Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 7,340 : : Positions : : 4,835 5,215 0 855 15 680 0 120 1,150 350 300 : : : : Changes from: February 12, 2013 : : 60 270 0 -75 0 90 0 0 105 0 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 71.0 0.0 11.6 0.2 9.3 0.0 1.6 15.7 4.8 4.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 36,677 : : Positions : : 13,088 13,214 1,125 1,719 2,142 611 2,510 2,750 7,981 5,582 8,195 : : : : Changes from: February 12, 2013 : : 1,472 1,085 360 -55 -135 -110 175 -45 120 337 536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 36.0 3.1 4.7 5.8 1.7 6.8 7.5 21.8 15.2 22.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 11 . . . . . . 8 16 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 15,182 : : Positions : : 5,035 5,665 270 360 250 2,120 365 655 4,378 5,443 1,984 : : : : Changes from: February 12, 2013 : : 560 175 -30 -135 70 -155 75 65 483 738 134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 37.3 1.8 2.4 1.6 14.0 2.4 4.3 28.8 35.9 13.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 8 8 . . . . . . 5 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 162,861 : : Positions : : 79,896 118,280 20,733 8,656 16,062 16,731 1,664 10,808 12,378 1,516 5,406 : : : : Changes from: February 12, 2013 : : 1,005 613 -319 -40 -539 358 554 -3 -672 -792 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 72.6 12.7 5.3 9.9 10.3 1.0 6.6 7.6 0.9 3.3 : : : : Number of Traders in Each Category Total Traders: 87 : : 42 41 5 4 8 5 5 6 10 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 63,076 : : Positions : : 41,438 54,852 14,921 3,230 4,027 1,620 26 636 81 0 305 : : : : Changes from: February 12, 2013 : : 1,858 1,869 -38 291 -134 391 26 -182 -25 0 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 87.0 23.7 5.1 6.4 2.6 0.0 1.0 0.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 25 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 607,504 : : Positions : : 509,138 446,921 23,090 86,079 57,589 0 9,580 6,679 10,680 328 328 : : : : Changes from: February 12, 2013 : : 11,122 12,667 2,415 6,182 -2,745 0 -2,557 1,591 2,755 0 -280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 73.6 3.8 14.2 9.5 0.0 1.6 1.1 1.8 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 26 . 4 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 1,592,197 : : Positions : :1,071,722 1,244,257 125,782 171,982 76,851 158,320 44,007 17,615 114,273 9,851 27,634 : : : : Changes from: February 12, 2013 : : 13,090 25,468 -2,717 -20,094 3,138 -10,544 -6,695 0 -3,555 -2,405 816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 78.1 7.9 10.8 4.8 9.9 2.8 1.1 7.2 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 42 4 4 4 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 61,989 : : Positions : : 44,576 45,661 1,913 1,501 10,318 805 0 3,657 200 308 520 : : : : Changes from: February 12, 2013 : : 1,905 -872 -2,039 -43 1,756 -360 0 287 -421 0 313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 73.7 3.1 2.4 16.6 1.3 0.0 5.9 0.3 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 24 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 406,140 : : Positions : : 233,404 334,786 139,636 53,545 9,713 15,275 0 3,216 1,952 1,936 2,944 : : : : Changes from: February 12, 2013 : : 14,953 -1,978 -14,739 0 5,857 -368 0 976 0 1,824 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 82.4 34.4 13.2 2.4 3.8 0.0 0.8 0.5 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 54,256 : : Positions : : 45,773 19,004 573 29,039 1,527 1,190 1,742 1,552 2,032 20 132 : : : : Changes from: February 12, 2013 : : -158 128 0 -306 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 35.0 1.1 53.5 2.8 2.2 3.2 2.9 3.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 12,526 : : Positions : : 6,405 8,294 615 558 1,480 1,508 0 1,120 0 142 100 : : : : Changes from: February 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 66.2 4.9 4.5 11.8 12.0 0.0 8.9 0.0 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 11,770 : : Positions : : 5,734 8,789 2,048 0 868 360 440 340 796 0 658 : : : : Changes from: February 12, 2013 : : -20 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 74.7 17.4 0.0 7.4 3.1 3.7 2.9 6.8 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 17,034 : : Positions : : 10,964 12,367 1,466 550 1,766 72 540 790 330 0 0 : : : : Changes from: February 12, 2013 : : 120 120 -58 -58 -62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 72.6 8.6 3.2 10.4 