Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 7,655 : : Positions : : 4,690 5,780 0 585 0 1,115 0 120 1,185 390 330 : : : : Changes from: March 12, 2013 : : -435 -400 0 -75 0 30 0 0 15 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 75.5 0.0 7.6 0.0 14.6 0.0 1.6 15.5 5.1 4.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 47,213 : : Positions : : 17,783 17,552 1,665 2,228 2,253 466 3,395 3,450 10,113 7,062 10,863 : : : : Changes from: March 12, 2013 : : 1,257 2,147 300 600 -400 0 135 330 430 -655 1,075 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 37.2 3.5 4.7 4.8 1.0 7.2 7.3 21.4 15.0 23.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 13 12 . . . . 4 4 13 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 17,927 : : Positions : : 7,115 6,115 320 415 355 1,430 0 1,270 4,407 6,587 2,675 : : : : Changes from: March 12, 2013 : : 665 180 15 15 0 -305 -15 575 72 247 213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 34.1 1.8 2.3 2.0 8.0 0.0 7.1 24.6 36.7 14.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 9 . . . . 0 . 5 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 161,874 : : Positions : : 78,364 117,421 21,792 8,802 15,192 13,828 232 11,539 13,477 1,323 6,546 : : : : Changes from: March 12, 2013 : : 3,046 191 -357 705 1,078 -1,072 223 187 67 505 933 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 72.5 13.5 5.4 9.4 8.5 0.1 7.1 8.3 0.8 4.0 : : : : Number of Traders in Each Category Total Traders: 83 : : 44 45 5 4 8 5 . 6 10 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 63,011 : : Positions : : 39,860 55,219 16,652 2,939 3,825 1,571 0 742 75 0 286 : : : : Changes from: March 12, 2013 : : -237 623 634 -152 273 231 0 -25 -157 0 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 87.6 26.4 4.7 6.1 2.5 0.0 1.2 0.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 24 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 602,235 : : Positions : : 476,107 477,151 67,662 76,153 37,130 7,304 0 7,650 3,086 855 3,296 : : : : Changes from: March 12, 2013 : : -2,345 14,577 15,880 -1,586 2,177 1,208 0 0 -897 855 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 79.2 11.2 12.6 6.2 1.2 0.0 1.3 0.5 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 1,603,260 : : Positions : :1,077,162 1,279,913 122,869 148,888 76,411 149,967 43,722 17,297 132,255 9,730 27,299 : : : : Changes from: March 12, 2013 : : 38,453 66,547 -1,912 -26,308 -1,550 1,929 6,548 -1,888 8,685 368 416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 79.8 7.7 9.3 4.8 9.4 2.7 1.1 8.2 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 33 42 4 4 5 . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 65,085 : : Positions : : 47,117 47,111 1,008 1,964 10,982 1,481 0 3,463 359 890 675 : : : : Changes from: March 12, 2013 : : 2,102 396 -1,826 -431 1,555 -148 0 102 143 306 162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 72.4 1.5 3.0 16.9 2.3 0.0 5.3 0.6 1.4 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 24 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 OTC - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 400,105 : : Positions : : 218,176 333,351 149,869 51,529 7,106 11,424 0 5,856 6,058 647 1,616 : : : : Changes from: March 12, 2013 : : 952 8,985 8,058 0 -3,906 631 0 0 -9 647 -319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 83.3 37.5 12.9 1.8 2.9 0.0 1.5 1.5 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 52,453 : : Positions : : 45,063 18,981 316 27,280 1,499 880 1,722 1,490 1,860 96 80 : : : : Changes from: March 12, 2013 : : 252 876 0 -388 48 0 0 0 20 24 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 36.2 0.6 52.0 2.9 1.7 3.3 2.8 3.5 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 23 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 11,700 : : Positions : : 5,912 7,800 522 446 1,444 1,452 0 1,088 104 0 86 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 66.7 4.5 3.8 12.3 12.4 0.0 9.3 0.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 6,476 : : Positions : : 5,484 2,958 0 1,444 22 0 1,098 0 0 0 0 : : : : Changes from: March 12, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 45.7 0.0 22.3 0.3 0.0 17.0 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-All Futures Combined Positions as of March 19, 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 11,442 : : Positions : : 5,724 8,494 1,774 0 1,040 614 400 306 638 0 658 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 74.2 15.5 0.0 9.1 5.4 3.5 2.7 5.6 0.0 5.