Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 7,205 : : Positions : : 3,940 5,175 0 900 45 1,050 0 60 1,535 460 410 : : : : Changes from: May 7, 2013 : : -60 -90 0 30 0 -45 0 60 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 71.8 0.0 12.5 0.6 14.6 0.0 0.8 21.3 6.4 5.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 20,760 : : Positions : : 10,965 12,825 690 1,820 1,240 775 0 0 2,460 360 4,380 : : : : Changes from: May 7, 2013 : : 55 630 0 30 150 490 -55 -15 75 105 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 61.8 3.3 8.8 6.0 3.7 0.0 0.0 11.8 1.7 21.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 51,702 : : Positions : : 18,231 18,118 1,949 2,114 2,649 0 4,959 3,069 12,949 8,321 12,084 : : : : Changes from: May 7, 2013 : : 265 360 165 -70 75 0 150 376 620 620 339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 35.0 3.8 4.1 5.1 0.0 9.6 5.9 25.0 16.1 23.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 14 14 . . 4 0 5 4 10 16 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 19,211 : : Positions : : 7,190 6,160 195 1,557 395 1,895 850 910 4,500 5,278 3,616 : : : : Changes from: May 7, 2013 : : 140 730 -5 -170 40 -185 230 265 296 -599 194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 32.1 1.0 8.1 2.1 9.9 4.4 4.7 23.4 27.5 18.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 8 8 . . . . . . 7 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 173,025 : : Positions : : 88,647 119,587 19,109 11,626 17,710 16,582 3,702 11,766 13,147 1,734 5,129 : : : : Changes from: May 7, 2013 : : 632 626 603 257 -495 239 -512 430 -422 36 401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 69.1 11.0 6.7 10.2 9.6 2.1 6.8 7.6 1.0 3.0 : : : : Number of Traders in Each Category Total Traders: 77 : : 39 42 . 6 7 7 . 6 8 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 55,225 : : Positions : : 36,199 43,853 10,972 3,609 6,146 627 1 1,075 25 360 181 : : : : Changes from: May 7, 2013 : : 787 -1,422 -1,476 721 149 90 1 79 -100 1 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 79.4 19.9 6.5 11.1 1.1 0.0 1.9 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 20 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 587,126 : : Positions : : 468,605 418,510 15,735 87,110 72,138 10,678 640 5,184 12,194 952 2,592 : : : : Changes from: May 7, 2013 : : 14,466 11,383 -3,309 1,056 3,220 -1,616 0 312 3,530 632 632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 71.3 2.7 14.8 12.3 1.8 0.1 0.9 2.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 24 . 4 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 1,669,203 : : Positions : :1,131,165 1,342,543 132,779 114,197 116,245 230,924 30,953 16,850 8,805 15,980 32,435 : : : : Changes from: May 7, 2013 : : 7,415 10,049 1,417 -19,681 14,925 -18,480 -7,449 128 -4,664 2,769 3,887 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 80.4 8.0 6.8 7.0 13.8 1.9 1.0 0.5 1.0 1.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 38 4 4 5 4 . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 62,316 : : Positions : : 48,486 39,869 384 6,524 9,011 200 0 3,797 0 2,677 438 : : : : Changes from: May 7, 2013 : : -915 -5,878 -78 3,427 -1,796 -1,062 0 930 -50 346 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 64.0 0.6 10.5 14.5 0.3 0.0 6.1 0.0 4.3 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 401,661 : : Positions : : 198,594 333,783 180,771 47,112 7,768 1,493 0 11,723 37 0 1,275 : : : : Changes from: May 7, 2013 : : -9,575 -17,896 -2,296 -2,128 0 -7,193 0 2,937 -960 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 83.1 45.0 11.7 1.9 0.4 0.0 2.9 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 584,523 : : Positions : : 396,666 276,538 78,582 120,283 36,403 58,695 9,760 2,383 10,609 137,971 1,185 : : : : Changes from: May 7, 2013 : : -120 -3,296 6,552 -4,664 0 -4,664 400 1,583 0 9,328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 47.3 13.4 20.6 6.2 10.0 1.7 0.4 1.8 23.6 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 19 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 47,389 : : Positions : : 20,708 22,931 14,402 1,487 745 2,324 0 3,334 5,618 18,213 0 : : : : Changes from: May 7, 2013 : : 1,331 856 64 40 -20 -392 0 446 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 48.4 30.4 3.1 1.6 4.9 0.0 7.0 11.9 38.