Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,280 : : Positions : : 4,030 5,250 0 900 45 1,110 0 0 1,440 475 455 : : : : Changes from: April 23, 2013 : : 180 -60 0 -30 0 -135 0 0 45 35 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 72.1 0.0 12.4 0.6 15.2 0.0 0.0 19.8 6.5 6.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 11,801 : : Positions : : 8,335 8,786 503 0 330 290 0 1,515 147 526 513 : : : : Changes from: April 23, 2013 : : -21 -722 -175 0 15 -725 0 615 -58 -52 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 74.4 4.3 0.0 2.8 2.5 0.0 12.8 1.2 4.5 4.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024653 Open Interest is 20,286 : : Positions : : 11,025 11,754 690 1,075 1,813 285 210 0 1,161 161 5,139 : : : : Changes from: April 23, 2013 : : -104 -64 -130 465 -245 -20 5 0 366 -296 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 57.9 3.4 5.3 8.9 1.4 1.0 0.0 5.7 0.8 25.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 49,001 : : Positions : : 16,974 16,798 1,699 1,745 2,788 0 5,514 2,987 12,518 7,892 10,979 : : : : Changes from: April 23, 2013 : : -3,657 -2,855 169 460 -848 0 280 -320 426 -184 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 34.3 3.5 3.6 5.7 0.0 11.3 6.1 25.5 16.1 22.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 14 13 . . 4 0 5 4 10 15 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 17,396 : : Positions : : 6,545 4,925 245 1,777 195 2,405 685 470 4,209 5,747 3,227 : : : : Changes from: April 23, 2013 : : -1,340 -2,285 -85 500 -15 -100 535 -70 -53 -138 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 28.3 1.4 10.2 1.1 13.8 3.9 2.7 24.2 33.0 18.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 8 7 . . . . . . 6 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 88,807 : : Positions : : 59,681 36,828 234 24,730 18,873 1,001 1,423 4,347 1,780 0 550 : : : : Changes from: April 23, 2013 : : -2,875 -2,315 -36 -409 -1,131 499 -161 -908 -387 -2 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 41.5 0.3 27.8 21.3 1.1 1.6 4.9 2.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 26 . 5 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS 0F 400 MEGAWATT HOURS) : CFTC Code #06465B Open Interest is 6,590 : : Positions : : 4,674 5,456 699 259 363 44 0 0 0 0 0 : : : : Changes from: April 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 82.8 10.6 3.9 5.5 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 14,503 : : Positions : : 7,892 9,379 467 1,129 2,200 1,774 0 988 124 0 66 : : : : Changes from: April 23, 2013 : : -90 -151 -1 -101 -217 -159 0 0 -4 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 64.7 3.2 7.8 15.2 12.2 0.0 6.8 0.9 0.0 0.5 : : : : 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 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 6,048 : : Positions : : 5,108 2,610 0 1,366 12 0 1,110 0 0 0 0 : : : : Changes from: April 23, 2013 : : -235 -182 0 -43 -5 0 -34 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 43.2 0.0 22.6 0.2 0.0 18.4 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 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 10,388 : : Positions : : 4,996 7,550 1,706 0 904 882 320 238 92 0 898 : : : : Changes from: April 23, 2013 : : -395 -481 -34 0 -68 14 -40 -34 -138 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 72.7 16.4 0.0 8.7 8.5 3.1 2.3 0.9 0.0 8.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 16,922 : : Positions : : 10,198 11,774 1,560 450 1,806 0 516 1,414 270 0 0 : : : : Changes from: April 23, 2013 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 69.6 9.2 2.7 10.7 0.0 3.0 8.4 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 42,664 : : Positions : : 38,475 36,498 2,869 4,974 1,192 0 0 0 128 0 0 : : : : Changes from: April 23, 2013 : : 868 -192 0 1,060 -807 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 85.5 6.7 11.7 2.8 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 726,474 : : Positions : : 646,401 633,186 46,672 59,887 33,401 0 0 0 0 0 0 : : : : Changes from: April 23, 2013 : : 3,854 -15,416 0 19,270 -15,416 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 87.2 6.4 8.2 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A38 Open Interest is 24,761 : : Positions : : 20,476 6,726 1,515 512 256 0 0 0 2,322 16,819 0 : : : : Changes from: April 23, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 27.2 6.1 2.1 1.0 0.0 0.0 0.0 9.4 67.