Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 7,265 : : Positions : : 4,000 5,265 0 870 45 1,095 0 0 1,515 460 410 : : : : Changes from: April 30, 2013 : : -30 15 0 -30 0 -15 0 0 75 -15 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 72.5 0.0 12.0 0.6 15.1 0.0 0.0 20.9 6.3 5.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 20,035 : : Positions : : 10,910 12,195 690 1,790 1,090 285 55 15 2,385 255 4,500 : : : : Changes from: April 30, 2013 : : 240 1,125 0 0 0 0 -155 15 985 255 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 60.9 3.4 8.9 5.4 1.4 0.3 0.1 11.9 1.3 22.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 49,787 : : Positions : : 17,966 17,758 1,784 2,184 2,574 0 4,809 2,693 12,329 7,701 11,745 : : : : Changes from: April 30, 2013 : : 992 960 85 439 -214 0 -705 -294 -189 -191 766 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 35.7 3.6 4.4 5.2 0.0 9.7 5.4 24.8 15.5 23.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 14 13 . . 4 0 5 4 11 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 18,236 : : Positions : : 7,050 5,430 200 1,727 355 2,080 620 645 4,204 5,877 3,422 : : : : Changes from: April 30, 2013 : : 505 505 -45 -50 160 -325 -65 175 -5 130 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 29.8 1.1 9.5 1.9 11.4 3.4 3.5 23.1 32.2 18.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 8 8 . . . . . . 7 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 171,661 : : Positions : : 88,015 118,961 18,506 11,369 18,205 16,343 4,214 11,336 13,569 1,698 4,728 : : : : Changes from: April 30, 2013 : : -2,129 -5,306 -1,589 256 -2,075 445 977 -1,231 -1,151 -500 -953 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 69.3 10.8 6.6 10.6 9.5 2.5 6.6 7.9 1.0 2.8 : : : : Number of Traders in Each Category Total Traders: 77 : : 42 42 . 6 7 6 . 6 8 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 55,644 : : Positions : : 35,412 45,275 12,448 2,888 5,997 537 0 996 125 359 129 : : : : Changes from: April 30, 2013 : : -1,111 -6,086 -2,933 30 319 -2,061 0 615 -4 -53 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 81.4 22.4 5.2 10.8 1.0 0.0 1.8 0.2 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 569,891 : : Positions : : 454,139 407,127 19,044 86,054 68,918 12,294 640 4,872 8,664 320 1,960 : : : : Changes from: April 30, 2013 : : -39,017 -44,545 2,264 5,440 -5,848 -5,752 640 0 4,040 0 -1,808 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 71.4 3.3 15.1 12.1 2.2 0.1 0.9 1.5 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 24 . 4 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 1,664,575 : : Positions : :1,123,750 1,332,494 131,362 133,878 101,320 249,404 38,402 16,722 13,469 13,211 28,548 : : : : Changes from: April 30, 2013 : : 3,389 -17,054 -11,080 -5,152 3,455 50,092 5,325 1,432 -60,403 -1,121 -4,135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 80.1 7.9 8.0 6.1 15.0 2.3 1.0 0.8 0.8 1.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 38 . 5 5 4 . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 65,235 : : Positions : : 49,401 45,747 462 3,097 10,807 1,262 0 2,867 50 2,331 386 : : : : Changes from: April 30, 2013 : : 1,403 142 -284 515 6 -174 0 44 50 338 -255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 70.1 0.7 4.7 16.6 1.9 0.0 4.4 0.1 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 418,748 : : Positions : : 208,169 351,679 183,067 49,240 7,768 8,686 0 8,786 997 0 1,275 : : : : Changes from: April 30, 2013 : : 5,848 12,199 7,752 0 -3,904 0 0 0 -1,401 0 -1,503 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 84.0 43.7 11.8 1.9 2.1 0.0 2.1 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 581,172 : : Positions : : 396,786 279,834 72,030 124,947 36,403 63,359 9,360 800 10,609 128,643 1,185 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 48.1 12.4 21.5 6.3 10.9 1.6 0.1 1.8 22.1 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 19 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 46,449 : : Positions : : 19,377 22,075 14,338 1,447 765 2,716 0 2,888 5,618 18,213 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 47.5 30.9 3.1 1.6 5.8 0.0 6.2 12.1 39.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 22 5 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 mwh : CFTC Code #06439C Open Interest is 1,738,635 : : Positions : :1,597,005 535,560 141,630 3,920 0 0 0 0 0 1,199,155 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 30.8 8.1 0.2 0.0 0.0 0.0 0.0 0.0 69.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439F Open Interest is 624,000 : : Positions : : 532,500 208,300 91,500 2,200 0 0 0 0 0 413,500 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 33.4 14.7 0.4 0.0 0.0 0.0 0.0 0.0 66.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439K Open Interest is 1,151,360 : : Positions : : 889,360 1,048,800 258,320 102,560 0 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 91.1 22.4 8.