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 23 5 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 1,774,315 : : Positions : :1,632,685 571,240 141,630 3,920 0 0 0 0 0 1,199,155 0 : : : : Changes from: May 7, 2013 : : 35,680 35,680 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 32.2 8.0 0.2 0.0 0.0 0.0 0.0 0.0 67.6 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 14, 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: May 7, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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 1,045,600 : : Positions : : 794,640 943,040 250,960 102,560 0 0 0 0 0 0 0 : : : : Changes from: May 7, 2013 : : -94,720 -105,760 -7,360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 90.2 24.0 9.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 285,016 : : Positions : : 235,960 220,008 25,600 55,488 3,176 17,144 3,160 2,384 0 48 752 : : : : Changes from: May 7, 2013 : : -3,024 1,008 3,232 -2,240 -4,304 432 -368 0 -720 48 352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 77.2 9.0 19.5 1.1 6.0 1.1 0.8 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 9,570 : : Positions : : 5,761 5,883 409 1,839 652 1,365 213 405 0 0 0 : : : : Changes from: May 7, 2013 : : -1,002 -530 -42 -44 -22 0 -88 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 61.5 4.3 19.2 6.8 14.3 2.2 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 413,935 : : Positions : : 336,650 363,035 75,285 48,900 2,000 0 0 0 0 0 0 : : : : Changes from: May 7, 2013 : : -28,560 -35,160 -3,300 -4,400 0 -2,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 87.7 18.2 11.8 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 233,230 : : Positions : : 192,495 168,635 755 24,065 38,380 0 550 1,600 0 0 0 : : : : Changes from: May 7, 2013 : : -10,950 -6,160 -1,320 -4,510 0 0 -1,600 1,600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 72.3 0.3 10.3 16.5 0.0 0.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 27,985 : : Positions : : 19,747 15,784 2,090 6,697 2,842 1,094 186 207 90 1,478 20 : : : : Changes from: May 7, 2013 : : -1,304 -843 385 -178 -70 -110 0 -66 6 -88 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 56.4 7.5 23.9 10.2 3.9 0.7 0.7 0.3 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 1,611,626 : : Positions : :1,261,481 1,237,370 117,863 63,100 58,984 50,451 110,635 117,127 0 18,690 5,720 : : : : Changes from: May 7, 2013 : : 31,663 7,204 0 23,400 0 0 0 0 0 1,059 2,936 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 76.8 7.3 3.9 3.7 3.1 6.9 7.3 0.0 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 19 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 543,445 : : Positions : : 405,590 365,275 78,445 10,805 51,000 0 54,315 8,410 0 53,640 0 : : : : Changes from: May 7, 2013 : : 16,640 5,915 575 7,525 -3,275 0 3,200 0 0 575 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 67.2 14.4 2.0 9.4 0.0 10.0 1.5 0.0 9.9 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 21 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 1,266,430 : : Positions : : 995,020 1,219,630 224,610 0 46,800 0 0 0 0 0 0 : : : : Changes from: May 7, 2013 : : 10,240 10,240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 96.3 17.7 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 14, 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 391,420 : : Positions : : 287,270 361,490 66,820 0 29,930 7,400 0 0 0 0 0 : : : : Changes from: May 7, 2013 : : 5,400 5,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 92.4 17.1 0.0 7.6 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 14, 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 633,919 : : Positions : : 417,550 524,281 51,692 7,599 32,771 100,666 9,812 27,360 0 28,216 3,880 : : : : Changes from: May 7, 2013 : : 23,296 10,269 2,118 7,599 -3,719 -8,285 2,776 -1,200 0 -3,515 3,096 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 82.7 8.2 1.2 5.2 15.9 1.5 4.3 0.0 4.5 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 24 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 41,656 : : Positions : : 28,704 30,188 3,481 2,453 2,523 4,912 4,017 1,486 0 738 251 : : : : Changes from: May 7, 2013 : : 74 140 2 476 -479 -484 77 -160 0 -1,101 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 72.5 8.4 5.9 6.1 11.8 9.6 3.6 0.0 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 28 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 22,192 : : Positions : : 11,987 20,179 5,981 0 1,987 1,079 0 0 1,132 0 26 : : : : Changes from: May 7, 2013 : : -1,571 -323 1,214 -216 3 -259 0 0 27 -50 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 90.9 27.0 0.0 9.0 4.9 0.0 0.0 5.