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 53,738 : : Positions : : 35,961 51,331 15,247 88 2,275 0 0 0 0 0 0 : : : : Changes from: April 23, 2013 : : 790 0 0 0 0 0 0 0 -790 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 95.5 28.4 0.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 22 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 732,629 : : Positions : : 563,701 641,590 151,968 74,079 16,960 0 0 0 0 0 0 : : : : Changes from: April 23, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 87.6 20.7 10.1 2.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 19 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 52,139 : : Positions : : 34,385 37,111 8,672 10,621 2,852 5,755 740 110 110 705 0 : : : : Changes from: April 23, 2013 : : 994 950 66 0 0 0 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 71.2 16.6 20.4 5.5 11.0 1.4 0.2 0.2 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,216,077 : : Positions : : 935,448 660,370 200,815 267,749 63,107 0 169,100 0 10,926 49,970 5,781 : : : : Changes from: April 23, 2013 : : 8,240 1,600 0 0 0 0 0 0 -6,640 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 54.3 16.5 22.0 5.2 0.0 13.9 0.0 0.9 4.1 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 18 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 34,208 : : Positions : : 21,014 26,883 12,813 960 0 0 6,365 0 126 0 0 : : : : Changes from: April 23, 2013 : : -102 153 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 78.6 37.5 2.8 0.0 0.0 18.6 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 28,636 : : Positions : : 18,729 16,630 0 8,346 0 3,825 0 1,600 2,312 0 2,060 : : : : Changes from: April 23, 2013 : : 1,271 2,065 0 2,560 -1,280 1,280 0 0 1,648 -316 -964 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 58.1 0.0 29.1 0.0 13.4 0.0 5.6 8.1 0.0 7.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 0 4 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 34,026 : : Positions : : 30,306 25,459 1,500 5,379 2,028 0 0 0 0 1,160 0 : : : : Changes from: April 23, 2013 : : 2,315 2,315 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 74.8 4.4 15.8 6.0 0.0 0.0 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 462,325 : : Positions : : 267,328 382,070 134,686 52,935 0 19,867 0 23,480 13,124 0 3,840 : : : : Changes from: April 23, 2013 : : -23,400 0 0 0 0 19,867 -3,533 3,533 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 82.6 29.1 11.4 0.0 4.3 0.0 5.1 2.8 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 906,763 : : Positions : : 680,627 600,506 103,494 93,600 99,322 0 90,015 23,320 0 0 0 : : : : Changes from: April 23, 2013 : : 2,744 2,744 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 66.2 11.4 10.3 11.0 0.0 9.9 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 727,135 : : Positions : : 359,300 514,726 128,926 43,271 35,138 134,845 0 0 57,028 122,102 11,898 : : : : Changes from: April 23, 2013 : : 2,784 784 0 0 0 0 0 0 0 2,000 -800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 70.8 17.7 6.0 4.8 18.5 0.0 0.0 7.8 16.8 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 164,382 : : Positions : : 134,057 132,105 0 18,652 4,265 0 0 0 16,700 0 9,360 : : : : Changes from: April 23, 2013 : : 1,960 0 -1,104 856 1,104 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 80.4 0.0 11.3 2.6 0.0 0.0 0.0 10.2 0.0 5.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 318,548 : : Positions : : 252,106 167,942 23,708 47,441 42,734 0 0 0 0 60,431 0 : : : : Changes from: April 23, 2013 : : 7,840 7,840 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 52.7 7.4 14.9 13.4 0.0 0.0 0.0 0.0 19.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 30, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 4,962 : : Positions : : 1,754 3,997 2,179 0 778 111 0 46 45 85 43 : : : : Changes from: April 23, 2013 : : 40 26 -3 0 11 -5 0 3 -1 5 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 80.5 43.9 0.0 15.7 2.2 0.0 0.9 0.9 1.7 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 6 0 6 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated May 3, 2013