Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 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 7,025 : : Positions : : 3,705 5,005 0 885 60 1,275 0 0 1,230 440 415 : : : : Changes from: April 9, 2013 : : -45 45 0 30 45 45 0 0 -60 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 71.2 0.0 12.6 0.9 18.1 0.0 0.0 17.5 6.3 5.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 11,996 : : Positions : : 8,357 9,508 678 0 315 1,015 0 900 205 578 420 : : : : Changes from: April 9, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 79.3 5.7 0.0 2.6 8.5 0.0 7.5 1.7 4.8 3.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024653 Open Interest is 19,916 : : Positions : : 10,828 11,121 670 675 2,053 245 205 0 675 459 5,268 : : : : Changes from: April 9, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 55.8 3.4 3.4 10.3 1.2 1.0 0.0 3.4 2.3 26.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 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 52,928 : : Positions : : 20,662 20,327 1,630 1,426 3,299 0 4,679 3,207 11,825 7,550 11,840 : : : : Changes from: April 9, 2013 : : 960 176 210 -95 55 0 475 -239 123 812 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 38.4 3.1 2.7 6.2 0.0 8.8 6.1 22.3 14.3 22.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 13 12 . . 4 0 5 4 10 16 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 18,341 : : Positions : : 7,415 7,285 330 1,274 225 2,345 150 560 4,446 5,432 2,885 : : : : Changes from: April 9, 2013 : : 410 1,420 0 354 -20 600 45 -190 189 -695 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 39.7 1.8 6.9 1.2 12.8 0.8 3.1 24.2 29.6 15.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 8 . . . . . . 7 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 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 93,335 : : Positions : : 62,061 39,025 270 24,979 19,891 528 1,463 5,263 2,046 0 240 : : : : Changes from: April 9, 2013 : : 602 647 0 502 162 291 -130 -359 1 0 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 41.8 0.3 26.8 21.3 0.6 1.6 5.6 2.2 0.0 0.3 : : : : 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 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS 0F 400 MEGAWATT HOURS) : CFTC Code #06465B Open Interest is 6,590 : : Positions : : 4,674 5,456 699 259 363 44 0 0 0 0 0 : : : : Changes from: April 9, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 82.8 10.6 3.9 5.5 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 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 14,934 : : Positions : : 7,970 9,557 472 1,178 2,406 1,918 0 988 128 0 62 : : : : Changes from: April 9, 2013 : : 34 16 25 -24 -35 -69 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 64.0 3.2 7.9 16.1 12.8 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 16, 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 6,353 : : Positions : : 5,343 2,792 0 1,409 17 0 1,144 0 0 0 0 : : : : Changes from: April 9, 2013 : : 129 1 0 8 0 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 43.9 0.0 22.2 0.3 0.0 18.0 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 16, 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 9, 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 16, 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 9, 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 16, 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 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 86.1 6.7 9.2 4.7 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 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 9, 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 16, 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 9, 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 16, 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 9, 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 16, 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 36,227 8,606 10,621 2,852 5,755 740 110 220 381 0 : : : : Changes from: April 9, 2013 : : 0 1,275 0 -1,275 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 71.1 16.9 20.9 5.6 11.3 1.5 0.2 0.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 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 9, 2013 : : 0 0 0 0 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 16, 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 9, 2013 : : 0 0 0 0 0 0 0 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 16, 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 24,632 : : Positions : : 17,172 13,901 0 5,786 1,280 1,270 0 1,600 1,245 0 2,065 : : : : Changes from: April 9, 2013 : : 3,400 3,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 56.4 0.0 23.5 5.2 5.2 0.0 6.5 5.1 0.0 8.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 31,255 : : Positions : : 27,689 22,688 1,346 5,379 2,028 0 0 0 0 1,160 0 : : : : Changes from: April 9, 2013 : : 5,965 5,355 100 510 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 72.6 4.3 17.2 6.5 0.0 0.0 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 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 9, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 16, 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 900,099 : : Positions : : 677,883 593,842 99,574 93,600 99,322 0 90,015 23,320 0 0 0 : : : : Changes from: April 9, 2013 : : 267 -13,845 -14,112 0 14,112 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 66.0 11.1 10.4 11.0 0.0 10.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 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 661,922 : : Positions : : 300,819 450,713 128,926 43,271 35,138 134,845 0 0 47,536 118,142 14,658 : : : : Changes from: April 9, 2013 : : 65,180 65,180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 68.1 19.5 6.5 5.3 20.4 0.0 0.0 7.2 17.8 2.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 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 159,678 : : Positions : : 132,097 129,361 1,104 17,796 3,161 0 0 0 13,956 0 9,360 : : : : Changes from: April 9, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 81.0 0.7 11.1 2.0 0.0 0.0 0.0 8.7 0.0 5.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 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 284,981 : : Positions : : 223,299 144,249 18,948 47,441 42,734 0 0 0 0 50,557 0 : : : : Changes from: April 9, 2013 : : 11,885 4,290 -23,400 -15,805 39,205 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 50.6 6.6 16.6 15.0 0.0 0.0 0.0 0.0 17.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 16, 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 4,827 : : Positions : : 1,694 3,880 2,168 0 770 53 0 41 46 76 47 : : : : Changes from: April 9, 2013 : : 128 117 12 0 14 -10 0 4 -2 10 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 80.4 44.9 0.0 16.0 1.1 0.0 0.8 1.0 1.6 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 6 0 6 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated April 19, 2013