Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 7,565 : : Positions : : 5,080 5,835 0 690 0 710 0 120 1,195 390 210 : : : : Changes from: February 26, 2013 : : -70 95 0 -210 0 -60 0 0 45 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 77.1 0.0 9.1 0.0 9.4 0.0 1.6 15.8 5.2 2.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 40,980 : : Positions : : 14,946 14,225 1,505 1,057 2,821 466 3,475 2,660 9,543 7,713 8,499 : : : : Changes from: February 26, 2013 : : 1,990 1,920 300 115 245 0 -85 315 1,728 1,578 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 34.7 3.7 2.6 6.9 1.1 8.5 6.5 23.3 18.8 20.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 12 12 . . . . . 4 11 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 15,697 : : Positions : : 5,735 5,270 185 745 265 2,325 555 285 4,160 5,665 2,297 : : : : Changes from: February 26, 2013 : : 1,400 545 10 440 40 -10 425 -85 45 -100 270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 33.6 1.2 4.7 1.7 14.8 3.5 1.8 26.5 36.1 14.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 7 . . . . . . 4 16 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 165,121 : : Positions : : 79,601 120,299 21,925 8,456 14,678 17,070 1,454 11,233 11,774 590 7,395 : : : : Changes from: February 26, 2013 : : 862 1,200 629 -118 -230 -151 -125 213 -702 -353 1,160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 72.9 13.3 5.1 8.9 10.3 0.9 6.8 7.1 0.4 4.5 : : : : Number of Traders in Each Category Total Traders: 77 : : 43 41 5 4 8 4 . 5 6 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 62,474 : : Positions : : 40,069 55,030 16,433 3,221 3,222 1,649 0 742 100 0 259 : : : : Changes from: February 26, 2013 : : -2,729 -2,589 100 -298 -152 -305 0 153 95 0 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 88.1 26.3 5.2 5.2 2.6 0.0 1.2 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 24 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 563,373 : : Positions : : 466,892 427,662 28,902 81,867 44,019 8,928 0 7,650 4,807 0 2,175 : : : : Changes from: February 26, 2013 : : -22,038 -24,939 -17,147 -4,444 2,152 8,928 -1,696 -5,990 -822 0 935 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 75.9 5.1 14.5 7.8 1.6 0.0 1.4 0.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 24 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 1,628,843 : : Positions : :1,090,462 1,268,898 130,654 179,058 82,665 160,358 42,056 18,000 118,214 11,788 26,378 : : : : Changes from: February 26, 2013 : : 5,723 15,378 -1,125 4,305 3,871 1,224 1,576 -1,176 15,262 1,937 1,592 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 77.9 8.0 11.0 5.1 9.8 2.6 1.1 7.3 0.7 1.6 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 41 4 4 5 . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 64,528 : : Positions : : 46,041 49,028 3,642 1,937 9,280 940 0 3,555 674 308 396 : : : : Changes from: February 26, 2013 : : 506 2,247 1,284 94 -416 256 0 -102 295 0 -177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 76.0 5.6 3.0 14.4 1.5 0.0 5.5 1.0 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 412,818 : : Positions : : 240,408 342,169 138,646 53,545 8,737 9,521 0 6,144 7,139 0 2,223 : : : : Changes from: February 26, 2013 : : 3,733 3,124 350 0 976 -1,192 0 0 233 0 1,281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 82.9 33.6 13.0 2.1 2.3 0.0 1.5 1.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 51,891 : : Positions : : 41,551 18,135 316 27,572 1,451 880 1,722 1,490 5,034 72 144 : : : : Changes from: February 26, 2013 : : -1,220 -1,255 -257 -1,227 -100 -310 -20 -62 -390 72 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 34.9 0.6 53.1 2.8 1.7 3.3 2.9 9.7 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 23 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 11,730 : : Positions : : 5,672 7,030 522 446 1,444 1,452 0 1,088 104 610 326 : : : : Changes from: February 26, 2013 : : -349 -162 -93 -112 -36 -56 0 -32 104 -250 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 59.9 4.5 3.8 12.3 12.4 0.0 9.3 0.9 5.2 2.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 7,764 1,774 0 1,040 614 400 306 638 562 658 : : : : Changes from: February 26, 2013 : : -486 -428 -34 0 -68 134 -40 -34 -158 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 67.9 15.5 0.0 9.1 5.4 3.5 2.7 5.6 4.9 5.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 10,201 1,508 500 1,508 48 440 790 300 1,812 0 : : : : Changes from: February 26, 2013 : : -607 -247 -78 -50 -138 -24 -100 0 -30 -127 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 62.9 9.3 3.1 9.3 0.3 2.7 4.9 1.8 11.