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 200,910 : : Positions : : 93,691 193,454 78,973 0 6,800 20,172 0 0 618 0 656 : : : : Changes from: May 7, 2013 : : -8,256 -11,240 -2,072 0 0 -912 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 96.3 39.3 0.0 3.4 10.0 0.0 0.0 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 591,348 : : Positions : : 344,987 503,743 181,948 27,438 10,543 9,760 5,514 44,110 0 0 0 : : : : Changes from: May 7, 2013 : : 1,184 3,560 -4,664 -7,440 -744 400 800 -800 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 85.2 30.8 4.6 1.8 1.7 0.9 7.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 18 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 30,417 : : Positions : : 24,570 21,670 401 6,817 638 4,196 510 612 0 0 0 : : : : Changes from: May 7, 2013 : : 870 661 0 0 0 -36 0 40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 71.2 1.3 22.4 2.1 13.8 1.7 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 . 5 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 101,676 : : Positions : : 66,454 71,691 14,238 0 20,984 0 0 0 0 9,001 0 : : : : Changes from: May 7, 2013 : : 3,569 3,569 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 70.5 14.0 0.0 20.6 0.0 0.0 0.0 0.0 8.9 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 14, 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 22,452 : : Positions : : 10,264 20,559 6,742 0 902 797 630 88 3,262 0 188 : : : : Changes from: May 7, 2013 : : -1,241 -1,015 -14 0 -90 -88 -22 0 242 -44 -154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 91.6 30.0 0.0 4.0 3.5 2.8 0.4 14.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 21 4 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 307,994 : : Positions : : 122,584 290,074 111,029 784 15,176 4,704 0 0 52,541 0 1,960 : : : : Changes from: May 7, 2013 : : 2,352 -784 0 0 0 0 0 0 -3,136 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 94.2 36.0 0.3 4.9 1.5 0.0 0.0 17.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 17 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 18,460 : : Positions : : 8,813 10,458 7,045 6,923 725 104 0 44 1,036 0 180 : : : : Changes from: May 7, 2013 : : -258 -754 -364 -414 -22 -479 0 -42 -148 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 56.7 38.2 37.5 3.9 0.6 0.0 0.2 5.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 256,701 : : Positions : : 111,187 151,650 132,888 96,410 3,961 0 4,680 0 8,665 0 0 : : : : Changes from: May 7, 2013 : : 400 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 59.1 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 14, 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 31,931 : : Positions : : 23,173 24,423 4,725 2,662 1,571 0 839 2,436 26 0 0 : : : : Changes from: May 7, 2013 : : -565 -251 647 102 -588 0 231 -77 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 76.5 14.8 8.3 4.9 0.0 2.6 7.6 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 205,591 : : Positions : : 186,125 119,527 3,561 72,113 13,951 1,954 0 0 0 0 0 : : : : Changes from: May 7, 2013 : : 3,849 -2,870 0 7,696 0 977 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 58.1 1.7 35.1 6.8 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 818,113 : : Positions : : 716,193 671,841 58,960 9,392 42,960 0 93,920 0 0 0 0 : : : : Changes from: May 7, 2013 : : -1,600 2,400 4,000 0 -4,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 82.1 7.2 1.1 5.3 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 14, 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 248,220 : : Positions : : 218,470 217,680 16,050 4,240 13,700 0 12,600 0 0 0 0 : : : : Changes from: May 7, 2013 : : 300 300 1,000 0 -1,000 0 1,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 87.7 6.5 1.7 5.5 0.0 5.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 136,345 : : Positions : : 112,245 128,605 16,360 0 7,740 0 0 0 0 0 0 : : : : Changes from: May 7, 2013 : : 500 -2,500 -3,000 0 3,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 94.3 12.0 0.0 5.7 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 14, 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 231,985 : : Positions : : 193,465 94,435 37,420 136,450 1,100 0 0 0 0 0 0 : : : : Changes from: May 7, 2013 : : -600 7,025 7,625 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 40.7 16.1 58.8 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 848,566 : : Positions : : 694,237 311,006 134,569 517,800 19,760 0 0 0 0 0 0 : : : : Changes from: May 7, 2013 : : -5,920 22,240 23,840 -4,320 -3,600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 36.7 15.9 61.0 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 109,955 : : Positions : : 96,925 91,715 330 5,540 12,700 0 0 0 0 0 0 : : : : Changes from: May 7, 2013 : : 11,600 11,600 0 0 12,700 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 83.4 0.3 5.0 11.