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 290,520 : : Positions : : 238,984 219,000 22,368 57,728 7,480 16,712 3,528 2,384 720 0 400 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 75.4 7.7 19.9 2.6 5.8 1.2 0.8 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 10,274 : : Positions : : 6,763 6,413 451 1,883 674 1,365 301 425 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 62.4 4.4 18.3 6.6 13.3 2.9 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643AZ Open Interest is 453,495 : : Positions : : 365,210 398,195 78,585 53,300 2,000 2,200 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 87.8 17.3 11.8 0.4 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 4 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV 16 MWH PER LOT : CFTC Code #0643B1 Open Interest is 243,900 : : Positions : : 203,445 174,795 2,075 28,575 38,380 0 2,150 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 71.7 0.9 11.7 15.7 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 18 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 29,486 : : Positions : : 21,051 16,627 1,705 6,875 2,912 1,204 186 273 84 1,566 86 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 56.4 5.8 23.3 9.9 4.1 0.6 0.9 0.3 5.3 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Any multiple of 5 MWh : CFTC Code #0643B9 Open Interest is 1,577,027 : : Positions : :1,229,818 1,230,166 117,863 39,700 58,984 50,451 110,635 117,127 0 17,631 2,784 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 78.0 7.5 2.5 3.7 3.2 7.0 7.4 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 19 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Any multiple of 16 MWh : CFTC Code #0643BA Open Interest is 529,505 : : Positions : : 388,950 359,360 77,870 3,280 54,275 0 51,115 8,410 0 53,065 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 67.9 14.7 0.6 10.3 0.0 9.7 1.6 0.0 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 20 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWH : CFTC Code #0643BC Open Interest is 1,256,190 : : Positions : : 984,780 1,209,390 224,610 0 46,800 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 96.3 17.9 0.0 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #0643BE Open Interest is 386,020 : : Positions : : 281,870 356,090 66,820 0 29,930 7,400 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 92.2 17.3 0.0 7.8 1.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 13 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 618,613 : : Positions : : 394,254 514,012 49,574 0 36,490 108,951 7,036 28,560 0 31,731 784 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 83.1 8.0 0.0 5.9 17.6 1.1 4.6 0.0 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 24 5 0 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 42,640 : : Positions : : 28,630 30,048 3,479 1,977 3,002 5,396 3,940 1,646 0 1,839 188 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 70.5 8.2 4.6 7.0 12.7 9.2 3.9 0.0 4.3 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 28 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 22,752 : : Positions : : 13,558 20,502 4,767 216 1,984 1,338 0 0 1,105 50 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 90.1 21.0 0.9 8.7 5.9 0.0 0.0 4.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 14 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 212,150 : : Positions : : 101,947 204,694 81,045 0 6,800 21,084 0 0 618 0 656 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 96.5 38.2 0.0 3.2 9.9 0.0 0.0 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 595,972 : : Positions : : 343,803 500,183 186,612 34,878 11,287 9,360 4,714 44,910 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 83.9 31.3 5.9 1.9 1.6 0.8 7.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 18 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 30,247 : : Positions : : 23,700 21,009 401 6,817 638 4,232 510 572 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 69.5 1.3 22.5 2.1 14.0 1.7 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 . 5 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 J (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 98,107 : : Positions : : 62,885 68,122 14,238 0 20,984 0 0 0 0 9,001 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 69.4 14.5 0.0 21.4 0.0 0.0 0.0 0.0 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 5 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 23,756 : : Positions : : 11,505 21,574 6,756 0 992 885 652 88 3,020 44 342 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 90.8 28.4 0.0 4.2 3.7 2.7 0.4 12.7 0.2 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 22 4 0 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 308,778 : : Positions : : 120,232 290,858 111,029 784 15,176 4,704 0 0 55,677 0 1,960 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 94.2 36.0 0.3 4.9 1.5 0.0 0.0 18.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 19,610 : : Positions : : 9,071 11,212 7,409 7,337 747 583 0 86 1,184 0 120 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 57.2 37.8 37.4 3.8 3.0 0.0 0.4 6.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 256,301 : : Positions : : 110,787 151,250 132,888 96,410 3,961 0 4,680 0 8,665 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 59.0 51.8 37.6 1.5 0.0 1.8 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 32,514 : : Positions : : 23,738 24,674 4,078 2,560 2,159 0 608 2,513 26 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 75.9 12.5 7.9 6.6 0.0 1.9 7.7 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 200,765 : : Positions : : 182,276 122,397 3,561 64,417 13,951 977 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 61.0 1.8 32.1 6.9 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643CJ Open Interest is 819,713 : : Positions : : 717,793 669,441 54,960 9,392 46,960 0 93,920 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 81.7 6.7 1.1 5.7 0.0 11.