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 4 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 44,476 : : Positions : : 39,396 37,705 2,911 4,752 1,999 0 0 0 170 0 0 : : : : Changes from: February 26, 2013 : : -3,920 -3,340 -120 -740 0 0 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 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: 28 : : 15 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 759,430 : : Positions : : 662,313 661,639 54,188 54,862 42,929 0 0 0 0 0 0 : : : : Changes from: February 26, 2013 : : -48,928 -37,312 352 -11,264 -352 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 87.1 7.1 7.2 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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: February 26, 2013 : : . . . . . . . . . . . : : : : 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 5, 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 : : 36,554 54,943 16,675 130 2,275 0 0 0 1,654 0 0 : : : : Changes from: February 26, 2013 : : -2,340 -3,660 -1,060 -40 -100 0 0 0 -320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 95.7 29.0 0.2 4.0 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 9 22 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 : : 566,917 676,311 165,399 70,009 21,030 0 0 0 14,004 0 0 : : : : Changes from: February 26, 2013 : : -40,480 -60,192 -11,616 3,520 -3,520 0 0 0 -4,576 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 88.1 21.6 9.1 2.7 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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: February 26, 2013 : : -1,820 -1,880 160 -180 -380 -400 -100 0 -100 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 5, 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 1,172,347 : : Positions : : 923,952 598,547 146,743 264,120 55,579 0 149,080 0 21,636 80,584 24,437 : : : : Changes from: February 26, 2013 : : -67,648 -20,312 26,474 -15,582 -3,074 0 -7,040 0 -3,520 -1,760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 51.1 12.5 22.5 4.7 0.0 12.7 0.0 1.8 6.9 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 16 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 : : 19,873 23,607 9,364 3,405 0 0 2,162 0 1,065 1,128 0 : : : : Changes from: February 26, 2013 : : -1,800 -2,060 -460 -200 0 0 0 0 -100 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 77.4 30.7 11.2 0.0 0.0 7.1 0.0 3.5 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 32,140 : : Positions : : 21,007 25,120 11,133 1,065 0 0 5,955 0 0 0 0 : : : : Changes from: February 26, 2013 : : -840 -560 -20 -100 -80 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 78.2 34.6 3.3 0.0 0.0 18.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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: February 26, 2013 : : -120 -380 0 -140 0 0 0 0 -400 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 5, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 25,924 : : Positions : : 20,037 17,794 1,330 4,890 2,133 0 0 0 2,211 1,107 0 : : : : Changes from: February 26, 2013 : : -844 26 354 -116 -384 0 -60 0 0 -360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 68.6 5.1 18.9 8.2 0.0 0.0 0.0 8.5 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 : : 320,032 379,224 142,419 59,040 0 0 2,312 21,168 0 21,875 0 : : : : Changes from: February 26, 2013 : : -25,344 -27,808 -6,688 -5,280 0 -504 2,312 -2,312 0 -1,760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 78.4 29.4 12.2 0.0 0.0 0.5 4.4 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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 915,396 : : Positions : : 729,158 593,826 77,708 93,600 85,210 0 96,120 23,320 0 23,320 0 : : : : Changes from: February 26, 2013 : : 7,046 -38,143 -48,709 0 23,400 0 -3,520 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 64.9 8.5 10.2 9.3 0.0 10.5 2.5 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 5, 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: February 26, 2013 : : 396 -10,164 -5,984 0 -1,760 0 0 0 -704 3,872 -3,872 : : : : 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 5, 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 244,065 : : Positions : : 183,397 134,278 49,267 68,944 3,529 0 0 0 7,872 37,314 0 : : : : Changes from: February 26, 2013 : : -5,357 -5,280 -4,224 -4,928 0 0 -1,760 0 -704 1,683 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 55.0 20.2 28.2 1.4 0.0 0.0 0.0 3.2 15.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . 0 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 8, 2013