Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 6,905 : : Positions : : 3,750 4,960 0 855 15 1,230 0 0 1,290 425 415 : : : : Changes from: April 2, 2013 : : -275 135 0 60 15 25 0 -120 255 -90 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 71.8 0.0 12.4 0.2 17.8 0.0 0.0 18.7 6.2 6.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 51,560 : : Positions : : 19,702 20,151 1,420 1,521 3,244 0 4,204 3,446 11,702 6,738 11,656 : : : : Changes from: April 2, 2013 : : 504 421 40 -380 551 -276 14 91 36 54 -168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 39.1 2.8 2.9 6.3 0.0 8.2 6.7 22.7 13.1 22.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 14 12 . . 4 0 5 4 12 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 17,122 : : Positions : : 7,005 5,865 330 920 245 1,745 105 750 4,257 6,127 2,655 : : : : Changes from: April 2, 2013 : : 435 90 60 350 -5 200 105 -120 -150 -45 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 34.3 1.9 5.4 1.4 10.2 0.6 4.4 24.9 35.8 15.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 9 8 . . . . . . 6 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 92,540 : : Positions : : 61,459 38,377 270 24,477 19,729 238 1,593 5,622 2,045 0 222 : : : : Changes from: April 2, 2013 : : 361 334 0 86 71 72 -4 -94 2 0 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 41.5 0.3 26.5 21.3 0.3 1.7 6.1 2.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 25 . 5 6 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 14,979 : : Positions : : 7,936 9,541 448 1,202 2,441 1,987 0 988 128 0 62 : : : : Changes from: April 2, 2013 : : 16 -1 94 -43 23 -35 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 63.7 3.0 8.0 16.3 13.3 0.0 6.6 0.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 6,229 : : Positions : : 5,214 2,791 0 1,401 17 0 1,024 0 0 0 0 : : : : Changes from: April 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 44.8 0.0 22.5 0.3 0.0 16.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 11 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 11,025 : : Positions : : 5,371 8,011 1,740 0 972 868 360 272 230 0 898 : : : : Changes from: April 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 72.7 15.8 0.0 8.8 7.9 3.3 2.5 2.1 0.0 8.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 16,498 : : Positions : : 9,774 11,358 1,560 450 1,806 0 516 1,414 270 0 0 : : : : Changes from: April 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 68.8 9.5 2.7 10.9 0.0 3.1 8.6 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 42,603 : : Positions : : 37,607 36,690 2,869 3,914 1,999 0 0 0 128 0 0 : : : : Changes from: April 2, 2013 : : 110 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 86.1 6.7 9.2 4.7 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 738,036 : : Positions : : 642,547 648,602 46,672 40,617 48,817 0 0 0 0 0 0 : : : : Changes from: April 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 87.9 6.3 5.5 6.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 53,528 : : Positions : : 34,961 51,121 15,247 88 2,275 0 0 0 790 0 0 : : : : Changes from: April 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 95.5 28.5 0.2 4.3 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 11 22 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 709,149 : : Positions : : 540,221 618,110 151,968 74,079 16,960 0 0 0 0 0 0 : : : : Changes from: April 2, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 87.2 21.4 10.4 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 50,931 : : Positions : : 33,133 34,952 8,606 11,896 2,852 5,755 740 110 220 381 0 : : : : Changes from: April 2, 2013 : : 512 512 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 68.6 16.9 23.4 5.6 11.3 1.5 0.2 0.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 14 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,214,477 : : Positions : : 927,208 661,940 200,815 267,749 63,107 0 169,100 0 17,566 46,800 5,781 : : : : Changes from: April 2, 2013 : : 19,525 10,197 0 9,328 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 54.5 16.5 22.0 5.2 0.0 13.9 0.0 1.4 3.9 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 18 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 33,929 : : Positions : : 21,116 26,604 12,813 960 0 0 6,365 0 0 0 0 : : : : Changes from: April 2, 2013 : : -1,337 -62 1,785 0 0 0 510 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 78.4 37.8 2.8 0.0 0.0 18.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 21,232 : : Positions : : 13,772 10,501 0 5,786 1,280 1,270 0 1,600 1,245 0 2,065 : : : : Changes from: April 2, 2013 : : 2,550 0 0 2,550 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 49.5 0.0 27.3 6.0 6.0 0.0 7.5 5.9 0.0 9.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 19,489 : : Positions : : 16,218 12,866 80 2,577 1,957 0 0 0 0 896 680 : : : : Changes from: April 2, 2013 : : 850 0 -763 87 763 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 66.0 0.4 13.2 10.0 0.0 0.0 0.0 0.0 4.6 3.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 25,190 : : Positions : : 21,724 17,333 1,246 4,869 2,028 0 0 0 0 960 0 : : : : Changes from: April 2, 2013 : : 160 160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 68.8 4.9 19.3 8.1 0.0 0.0 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 457,211 : : Positions : : 290,728 374,996 134,686 52,935 0 0 3,533 19,947 6,050 0 5,800 : : : : Changes from: April 2, 2013 : : 0 11,850 0 0 0 0 0 0 6,050 -5,800 5,800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 82.0 29.5 11.6 0.0 0.0 0.8 4.4 1.3 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 899,832 : : Positions : : 677,616 607,687 113,686 93,600 85,210 0 90,015 23,320 0 0 0 : : : : Changes from: April 2, 2013 : : 17,619 17,619 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 67.5 12.6 10.4 9.5 0.0 10.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 596,742 : : Positions : : 235,639 385,533 128,926 43,271 35,138 134,845 0 0 47,536 118,142 14,658 : : : : Changes from: April 2, 2013 : : 0 9,328 9,328 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 64.6 21.6 7.3 5.9 22.6 0.0 0.0 8.0 19.8 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 257,291 : : Positions : : 211,414 139,959 42,348 63,246 3,529 0 0 0 0 50,557 0 : : : : Changes from: April 2, 2013 : : 6,664 4,704 0 0 0 0 0 0 0 1,960 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 54.4 16.5 24.6 1.4 0.0 0.0 0.0 0.0 19.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 9, 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 ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 4,686 : : Positions : : 1,566 3,764 2,156 0 756 62 0 37 48 67 51 : : : : Changes from: April 2, 2013 : : -46 -32 -2 0 -8 7 0 -5 -0 -7 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 80.3 46.0 0.0 16.1 1.3 0.0 0.8 1.0 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 6 0 6 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated April 17, 2013