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CK Open Interest is 247,920 : : Positions : : 218,170 217,380 15,050 4,240 14,700 0 11,600 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 87.7 6.1 1.7 5.9 0.0 4.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CR Open Interest is 135,845 : : Positions : : 111,745 131,105 19,360 0 4,740 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 96.5 14.3 0.0 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 Mwh : CFTC Code #0643CU Open Interest is 224,960 : : Positions : : 194,065 87,410 29,795 136,450 1,100 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 38.9 13.2 60.7 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 Mwh : CFTC Code #0643CV Open Interest is 834,246 : : Positions : : 700,157 288,766 110,729 522,120 23,360 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 34.6 13.3 62.6 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CZ Open Interest is 85,655 : : Positions : : 85,325 80,115 330 5,540 0 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 93.5 0.4 6.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D4 Open Interest is 178,385 : : Positions : : 160,055 145,070 5,250 25,315 8,000 0 0 0 5,080 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 81.3 2.9 14.2 4.5 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D5 Open Interest is 532,698 : : Positions : : 458,338 440,330 50,880 68,888 23,480 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 82.7 9.6 12.9 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D7 Open Interest is 875,603 : : Positions : : 865,783 836,379 4,680 34,084 5,140 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 95.5 0.5 3.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D8 Open Interest is 268,400 : : Positions : : 261,830 250,910 3,485 14,405 3,085 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 93.5 1.3 5.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DB Open Interest is 6,264,859 : : Positions : :4,685,933 5,906,278 1,127,725 193,982 164,599 148,430 0 0 138,172 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 94.3 18.0 3.1 2.6 2.4 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 29 5 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DC Open Interest is 2,083,960 : : Positions : :1,606,730 1,968,565 338,025 50,845 64,550 39,375 0 0 35,280 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 94.5 16.2 2.4 3.1 1.9 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 32 6 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DF Open Interest is 2,083,475 : : Positions : :1,298,389 1,100,545 173,510 277,065 131,504 7,960 188,971 35,310 335,277 248,555 101,525 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 52.8 8.3 13.3 6.3 0.4 9.1 1.7 16.1 11.9 4.9 : : : : Number of Traders in Each Category Total Traders: 65 : : 34 28 7 . 9 . 4 . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 MINI OFF-PEAK - ICE FUTURES ENERGY DIV MWh (Megawatt Hours) : CFTC Code #0643DK Open Interest is 3,859,496 : : Positions : :3,255,492 2,522,284 133,708 655,361 261,157 23,905 47,415 112,061 47,543 235,588 25,630 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 65.4 3.5 17.0 6.8 0.6 1.2 2.9 1.2 6.1 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 25 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DL Open Interest is 556,810 : : Positions : : 468,340 392,090 76,040 152,290 12,430 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 70.4 13.7 27.4 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 14 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DM Open Interest is 1,890,064 : : Positions : :1,654,251 1,384,958 174,480 443,773 61,333 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 73.3 9.2 23.5 3.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 13 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 47,718 : : Positions : : 41,485 16,556 234 25,802 1,217 280 1,402 1,726 1,842 0 0 : : : : Changes from: April 30, 2013 : : -364 -11 0 -144 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 34.7 0.5 54.1 2.6 0.6 2.9 3.6 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 23 . 5 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 10,565 : : Positions : : 5,226 7,326 562 492 1,285 1,476 0 888 148 0 42 : : : : Changes from: April 30, 2013 : : -452 -291 71 100 -229 2 0 -100 24 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 69.3 5.3 4.7 12.2 14.0 0.0 8.4 1.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 OPT - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 5,950 : : Positions : : 5,110 2,592 0 1,386 12 0 1,110 0 0 0 0 : : : : Changes from: April 30, 2013 : : 20 0 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 43.6 0.0 23.3 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 May 7, 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 PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE (5 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 10,628 : : Positions : : 4,996 7,550 1,706 0 904 1,122 320 238 0 148 990 : : : : Changes from: April 30, 2013 : : 0 0 0 0 0 240 0 0 -92 148 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 71.0 16.1 0.0 8.5 10.6 3.0 2.2 0.0 1.4 9.