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 183,505 : : Positions : : 165,175 145,070 130 25,315 13,120 0 0 0 5,080 0 0 : : : : Changes from: May 7, 2013 : : 5,120 0 -5,120 0 5,120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 79.1 0.1 13.8 7.1 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 14, 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 551,354 : : Positions : : 476,994 440,330 32,224 68,888 42,136 0 0 0 0 0 0 : : : : Changes from: May 7, 2013 : : 18,656 0 -18,656 0 18,656 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 79.9 5.8 12.5 7.6 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 14, 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 881,603 : : Positions : : 871,783 842,379 4,680 34,084 5,140 0 0 0 0 0 0 : : : : Changes from: May 7, 2013 : : 6,000 6,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 95.6 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 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 272,700 : : Positions : : 266,130 255,210 3,485 14,405 3,085 0 0 0 0 0 0 : : : : Changes from: May 7, 2013 : : 4,300 4,300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 93.6 1.3 5.3 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 6,334,752 : : Positions : :4,701,380 5,975,444 1,121,512 146,788 212,520 157,968 0 0 141,372 0 0 : : : : Changes from: May 7, 2013 : : 15,447 69,166 -6,213 -47,194 47,921 9,538 0 0 3,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 94.3 17.7 2.3 3.4 2.5 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 31 5 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 2,139,405 : : Positions : :1,646,240 2,024,550 326,605 28,030 86,825 42,855 0 0 36,880 0 0 : : : : Changes from: May 7, 2013 : : 39,510 55,985 -11,420 -22,815 22,275 3,480 0 0 1,600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 94.6 15.3 1.3 4.1 2.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 36 33 7 . 6 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 2,116,401 : : Positions : :1,326,887 1,148,923 161,690 251,340 141,177 7,960 188,971 35,310 341,052 248,355 102,325 : : : : Changes from: May 7, 2013 : : 28,498 48,378 -11,820 -25,725 9,673 0 0 0 5,775 -200 800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 54.3 7.6 11.9 6.7 0.4 8.9 1.7 16.1 11.7 4.8 : : : : Number of Traders in Each Category Total Traders: 65 : : 34 30 7 . 9 . 4 . 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 4,031,239 : : Positions : :3,398,322 2,726,829 172,781 629,519 251,797 23,905 47,415 112,061 44,343 235,588 28,030 : : : : Changes from: May 7, 2013 : : 142,830 204,545 39,073 -25,842 -9,360 0 0 0 -3,200 0 2,400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 67.6 4.3 15.6 6.2 0.6 1.2 2.8 1.1 5.8 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 25 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 573,590 : : Positions : : 484,920 407,190 76,040 151,290 12,630 0 2,480 0 0 0 0 : : : : Changes from: May 7, 2013 : : 16,580 15,100 0 -1,000 200 0 2,480 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 71.0 13.3 26.4 2.2 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 14 . 4 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 1,903,602 : : Positions : :1,667,789 1,388,958 174,480 443,773 61,333 0 9,538 0 0 0 0 : : : : Changes from: May 7, 2013 : : 13,538 4,000 0 0 0 0 9,538 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 73.0 9.2 23.3 3.2 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 13 . 4 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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: May 7, 2013 : : 0 0 0 0 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 14, 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: May 7, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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 (CONTRACTS OF 5 MEGAWATTS PER HOUR) : 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: May 7, 2013 : : 0 0 0 0 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 14, 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 (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #06465K Open Interest is 10,880 : : Positions : : 5,008 7,562 1,706 0 904 1,362 320 238 0 388 990 : : : : Changes from: May 7, 2013 : : 12 12 0 0 0 240 0 0 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 69.5 15.7 0.0 8.3 12.5 2.9 2.2 0.0 3.6 9.