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 16,230 : : Positions : : 10,257 12,013 1,508 500 1,508 48 440 790 300 0 0 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 74.0 9.3 3.1 9.3 0.3 2.7 4.9 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 44,787 : : Positions : : 39,707 37,992 2,911 4,796 1,999 0 0 0 170 0 0 : : : : Changes from: March 12, 2013 : : 110 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 84.8 6.5 10.7 4.5 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 762,006 : : Positions : : 664,889 663,479 53,452 54,862 43,665 0 0 0 0 0 0 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 87.1 7.0 7.2 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 24,156 : : Positions : : 19,514 4,071 1,746 596 256 0 0 0 2,427 18,764 0 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 16.9 7.2 2.5 1.1 0.0 0.0 0.0 10.0 77.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 57,413 : : Positions : : 37,334 54,943 16,675 130 2,275 0 0 0 874 0 0 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 95.7 29.0 0.2 4.0 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-All Futures Combined Positions as of March 19, 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 767,350 : : Positions : : 580,921 676,311 165,399 70,009 21,030 0 0 0 0 0 0 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 88.1 21.6 9.1 2.7 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-All Futures Combined Positions as of March 19, 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 52,723 : : Positions : : 34,022 36,114 8,543 12,085 3,188 6,070 635 320 325 381 0 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 68.5 16.2 22.9 6.0 11.5 1.2 0.6 0.6 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 1,219,067 : : Positions : : 942,608 721,107 170,063 264,120 78,979 0 149,080 0 21,636 0 5,781 : : : : Changes from: March 12, 2013 : : 0 23,320 23,320 0 23,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 59.2 14.0 21.7 6.5 0.0 12.2 0.0 1.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 18 4 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 30,515 : : Positions : : 20,938 23,607 9,364 3,405 0 0 2,162 0 0 1,128 0 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 77.4 30.7 11.2 0.0 0.0 7.1 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 33,036 : : Positions : : 21,903 25,906 11,133 1,065 0 0 6,065 0 0 0 0 : : : : Changes from: March 12, 2013 : : 852 742 0 0 0 0 110 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 78.4 33.7 3.2 0.0 0.0 18.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 20,152 : : Positions : : 12,592 11,934 0 3,488 1,280 1,270 0 1,385 1,560 0 2,065 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 59.2 0.0 17.3 6.4 6.3 0.0 6.9 7.7 0.0 10.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 17,268 : : Positions : : 13,230 13,115 843 1,362 1,172 0 0 0 384 0 1,064 : : : : Changes from: March 12, 2013 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 75.9 4.9 7.9 6.8 0.0 0.0 0.0 2.2 0.0 6.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 24,947 : : Positions : : 21,271 16,817 1,330 4,890 2,133 0 0 0 0 1,107 0 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 67.4 5.3 19.6 8.6 0.0 0.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 483,619 : : Positions : : 320,032 393,264 142,419 59,040 0 0 2,312 21,168 0 7,835 0 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 81.3 29.4 12.2 0.0 0.0 0.5 4.4 0.0 1.6 0.0 : : : : 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 March 19, 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 919,619 : : Positions : : 737,301 621,369 73,788 93,600 85,210 0 96,120 23,320 0 0 0 : : : : Changes from: March 12, 2013 : : 2,383 2,383 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 67.6 8.0 10.2 9.3 0.0 10.5 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 549,774 : : Positions : : 229,333 361,558 109,088 0 55,416 134,845 0 0 1,550 113,258 19,542 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 65.8 19.8 0.0 10.1 24.5 0.0 0.0 0.3 20.6 3.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 5 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 19, 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 243,684 : : Positions : : 190,888 133,897 49,267 68,944 3,529 0 0 0 0 37,314 0 : : : : Changes from: March 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 54.9 20.2 28.3 1.4 0.0 0.0 0.0 0.0 15.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 22, 2013