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 16,536 : : Positions : : 9,788 11,601 1,612 400 1,688 0 520 1,390 240 0 0 : : : : Changes from: April 30, 2013 : : -410 -173 52 -50 -118 0 4 -24 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 70.2 9.7 2.4 10.2 0.0 3.1 8.4 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 38,408 : : Positions : : 34,307 33,166 2,825 4,050 1,192 0 0 0 84 0 0 : : : : Changes from: April 30, 2013 : : -4,168 -3,332 -44 -924 0 0 0 0 -44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 86.4 7.4 10.5 3.1 0.0 0.0 0.0 0.2 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 May 7, 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 676,890 : : Positions : : 597,553 601,634 52,560 48,479 26,777 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : -48,848 -31,552 5,888 -11,408 -6,624 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 88.9 7.8 7.2 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 49,712 : : Positions : : 33,431 47,371 13,751 44 2,275 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : -2,530 -3,960 -1,496 -44 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 95.3 27.7 0.1 4.6 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 May 7, 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 766,555 : : Positions : : 613,451 675,516 139,824 77,759 13,280 0 0 0 0 0 0 : : : : Changes from: April 30, 2013 : : 49,750 33,926 -12,144 3,680 -3,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 88.1 18.2 10.1 1.7 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 May 7, 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 51,387 : : Positions : : 33,309 36,904 8,738 9,148 2,500 5,305 850 1,280 0 705 0 : : : : Changes from: April 30, 2013 : : -1,076 -207 66 -1,473 -352 -450 110 1,170 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 71.8 17.0 17.8 4.9 10.3 1.7 2.5 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 15 4 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 1,202,974 : : Positions : : 925,657 648,651 206,703 254,133 57,219 0 187,220 0 7,614 49,970 5,781 : : : : Changes from: April 30, 2013 : : -9,791 -11,719 5,888 -13,616 -5,888 0 18,120 0 -3,312 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 53.9 17.2 21.1 4.8 0.0 15.6 0.0 0.6 4.2 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 18 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 34,436 : : Positions : : 21,484 27,407 12,527 850 44 0 6,135 0 126 0 0 : : : : Changes from: April 30, 2013 : : 470 524 -286 -110 44 0 -230 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 79.6 36.4 2.5 0.1 0.0 17.8 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 14 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 31,349 : : Positions : : 21,762 17,130 0 9,357 0 4,045 0 2,230 570 0 2,632 : : : : Changes from: April 30, 2013 : : 3,033 500 0 1,011 0 220 0 630 -1,742 0 572 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 54.6 0.0 29.8 0.0 12.9 0.0 7.1 1.8 0.0 8.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 0 . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 33,780 : : Positions : : 30,456 25,455 1,236 5,357 1,918 0 0 0 0 1,050 0 : : : : Changes from: April 30, 2013 : : 150 -4 -264 -22 -110 0 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 75.4 3.7 15.9 5.7 0.0 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 474,533 : : Positions : : 287,632 401,638 127,694 47,415 0 18,763 0 23,480 14,964 0 2,000 : : : : Changes from: April 30, 2013 : : 20,304 19,568 -6,992 -5,520 0 -1,104 0 0 1,840 0 -1,840 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 84.6 26.9 10.0 0.0 4.0 0.0 4.9 3.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 894,367 : : Positions : : 684,615 595,470 87,110 93,600 99,322 0 82,655 23,320 0 0 0 : : : : Changes from: April 30, 2013 : : 3,988 -5,036 -16,384 0 0 0 -7,360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 66.6 9.7 10.5 11.1 0.0 9.2 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 809,978 : : Positions : : 414,665 501,897 91,268 61,157 87,444 158,365 0 0 50,754 151,998 7,482 : : : : Changes from: April 30, 2013 : : 55,365 -12,829 -37,658 17,886 52,306 23,520 0 0 -6,274 29,896 -4,416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 62.0 11.3 7.6 10.8 19.6 0.0 0.0 6.3 18.8 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 223,326 : : Positions : : 181,257 196,201 26,681 17,765 0 0 0 0 6,028 0 9,360 : : : : Changes from: April 30, 2013 : : 47,200 64,096 26,681 -887 -4,265 0 0 0 -10,672 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 87.9 11.9 8.0 0.0 0.0 0.0 0.0 2.7 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 7, 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 316,132 : : Positions : : 254,474 173,254 19,292 45,233 42,366 0 0 0 0 55,279 0 : : : : Changes from: April 30, 2013 : : 2,368 5,312 -4,416 -2,208 -368 0 0 0 0 -5,152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 54.8 6.1 14.3 13.4 0.0 0.0 0.0 0.0 17.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 10, 2013