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 16,556 : : Positions : : 9,788 11,621 1,612 400 1,688 0 520 1,390 240 0 0 : : : : Changes from: May 7, 2013 : : 0 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 70.2 9.7 2.4 10.2 0.0 3.1 8.4 1.4 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 14, 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 39,650 : : Positions : : 35,549 34,408 2,825 4,050 1,192 0 0 0 84 0 0 : : : : Changes from: May 7, 2013 : : 1,242 1,242 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 86.8 7.1 10.2 3.0 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 14, 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: May 7, 2013 : : 0 0 0 0 0 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 14, 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: May 7, 2013 : : 0 0 0 0 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 14, 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: May 7, 2013 : : 0 0 0 0 0 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 14, 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 51,562 : : Positions : : 33,424 37,119 8,738 9,048 2,560 5,305 850 1,280 0 705 0 : : : : Changes from: May 7, 2013 : : 115 215 0 -100 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 72.0 16.9 17.5 5.0 10.3 1.6 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 14, 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: May 7, 2013 : : 0 0 0 0 0 0 0 0 0 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 14, 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 34,656 : : Positions : : 21,704 27,307 12,527 950 44 0 6,355 0 126 0 0 : : : : Changes from: May 7, 2013 : : 220 -100 0 100 0 0 220 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 78.8 36.1 2.7 0.1 0.0 18.3 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 14 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 30,800 : : Positions : : 21,213 17,601 0 9,357 0 4,045 0 2,230 1,590 0 1,612 : : : : Changes from: May 7, 2013 : : -549 471 0 0 0 0 0 0 1,020 0 -1,020 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 57.1 0.0 30.4 0.0 13.1 0.0 7.2 5.2 0.0 5.2 : : : : 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 14, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 24,053 : : Positions : : 19,019 16,862 740 2,555 1,275 0 0 0 0 852 680 : : : : Changes from: May 7, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 70.1 3.1 10.6 5.3 0.0 0.0 0.0 0.0 3.5 2.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 33,832 : : Positions : : 30,508 25,507 1,236 5,357 1,918 0 0 0 0 1,050 0 : : : : Changes from: May 7, 2013 : : 52 52 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 75.4 3.7 15.8 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 14, 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: May 7, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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 923,286 : : Positions : : 713,534 624,389 87,110 93,600 99,322 0 82,655 23,320 0 0 0 : : : : Changes from: May 7, 2013 : : 28,919 28,919 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 67.6 9.4 10.1 10.8 0.0 9.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 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 856,778 : : Positions : : 484,785 548,697 91,268 84,477 64,124 158,365 0 0 50,754 151,998 7,482 : : : : Changes from: May 7, 2013 : : 70,120 46,800 0 23,320 -23,320 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 64.0 10.7 9.9 7.5 18.5 0.0 0.0 5.9 17.7 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 14, 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: May 7, 2013 : : 0 0 0 0 0 0 0 0 0 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 14, 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 318,932 : : Positions : : 257,274 176,054 19,292 45,233 42,366 0 0 0 0 55,279 0 : : : : Changes from: May 7, 2013 : : 2,800 2,800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 55.2 6.0 14.2 13.3 0.0 0.0 0.0 0.0 17.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 14, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatts Per Hour) : CFTC Code #064A87 Open Interest is 309,192 : : Positions : : 262,392 121,456 46,800 173,896 0 0 13,840 0 0 0 0 : : : : Changes from: May 7, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 39.3 15.1 56.2 0.0 0.0 4.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . 0 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 17, 2013