 15,381 2,858 5,678 2,598 0 381 129 412 232 : : : : Changes from: April 23, 2013 : : -219 -2,378 -2,210 0 519 101 0 -25 -50 0 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 84.3 25.2 4.7 9.3 4.3 0.0 0.6 0.2 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 24 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 616,012 : : Positions : : 493,156 451,672 16,780 80,614 74,766 18,046 0 4,872 4,624 320 3,768 : : : : Changes from: April 23, 2013 : : 7,473 -12,239 -7,700 10,020 17,116 -664 0 328 -1,328 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 73.3 2.7 13.1 12.1 2.9 0.0 0.8 0.8 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 24 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 1,681,825 : : Positions : :1,120,361 1,349,548 142,442 139,030 97,865 199,312 33,077 15,290 73,872 14,332 32,683 : : : : Changes from: April 23, 2013 : : 16,783 14,010 -112 19,912 -5,480 15,715 -1,927 -1,552 -463 -72 -1,472 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 80.2 8.5 8.3 5.8 11.9 2.0 0.9 4.4 0.9 1.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 33 42 . 5 5 . . . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 64,445 : : Positions : : 47,998 45,605 746 2,582 10,801 1,436 0 2,823 0 1,993 641 : : : : Changes from: April 23, 2013 : : 1,184 460 48 85 135 -33 0 -71 -52 602 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 70.8 1.2 4.0 16.8 2.2 0.0 4.4 0.0 3.1 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 24 . . . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 411,956 : : Positions : : 202,321 339,480 175,315 49,240 11,672 8,686 0 8,786 2,398 0 2,778 : : : : Changes from: April 23, 2013 : : 3,248 3,251 2,267 0 2,608 -984 0 0 -1,280 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 82.4 42.6 12.0 2.8 2.1 0.0 2.1 0.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 47,806 : : Positions : : 41,849 16,567 234 25,946 1,217 280 1,402 1,726 1,842 0 0 : : : : Changes from: April 23, 2013 : : -1,822 -1,227 -36 -555 -47 250 -160 -452 -380 -40 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 34.7 0.5 54.3 2.5 0.6 2.9 3.6 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 25 . 5 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 23, 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 30, 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 11,313 : : Positions : : 5,678 7,617 491 392 1,514 1,474 0 988 124 0 66 : : : : Changes from: April 23, 2013 : : 238 68 -206 -40 107 0 0 0 -4 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 67.3 4.3 3.5 13.4 13.0 0.0 8.7 1.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 5,930 : : Positions : : 5,090 2,592 0 1,366 12 0 1,110 0 0 0 0 : : : : Changes from: April 23, 2013 : : -235 -182 0 -43 -5 0 -34 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 43.7 0.0 23.0 0.2 0.0 18.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 10 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 10,388 : : Positions : : 4,996 7,550 1,706 0 904 882 320 238 92 0 898 : : : : Changes from: April 23, 2013 : : -395 -481 -34 0 -68 14 -40 -34 -138 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 72.7 16.4 0.0 8.7 8.5 3.1 2.3 0.9 0.0 8.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 16,922 : : Positions : : 10,198 11,774 1,560 450 1,806 0 516 1,414 270 0 0 : : : : Changes from: April 23, 2013 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 69.6 9.2 2.7 10.7 0.0 3.0 8.4 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 30, 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 42,664 : : Positions : : 38,475 36,498 2,869 4,974 1,192 0 0 0 128 0 0 : : : : Changes from: April 23, 2013 : : 868 -192 0 1,060 -807 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 85.5 6.7 11.7 2.8 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 726,474 : : Positions : : 646,401 633,186 46,672 59,887 33,401 0 0 0 0 0 0 : : : : Changes from: April 23, 2013 : : 3,854 -15,416 0 19,270 -15,416 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 87.2 6.4 8.2 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A38 Open Interest is 24,761 : : Positions : : 20,476 6,726 1,515 512 256 0 0 0 2,322 16,819 0 : : : : Changes from: April 23, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 27.2 6.1 2.1 1.0 0.0 0.0 0.0 9.4 67.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 : : 35,961 51,331 15,247 88 2,275 0 0 0 0 0 0 : : : : Changes from: April 23, 2013 : : 790 0 0 0 0 0 0 0 -790 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 95.5 28.4 0.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 22 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 23, 2013 : : 0 0 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 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 52,139 : : Positions : : 34,385 37,111 8,672 10,621 2,852 5,755 740 110 110 705 0 : : : : Changes from: April 23, 2013 : : 994 950 66 0 0 0 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 71.2 16.6 20.4 5.5 11.0 1.4 0.2 0.2 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 30, 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 1,216,077 : : Positions : : 935,448 660,370 200,815 267,749 63,107 0 169,100 0 10,926 49,970 5,781 : : : : Changes from: April 23, 2013 : : 8,240 1,600 0 0 0 0 0 0 -6,640 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 54.3 16.5 22.0 5.2 0.0 13.9 0.0 0.9 4.1 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 18 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 34,208 : : Positions : : 21,014 26,883 12,813 960 0 0 6,365 0 126 0 0 : : : : Changes from: April 23, 2013 : : -102 153 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 78.6 37.5 2.8 0.0 0.0 18.6 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 30, 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 28,636 : : Positions : : 18,729 16,630 0 8,346 0 3,825 0 1,600 2,312 0 2,060 : : : : Changes from: April 23, 2013 : : 1,271 2,065 0 2,560 -1,280 1,280 0 0 1,648 -316 -964 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 58.1 0.0 29.1 0.0 13.4 0.0 5.6 8.1 0.0 7.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 0 4 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 34,026 : : Positions : : 30,306 25,459 1,500 5,379 2,028 0 0 0 0 1,160 0 : : : : Changes from: April 23, 2013 : : 2,315 2,315 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 74.8 4.4 15.8 6.0 0.0 0.0 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 : : 267,328 382,070 134,686 52,935 0 19,867 0 23,480 13,124 0 3,840 : : : : Changes from: April 23, 2013 : : -23,400 0 0 0 0 19,867 -3,533 3,533 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 82.6 29.1 11.4 0.0 4.3 0.0 5.1 2.8 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 906,763 : : Positions : : 680,627 600,506 103,494 93,600 99,322 0 90,015 23,320 0 0 0 : : : : Changes from: April 23, 2013 : : 2,744 2,744 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 66.2 11.4 10.3 11.0 0.0 9.9 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 30, 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 727,135 : : Positions : : 359,300 514,726 128,926 43,271 35,138 134,845 0 0 57,028 122,102 11,898 : : : : Changes from: April 23, 2013 : : 2,784 784 0 0 0 0 0 0 0 2,000 -800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 70.8 17.7 6.0 4.8 18.5 0.0 0.0 7.8 16.8 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 164,382 : : Positions : : 134,057 132,105 0 18,652 4,265 0 0 0 16,700 0 9,360 : : : : Changes from: April 23, 2013 : : 1,960 0 -1,104 856 1,104 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 80.4 0.0 11.3 2.6 0.0 0.0 0.0 10.2 0.0 5.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 30, 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 318,548 : : Positions : : 252,106 167,942 23,708 47,441 42,734 0 0 0 0 60,431 0 : : : : Changes from: April 23, 2013 : : 7,840 7,840 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 52.7 7.4 14.9 13.4 0.0 0.0 0.0 0.0 19.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 3, 2013