0.4 3.2 4.6 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 19 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 48,472 : : Positions : : 43,232 40,961 3,031 5,492 1,999 0 0 0 210 0 0 : : : : Changes from: February 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 84.5 6.3 11.3 4.1 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 808,358 : : Positions : : 711,241 698,951 53,836 66,126 43,281 0 0 0 0 0 0 : : : : Changes from: February 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 86.5 6.7 8.2 5.4 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 February 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 60,595 : : Positions : : 39,786 57,965 17,225 170 2,375 0 0 0 954 0 0 : : : : Changes from: February 12, 2013 : : 128 128 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 95.7 28.4 0.3 3.9 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 23 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 815,812 : : Positions : : 623,607 724,773 177,015 75,849 15,190 0 0 0 0 0 0 : : : : Changes from: February 12, 2013 : : 2,370 2,370 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 88.8 21.7 9.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 19 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 55,584 : : Positions : : 36,163 38,420 8,383 12,265 3,568 6,575 735 215 425 381 0 : : : : Changes from: February 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 69.1 15.1 22.1 6.4 11.8 1.3 0.4 0.8 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 13 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 1,220,115 : : Positions : :1,010,256 719,859 120,269 279,702 58,653 0 156,120 0 25,156 0 5,781 : : : : Changes from: February 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 59.0 9.9 22.9 4.8 0.0 12.8 0.0 2.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 16 . 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 32,787 : : Positions : : 22,730 25,559 9,824 3,605 0 0 2,162 0 0 1,228 0 : : : : Changes from: February 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 78.0 30.0 11.0 0.0 0.0 6.6 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 33,080 : : Positions : : 21,847 25,680 11,153 1,165 80 0 6,155 0 0 0 0 : : : : Changes from: February 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 77.6 33.7 3.5 0.2 0.0 18.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 20,352 : : Positions : : 12,497 12,209 0 3,413 1,280 1,165 0 1,385 1,960 0 2,065 : : : : Changes from: February 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 60.0 0.0 16.8 6.3 5.7 0.0 6.8 9.6 0.0 10.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 14,965 : : Positions : : 11,111 11,581 923 366 1,232 60 0 0 0 0 0 : : : : Changes from: February 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 77.4 6.2 2.4 8.2 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 22,991 : : Positions : : 19,265 16,239 1,708 3,440 1,785 0 60 0 0 1,467 0 : : : : Changes from: February 12, 2013 : : 42 0 0 0 0 0 0 0 0 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 70.6 7.4 15.0 7.8 0.0 0.3 0.0 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . 4 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 518,467 : : Positions : : 345,376 421,072 149,107 64,320 0 504 0 23,480 0 9,595 0 : : : : Changes from: February 12, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 81.2 28.8 12.4 0.0 0.1 0.0 4.5 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 919,236 : : Positions : : 647,675 651,052 196,617 93,600 51,624 0 99,640 23,320 0 0 0 : : : : Changes from: February 12, 2013 : : 5,920 13,432 7,512 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 70.8 21.4 10.2 5.6 0.0 10.8 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 558,849 : : Positions : : 226,088 368,873 115,072 0 57,176 134,845 0 0 2,254 109,386 23,414 : : : : Changes from: February 12, 2013 : : 16,513 16,513 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 66.0 20.6 0.0 10.2 24.1 0.0 0.0 0.4 19.6 4.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 12 5 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 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 218,061 : : Positions : : 164,570 130,150 53,491 78,752 0 0 1,760 0 0 7,399 0 : : : : Changes from: February 12, 2013 : : 814 814 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 59.7 24.5 36.1 0.0 0.0 0.8 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . 0 0 . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 22, 2013